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As an added bonus, pricing is the lowest of the vendors listed in this section so Quant Quote provides the best value (although we wouldn't exactly call the prices cheap).
Provides data in minutes, second, and tick resolution.
It doesn't have the ease of use of Quant Quote datasets, but it is available for free to ALL Caltech students.
The data accounts for symbol changes, splits, and dividends, and is largely free of the errors found in the Yahoo data.EDIT (11/20/2015): An alumnus has recently emailed to let us know that Quant Quote provides a 10% educational discount using coupon code EDU2014 (still working even though it is 2015 now).The restriction is the order must be place with a university email.Group license to the Quant Quote Cloud – This database contains tick resolution data for the entire US equities market dating back to 1998 along with split and dividend adjustments.Update: This dataset is no longer available for free. Bloomberg Terminal - Available via the Caltech Investment Office, this resource is not managed by the Caltech Quant Group. Finance– Daily resolution data, with split/dividend adjustments can be downloaded from here.