Data Conversion

We can convert historical data you purchase from us to almost any text format you specify for free. Although we are able to deliver our standard files almost immediately after receiving your order, please note that if you decide to convert data to a custom format we cannot delivered it as quickly as our standard data packages. In any case, data conversion should not take longer than 48 hours. Please contact us before placing an order and tell us what your requirements are.

What can be changed?

Our standard historical text files can be converted to any text format of your choice. Here are some of the changes you can request before placing an order:

1. Order of fields, date and time format

We can change the order of fields and the format for date and time values. Please visit this web page for all the details about our standard data format.

2. Excluding pre/after market sessions

Our regular stock and etf data includes pre-market (8:00-9:30 a.m. ET), regular (9:30 a.m. -4:00 p.m. ET.) and after market (4:00-6:30 p.m. ET.) sessions. We can exclude pre/after market sessions and leave only the regular session hours in data.

3. Adjusted/unadjusted historical data

All standard intraday and daily data files are already adjusted for stock splits and dividends. We can deliver both unadjusted and adjusted versions of data files. Be aware that you would need to download two times the standard size. For example, our Russell 3000 product will be about 20GB in size instead of 10GB.

4. Extra column containing adjusted/unadjusted price

We can add an extra column to both intraday and daily files. This column can contain unadjusted close price in files that are adjusted for splits and dividends. Similarly, we can include adjusted price in that column for all unadjusted files.

5. Generated bars for periods with no activity

If there were no transactions during a one minute interval, the data is not recorded. If you need 390 bars (6.5 hours) for every market session we can reuse the previous bars' close values and create the missing bars with no volume to fill in the gaps.

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