For anyone curious in esoteric formats, check out some of the documentation for financial data providers. CRSP[1] is pretty much regarded as the highest qualit

For anyone curious in esoteric formats, check out some of the documentation for financial data providers. CRSP[1] is pretty much regarded as the highest quality pricing data in the US, with stock prices going back to 1925. The database API is written for C and FORTRAN-95. Data providers also have a habit of providing their own proprietary security IDs, or just mapping to tickers. So if you're trying to build a database with several providers, you have to wrangle together 15 different security identifiers, taking care of mergers/acquisitions, delistings, ticker recycling, etc. It is a fun exercise. [1]http://www.crsp.com/files/programmers-guide.pdf http://www.crsp.com/files/programmers-guide.pdf