Where to Get Accurate and Adjusted US Historical Intraday Stock Data

Historical stock data plays a crucial role in financial research, backtesting, and trading strategies. Accurate and adjusted data, especially for corporate actions such as stock splits and dividends, is essential to eliminate survivorship bias and ensure that your analysis reflects real-world market conditions. This article provides an in-depth look at where you can obtain this critical data.

Introduction to the Importance of Accurate Historical Data

Accurate historical stock data is the backbone of financial analysis. When you perform backtesting or develop trading strategies, relying on unadjusted data can lead to significant discrepancies and potential losses. Adjusted data accounts for corporate actions, providing a more accurate representation of how a stock’s value would have changed over time.

Quotient API: A Comprehensive Data Solution

Quotient API is a versatile data solution that offers a wide range of financial data including historical intraday data, end-of-day data, options data, and more. Here’s how their intraday 1-minute data can be useful:

Intraday Data: Provides real-time and historical minute-level data, making it perfect for high-frequency trading and detailed market analysis. End-of-Day Data: Offers comprehensive end-of-day snapshot data, useful for portfolio management and daily market performance analysis. Options Data: Provides insights into options trading and volatility, which are crucial for options traders and hedging strategies. Crypto and Forex: Extends the range of data to include cryptocurrencies and foreign exchange markets, diversifying your analysis. Live Prices: Offers the latest market prices, ensuring that your strategies are based on the most current information. Earnings Trading Signal: Provides real-time alert systems to help you make timely and informed decisions during earnings announcements.

Algoseek: Providing Adjusted Historical Intraday Stock Data

Algoseek stands out in the market for their adjusted historical intraday stock data, which accounts for all corporate actions including stock splits and dividends. This adjustment is particularly important to eliminate survivorship bias from your research and backtesting. Here are some key features of their data:

Basic Adjustment Factors: Provides a basic adjustment to account for major corporate actions, ensuring that the data reflects the true performance. Detailed Adjustment Factors: Offers more granular adjustments, allowing for a more precise analysis of the stock's value over time. Cumulative Adjustment Factors: Adjustments made cumulatively over time to reflect the continuous impact of corporate actions. Daily Cumulative Adjustment Factors: A rolling adjustment for daily performance, ensuring real-time accuracy.

Ensuring Realistic Backtesting and Research with Algoseek

Algoseek’s raw data is provided in its “as-is” form, from the trading day to the next, ensuring a more realistic backtesting and research environment. They also offer an adjustment factor file to compensate for corporate events such as stock splits and dividends, ensuring that your analysis is accurate and unbiased.

Conclusion

For investors, researchers, and traders seeking accurate historical intraday stock data, Quotient API and Algoseek offer comprehensive and reliable solutions. Whether you need minute-level data for high-frequency trading or detailed historical data for backtesting, these providers are your go-to resources.

Ensure your financial analysis, research, and trading strategies are based on the most accurate and adjusted data to avoid survivorship bias and achieve better performance. Utilizing these data providers can significantly enhance your decision-making processes and improve your overall outcomes.