Andy Pavlo - Brown University Andrew Pavlo
Box 1910, Computer Science Department
Brown University
Providence, RI 02912
401-863-6051 (voice)
401-863-7657 (fax)

Publications & Papers:

View DBLP Entry

Stock Market Data:

The following are CSV data files for lists of stocks in various U.S. markets that I have collected for some of my research projects (as of January 2008). It is not trivial to find all of this information for free, so I am listing them here in case somebody else finds them useful. Please note that my research is focused on penny stocks, so the major market listings may be inaccurate or incomplete. The three column fields in each file are <ID, NAME, SYMBOL>. The id number is internal to my collection framework and will be useful in the future when I post the daily financial data that I am also collecting. I am also posting free interday historical data that I collected from Internet sources in 2007. The data ranges from 1970 to 2006 (depending on how old the company is) and only includes basic information about the price and volume. Each stock is in a separate CSV file with <DATE, PRICE, VOLUME, OPEN, LOW, HIGH> data columns. For certain stocks, there is missing data in some of the tuples (especially prior to 1972) and some dates may be missing. This data did not come from Yahoo's historical data download service, as they adjust the prices for splits and merges. The prices (as far as I can tell) are the actual ticker prices at that point in time.

People:


Home People Updated Fri Apr 4 16:07:52 EDT 2008 by Andy Pavlo