FirstRate Data Expands Historical Stock Dataset

FirstRate Data (FRD), a leading financial market data provider, has just released a major enhancement to its historical stock data set. FRD has expanded the historical coverage to include data from January 2000, from the existing 2010 cutoff.

Extended Historical Coverage

The expanded dataset from 2000 now spans several major market cycles such as:

• 2000/1 dotcom bubble burst
• 2008 financial crisis
• 2019/20 COVID-19 market volatility

The extended dataset includes the full high-resolution intraday series down to a 1-minute resolution spanning both the pre and post-market trading sessions.

Dividend Adjustments

A major addition to the dataset is the inclusion of dividend adjustments. FirstRate Data now provides both unadjusted as well as dividend-adjusted price data, providing a cleaner price series for backtesting without the artificial price jumps when a stock goes ex-dividend.

Historical Ticker Mapping

FirstRate Data also introduced a more comprehensive ticker mapping system to provide a more continuous and consistent data series in instances where a company changes its ticker due to a corporate event such as a name change or merger.

Broader Delisted Ticker Coverage

Recognizing that an extensive coverage of delisted tickers is essential for broader market analysis, avoiding issues such as survivorship bias, FRD has extended its delisted ticker count to over 4000. The delisted ticker data sets have full parity with the current data sets, and include resolution down to 1-minute bars, as well as both split-only and split and dividend-adjusted series.