Need stock data(school project)

Hey monkeys, I am in deep trouble and I need your help. I know there's been a number of topics on this, but none of them contains exactly what I need.

I am doing a statistical learning & data mining project at school, and I need historical data on stocks. What I'd like to see ideally is a compiled table with open and close prices, as well as short and long volume per day. Any ideas where I can find such a thing? Any suggestions on what other data to use in the model? I am CompSci & Math background, not much experience with this, so please let me know what you think.

Thanks a lot , any help is greatly appreciated

6 Comments
 

You can actually create a macro that will go to yahoo finance and pull certain data that you request for any equity, including open, close, short interest, etc.

I think if you jump on UFO's idea about using google you can find the code somewhere online and save yourself a lot of time manually entering and searching things.

"It is hard to fail, but it is worse never to have tried to succeed." Theodore Roosevelt
 
Best Response

UFO, be nice, that is a perfectly legit question. As suggested above, use Yahoo Finance or Google finance. I don't recommend writing a macro to get the data online - best to export into Excel from Yahoo/Google and then manipulate. The macro would probably be very slow in getting the data, and you only need to get it once, so much faster to export. There are some other sites that are a bit better for exporting data - I remember there was a thread on this about a month ago (prob in Trader's Train) - someone had put up a link to a very handy site that could export multiple securities simultaneously, but I don't think it had long/short volume, just prices, and possibly only closing prices.

 
Dr JoeUFO, be nice, that is a perfectly legit question.
You're right, I was just being a wise ass.

The data feed macro is something I've never thought of until right now, so thanks guys.

Get busy living
 

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"It is hard to fail, but it is worse never to have tried to succeed." Theodore Roosevelt

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