Get free historic stock market/exchange data (e.g. S&P 500, NYSE)?
I am developing an application that relies on stock market information. For the moment, I use Yahoo Finance CSV API. Unfortnautely OpenTick stopped its service, Google Finance API will soon, too.
I have a list of stock symbols I am interested in and download a CSV and parse it. I do not need "live" and "legit" data, as I want to test out how my application can handle high-frequent stock event stream. Ideally, at least several 100k quotes should be contained, the more, the better (up to a certain extent).
Data should be somehow similar to this site, but I'd need way more data. Only concern is, that it must contain the typical stock symbols, the data itself doenst need to be too detailed (date/time, high, low, EOD, volume would do).
Does anyone know, where I could get historic data (like an enourmous CSV), which I could feed into my application?
Paying for that data is not an option. Would be great, if somebody could share his experiences/knowledge, where to get such data. I know about xignite, NxCore etc. but as this is an academic project, it must be free-to-use data. I cannot hope for some free equivalent of NxCore, but probaly you guys can help me out with some advice and hints...
If I am too optimistic and there basically is no free source, I'll have to "randomize" stock quotes, but this is the last option. The big advantage with a static historic data set is, that I can really compare the performance of my application with regard to the same input data.
I've already searched StackOverflow, but most threads are quite old and refer to no more existent soultions as in this question.
EDIT:
This site EODdata.com mentioned in a related question gets close - but unfortunately their data is not free, but at least the prices seem reasonable.
Another related SO question can be found here.
Answer
On the site of Southwest Cyberport one can download some historic stock market data sets.
I've downloaded S&P 500 historic data as "daily update" and got approx. 11 MB of uncompressed txt files. Each file is 25 KB and can easily be concatenated into one big single file.
The format is CSV and a corresponds to:
Date, Company, Open, High, Low, Close, Volume
Small sample can be found below:
20080306,A,30.51,30.7,30.1,30.14,21131
20080306,AA,38.85,39.28,38.26,38.37,112800
20080306,AAPL,124.9,127.5,120.81,120.93,526320
20080306,ABC,41.24,41.26,40.26,40.26,13738
20080306,ABI,34.18,34.21,33.59,33.63,21597
20080306,ABK,7.99,8.5,7.25,7.42,195953
20080306,ABT,52.83,52.98,52.05,52.09,60385
20080306,ACAS,34.75,34.86,32.57,32.65,27887
....