HistoricalData
Sample Data & Free Download
Download sample (8 MB)Daily and 1-minute CSV files for TSLA, KO, SPY and TWTR, July–December 2022. Real archive extracts, with all fields preserved.
- TSLA — Stock split: A 3-for-1 split, with raw and adjusted prices to compare.
- KO — Cash dividends: Cash dividend amounts and their ex-dividend dates.
- SPY — ETF distributions: Distribution events recorded alongside ETF prices.
- TWTR — Delisting: A price history that ends on its last trading day, 27 October 2022.
Daily bars
One row per scenario; Source file identifies its origin and is not a CSV column. Scroll horizontally to see all fields.
| Source file | date | open | high | low | close | volume | vwap | transactions | adj_open | adj_high | adj_low | adj_close | adj_volume | adj_vwap | dividend | dividend_type | split |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA_day.csv | 2022-08-25 | 302.36 | 302.96 | 291.6 | 296.07 | 53207507 | 295.5372 | 1041468 | 302.36 | 302.96 | 291.6 | 296.07 | 53207507 | 295.5372 | 1:3 | ||
| KO_day.csv | 2022-09-15 | 60.4 | 60.4 | 59.36 | 59.53 | 11451929 | 59.7289 | 133646 | 54.0771 | 54.0771 | 53.146 | 53.2982 | 12790928.203067 | 53.4763 | 0.44 | CD | |
| SPY_day.csv | 2022-09-16 | 384.14 | 386.25 | 382.11 | 385.56 | 103022554 | 384.6065 | 673807 | 365.6293 | 367.6376 | 363.6971 | 366.9809 | 108238275.143347 | 366.0733 | 1.596398 | CD | |
| TWTR_day_delisted_2022-10-31.csv | 2022-10-27 | 53.91 | 54 | 53.7 | 53.7 | 140833286 | 53.8059 | 239651 | 53.91 | 54 | 53.7 | 53.7 | 140833286 | 53.8059 |
1-minute bars
TSLA on 25 August 2022: pre-market, regular and post-market bars, in US Eastern time. The session column labels each period; the split marker appears on the first bar of the day.
| timestamp | open | high | low | close | volume | vwap | transactions | adj_open | adj_high | adj_low | adj_close | adj_volume | adj_vwap | dividend | dividend_type | split | session |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-25 04:00:00 | 307.95 | 307.95 | 301.97 | 303.6 | 17863 | 453 | 307.95 | 307.95 | 301.97 | 303.6 | 17863 | 1:3 | pre | ||||
| 2022-08-25 09:30:00 | 302.36 | 302.88 | 301.29 | 302.38 | 931974 | 19486 | 302.36 | 302.88 | 301.29 | 302.38 | 931974 | reg | |||||
| 2022-08-25 19:59:00 | 295.68 | 295.82 | 295.5 | 295.7 | 14023 | 157 | 295.68 | 295.82 | 295.5 | 295.7 | 14023 | post |
The ZIP includes verify.py for checking file checksums and price adjustments. From the extracted sample folder, run python verify.py --strict --extract ..
Datasets & Subscriptions
Daily files span 2003-10-01 to 2026-09-11. Minute history varies by security; its full-archive end date is Not yet verified. Recent minute updates are a separate channel.
Financial crisis · 2008–2009
Severe market stress, with delisted company histories for examining survivorship bias in backtests.
COVID crash · 2020
A sharp decline and recovery for studying overnight gaps, rebalancing under stress and rapid reversals.
Bear market · 2022
A lower-volatility bear market to compare with 2008 and 2020, with July–December covered by the free sample.
| Dataset | Price | Purchase |
|---|---|---|
| Daily bars — historical archive Daily archive through 2026-09-11 · Includes 2 months of daily-bar updates | $399 · one-time | Buy |
| Daily bars — update subscription New trading days, published by 08:00 UTC the next morning · Starts with the latest three weeks | $39 / month | Subscribe |
| 1-minute bars — historical archive Available minute history; full-archive end date Not yet verified · Includes all daily bars · Includes 2 months of daily- and minute-bar updates | $699 · one-time | Buy |
| 1-minute bars — update subscription Minute bars only, with session labels · New trading days plus the latest three weeks | $69 / month | Subscribe |
| Free sample · Daily and 1-minute bars TSLA, KO, SPY and TWTR · July–December 2022 · 8 MB | Free | Download |
Included updates run for 2 months (62 days) from purchase and do not renew automatically. A separate subscription is required for continued updates; downloaded files stay yours.
Update subscriptions provide recent and new trading days; the full historical archive is purchased separately.
Instant delivery after a successful purchase, your download link appears on the confirmation page and is also sent to your email.
Refunds Archive refund requests must be submitted within 21 days of purchase. If no data has been downloaded, the refund is 100%; otherwise, it depends on the number of data files downloaded. Refund policy.
Prices, corporate actions & ticker histories
Real archive examples illustrate daily prices, separate listing histories, stock splits and cash distributions.
1. Closing price and VWAP
SPY_day.csv| date | open | high | low | close | vwap |
|---|---|---|---|---|---|
| 2008-10-28 | 87.34 | 94.24 | 84.53 | 93.76 | 87.9844 |
Full-day VWAP was 6.2% below the close: a day-wide average and a closing price measure different things. VWAP cannot be reconstructed from OHLC alone.
Check: VWAP is a benchmark, not a guaranteed fill price, and full-day VWAP is known only after the day ends. Using it for an earlier decision introduces look-ahead bias.
2. Reused ticker symbols
Two TWTR listing histories| file | date | close | volume |
|---|---|---|---|
| TWTR_day_delisted_2007-06-21.csv | 2007-06-20 | 0.132 | 1771783 |
| TWTR_day_delisted_2022-10-31.csv | 2013-11-07 | 44.9 | 117657410 |
The same ticker belonged to two unrelated companies: a home-entertainment retailer and, later, Twitter. Joining them creates an artificial price jump of roughly 34,000%.
Check: Confirm the company and listing period before joining files; a matching ticker alone is not enough.
3. Stock splits and adjusted returns
TSLA_day.csv| date | close | adj_close | split |
|---|---|---|---|
| 2022-08-24 | 891.29 | 297.0967 | |
| 2022-08-25 | 296.07 | 296.07 | 1:3 |
Across the 3-for-1 split, raw prices show −66.8%, while adjusted prices show −0.35%. The split is not an investment loss.
Check: Read split and compare close with adj_close; see the adjustment methodology.
4. Cash dividends and special distributions
MSFT_day.csv| date | close | adj_close | dividend | dividend_type |
|---|---|---|---|---|
| 2004-11-12 | 29.97 | 18.4416 | ||
| 2004-11-15 | 27.39 | 18.7845 | 3.08 | SC+CD |
Raw prices show −8.6%, while adjusted prices show +1.9% across the distribution. The $3.08 payment includes a $3.00 special dividend and $0.08 regular dividend (SC+CD), not $3.08 of recurring income.
Use adjusted prices for distribution-inclusive returns. Compare cash amounts and the distribution classification to distinguish special from recurring payments.
File Format & Columns
Per-security CSV files contain 17 columns for daily bars and 18 for 1-minute bars, with a header row in each file. Rows are ordered by date or timestamp.
Daily price and volume fields, including VWAP and transaction counts, are present from 1 October 2003, checked in four long-lived securities.
Daily bars
17 columns in CSV order| # | Column | Type | Description |
|---|---|---|---|
| 1 | date | Date | Trading day in US Eastern time, YYYY-MM-DD. |
| 2 | open | Number | Regular-session opening price, as traded. |
| 3 | high | Number | Highest price during the regular session. |
| 4 | low | Number | Lowest price during the regular session. |
| 5 | close | Number | Regular-session closing price, as traded. |
| 6 | volume | Number | Shares traded across the full day, including extended hours. May contain fractional shares. |
| 7 | vwap | Number | Volume-weighted average price across the full trading day, including extended hours. |
| 8 | transactions | Integer | Number of trades. |
| 9 | adj_open | Number | Opening price adjusted for splits and cash distributions. |
| 10 | adj_high | Number | High price adjusted for splits and cash distributions. |
| 11 | adj_low | Number | Low price adjusted for splits and cash distributions. |
| 12 | adj_close | Number | Closing price adjusted for splits and cash distributions. |
| 13 | adj_volume | Number | Adjusted volume, scaled inversely to the price adjustment; may be fractional. |
| 14 | adj_vwap | Number | VWAP adjusted for splits and cash distributions. |
| 15 | dividend | Number | Cash distribution per share on the ex-dividend date, not the payment date. Blank when no distribution occurred. |
| 16 | dividend_type | Text | CD = regular; SC = special; + joins multiple types. A +CUR:XXX suffix identifies a non-USD distribution. See historical classification notes. |
| 17 | split | Text | Split ratio as from:to: 1:3 means a 3-for-1 split. Blank when no split occurred. |
1-minute bars
18 columns · Differences from daily files| Column | Type | Description |
|---|---|---|
timestamp | Date-time | Replaces date in column 1. Format: YYYY-MM-DD HH:MM:SS, in US Eastern time (EST/EDT). |
session | Text | Column 18: pre = pre-market; reg = regular session; post = post-market. |
open, high, low, close | Number | Prices within that minute, rather than the daily session. The corresponding adj_* columns hold adjusted minute prices. |
volume, transactions | Number / Integer | Shares traded and trade count for that minute. |
vwap, adj_vwap | Empty | Both columns remain in the file but are blank in minute data. |
dividend, dividend_type, split | Number / Text | Event values appear on the first bar of the effective day, rather than repeating on every minute. |
Files organized by trading day, rather than by security, also include a symbol column to identify each row. Blank CSV values are empty fields, not zeros.
Coverage & Conventions
| Topic | Product scope |
|---|---|
| Coverage by security | HistoricalData.net stock history begins in October 2003 and includes active and delisted securities. Available dates vary by security and frequency; daily files can include dates without minute records. See coverage notes and measurements for detailed checks. |
| Daily and minute aggregates | Daily OHLC covers the regular session; daily volume and VWAP include extended hours. Minute volume totals can differ from daily volume. Minute CSV files retain the vwap and adj_vwap columns as empty fields. See the field definitions. |