Disclaimer, I am the creator of DailyStockMarketData.com. I wanted to share what I made for aspiring quant researchers and individuals interested in the Stock Market to use a large and thorough dataset to help them perform quantitate analysis on the Stock Market.
Here is a video if you prefer to watch a video
DailyStockMarketData.com is a free service that provides a daily dump of the entire stock market with a large set of NASDAQ tickers (close to 6000 daily). It pulls minute by minute bars with 6 data columns (open, close, high, low, volume, timestamp) and the ticker that’s associated with it and it provides this data as a simple CSV. The value proposition is that we provide a large dataset in a single file, which makes remove the need to perform hundreds of API calls to collect the data you need. This saves time and helps you find things that you might have missed without this data.
The UI is extremely simple, it’s just a single page with a large download button. But the dataset is anything from simple.
Each day at the market close, we query the entire set of NASDAQ tickers to pull, organize and backfill data and any possible missing data and then bundle it in a CSV. The data is automatically updated and uploaded to our servers and served to you. You can rest assured that data is up to date and we minimize human error since the entire process is automated.
If we open up the data, I can show you how robust it actually is.
The CSV is readable in a spreadsheet app, like Excel, and contains the information rows I mentioned above. The timestamp is in an epoch format, where you can use something like https://www.epochconverter.com to change to a human readable timestamp.
This information is powerful because it is the first level stock information where other data is derived from. Using this we can create charts, and derive volatility and derivative pricing which can be used for option trading.
To show an example, we can recreate the chart for AAPL on 3/11/21 using the close prices of each of the minute bars.
I’m sure you can already see the power in using this dataset.
There are more sophistcated things you could do such as create volume charts.
This is a chart that is harder to find on open sources and can lead to some interesting insights on your favorite tickers.
There is a breadth of information available on the market and I hope the rich dataset we provide at DailyStockMarketData.com is helpful in your search for growth on the stock market!