Prices Data

Provides an overview of all tables in the datasets, including descriptions of all the indicators (fields), the indicator data types, and which indicators make up the primary key and filter fields for each table.

End-of-day (EOD) Open, High, Low, Close and Volume (OHLCV) price data for active and delisted US public stocks. Provided with 3 different adjustment methods: (1) unadjusted; (2) stock-split adjusted; and, (3) stock-split adjusted, cash dividend adjusted, and spinoff adjusted. (1) and (3) require full imputation for full OHLCV as described in FAQs. Covers all tickers in the fundamentals table in addition to secondary classes of common stock, non-common stock equity (for example preferred stock), and listed common stock securities that do not or have not filed financials with the SEC (primarily a historical foreign filer phenomenon). Current count of 21,000 tickers. Deep history to 1998.

End-of-day (EOD) Open, High, Low, Close and Volume (OHLCV) price data for active and delisted US publicly listed funds. Provided with 3 different adjustment methods: (1) unadjusted; (2) stock-split adjusted; and, (3) stock-split adjusted, cash dividend adjusted, and spinoff adjusted. (1) and (3) require full imputation for full OHLCV as described in FAQs. Covers Exchange-Traded Funds (ETFs), Closed-End Funds (CEFs), Exchange-Traded Notes (ETNs), Exchange-Traded Debt (ETDs). Current count of 10,000 tickers. Deep history to 1998.

A snapshot of price-based market metrics for each active and delisted ticker in the fundamentals, stocks and funds tables. Includes current/latest price and volume, 1-month and 3-month average volume, moving averages (50-day, 200-day, 50-week, 200-week), 52-week and 5-year high/low prices, beta (1-year and 5-year), total returns (YTD, 1-year, 5-year), and forward and trailing dividend yields. Complements the fundamental valuation ratios in the daily table. One observation line per ticker. Deep history to 1996.

Provides the current constituents of the S&P500, additions and deletions to the index and the effective date of the change, and historical quarterly snapshots of the index constituents. Deep history to 1998.

Corporate actions for each active and delisted ticker in the fundamentals, stocks and funds tables. Includes ticker changes, stock splits, cash dividends, spinoffs, ADR ratio changes, listing dates, delisting dates, delist reasons, acquisition counterparties, and relations between different securities from the same issuer. Deep history to 1998.

This table acts as the securities master for Sharadar datasets. It provides a rich variety of reference information for each active and delisted ticker in the fundamentals, stocks and funds tables; each insider in the insiders table; and each investor in holdings table.