Frequently Asked Questions
What types of stock data do you offer?
We provide historical daily and per-minute trading data for over 15,000 listed and 50,000 delisted U.S. companies, including pre-market and after-hours sessions.
Are your options data index options?
Yes, we include commonly used US stock market index options such as SPX and RUT.
What is the format of the data?
All datasets are provided in CSV format and are compatible with Excel, Python, and other data analysis tools.
How do I receive the data after purchase?
After a successful purchase, a download link will appear on the confirmation page and will also be sent to your email. The link is valid for 14 days (21 days for the largest datasets, such as per-minute stock data and the 24-year option bundle).
Am I allowed to redistribute the data I purchased?
Please see the License Agreement for details.
Can I get a refund after purchase?
As data files are delivered immediately upon purchase, we do not offer refunds.
Can I use the data in published research?
Yes, you may use the data in research and publications. Please credit HistoricalData.net as the source and include a link where appropriate.
Where do you source the data?
We source our trading data from over 20 U.S. exchanges, including XASE (NYSE American, LLC), XBOS (Nasdaq OMX BX, Inc.), XADF (FINRA Alternative Display Facility), and XNYS (New York Stock Exchange), among others.
What time zone is the data in?
All data is provided in U.S. Eastern Time (i.e., EST/EDT depending on the time of year).
Why buy this instead of using free data from Stooq, Yahoo Finance, or Alpha Vantage?
Free sources are excellent for quick look-ups, and we encourage you to try them first. The differences show up in serious research: our dataset includes over 50,000 delisted tickers with full frozen history (free sources generally drop delisted companies, which introduces survivorship bias), every row carries both unadjusted and split/dividend-adjusted prices side by side, minute data includes pre-market and after-hours sessions, and you download the complete market as one reproducible snapshot instead of fetching symbol by symbol through rate-limited APIs. The processing rules are documented on our methodology page.
Does the dataset include delisted stocks?
Yes. More than 50,000 delisted U.S. tickers are included with their complete price history, frozen as of the delisting date. The delisting date is part of each file name, and histories of different companies that reused the same symbol are kept as separate files.
Are prices adjusted for splits and dividends?
Both versions are in the same file: each row contains the unadjusted Open/High/Low/Close/Volume/VWAP and the fully split- and dividend-adjusted equivalents, plus the dividend amount and split ratio on the event dates. Details are in methodology §5.
Are pre-market and after-hours trades included?
Yes. Each stock has a regular-session minute file (09:30–16:00) and an extended minute file that includes pre-market (from 04:00 Eastern) and after-hours sessions. Daily files cover the regular session.
How often is the data updated?
The stock dataset is refreshed weekly, processed over the weekend and available before Monday's market open. The options dataset is updated every trading day in the evening (U.S. Eastern). See methodology §2.
What happens if my download link expires?
Email us at [email protected] from the address you used for the purchase (or include your receipt), and we will issue a fresh download link at no charge.
Can I check whether a ticker is included before buying?
Yes — email the ticker symbols you need to [email protected] and we will confirm coverage and date ranges before you buy. You can also verify the format with the free samples on the stocks and options pages.
Can I use the data commercially?
Yes, internal commercial use is allowed — trading, research, and analysis inside your organization, including multi-user access if a multi-user license is purchased. What you may not do is resell, sublicense, or redistribute the data itself. See the License Agreement for the exact terms.