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by vamega 1501 days ago
What asset classes are you looking for?

I’ve used Bloomberg Backoffice files in the past, and later went to work at Bloomberg to try and make that data more easily usable.

MarketQA had a product that can give you historical data as well, but tied more into the Reuters world.

Corporate actions are a complete pain, Bloomberg’s back office file data for the adjustment factors isn’t consistent with the data you can pull from a Bloomberg terminal.

The wider your coverage the harder it is to do this correctly.

If you then want historical intraday prices as well, this gets much more expensive and much more complicated to set up. My last job had an entire team trying to get all this right, and still got it wrong a lot.

1 comments

We're mainly looking at publicly-traded US securities, including stocks, ETFs, and crucially, mutual funds. Many sources (looking at you, Polygon) don't publish price data for mutual funds. Haven't heard of MarketQA, will definitely check it out
I’ve never really looked at at Mutual Fund data, since personally I use ETFs, and professionally I never had to work with Mutual Funds.

I have no idea if MarketQA has that data. I imagine Bloomberg does, but I couldn’t be sure since I never looked.

Stockevents is an iOS app I saw in HN that from a quick glance at seems to have MF data. I wonder where they source it from.