History Quotes - a little OT

Jean-David Beyer jeandavid8 at verizon.net
Sat Nov 14 07:23:43 EST 2015


In the past, I tried to build a backtesting program for testing out
investing strategies. I never considered using GnuCash for this.
Instead, I wrote programs in C++ and used postgreSQL for the database
management system I required. Since I know C++ and SQL, I had no trouble
writing the programs.

The biggest problem was to get good historical quotes. I never found a
satisfactory solution for this. The free sources are riddled with errors
and omissions. Splits and dividends are often omitted. A major problem
is that _companies change their ticker symbols_,
and _the old ones are reused_ by other companies.

The best source of information of this kind is called CRSP and last I
looked, it cost US$25,000 a year for the data subscriptions. Somehow, I
imagine GnuCash will be unable to provide this.

http://www.crsp.com/

-- 
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