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Why is this? Why is historical data so hard to find, when in fact the stock market is one of the most computer-heavy operations? These are numerical facts, so I

• kyzyl 13y ago
  The "numerical facts" as you say are not copyrighted, but every data vendor I've seen does explicitly prohibit you from making their data available to anybody outside of your license. The more inaccessible the data is, the better their corner on the market, the more they can charge. In similar fashion, real-time tick data is far more expensive to come by than EOD daily data. Real-time data requires slightly more computational overhead (transmission, storage, etc.) but really they just charge much more for it because they can. In any case, I believe the scarcity the parent was referring to was for the fundamental data, i.e. earnings, value/share, dividend yields, cash on hand, etc. This data is harder to come by compared to the standard open-high-low-close pricing data, which is what most algorithms use (although not necessarily the best algorithms ;-)