Historical financial data, reconstructed

Daily U.S. equity data before CRSP.

Curbstone Data is building a granular record of U.S. equity markets from primary historical sources, beginning with daily NYSE data from 1815–1929 and New York Curb Exchange data from April 1893–1929.

Initial dataset release targeted for early 2027

The record changes as market reporting evolves.

Curbstone preserves the most granular reliable information available in each period rather than forcing every era into a modern schema.

1815

Daily quotations

Daily bid and ask prices begin for NYSE securities.

1828

Reconstructed OHLCV

Full transaction lists make it possible to reconstruct daily open, high, low, close, and volume.

Around 1879

Reported OHLCV

Contemporaneous sources begin publishing true daily OHLCV summaries.

April 1893

Curb coverage begins

Daily New York Curb Exchange data extends the record beyond the NYSE.

December 31, 1925

The CRSP boundary

CRSP’s NYSE coverage begins here, but its AMEX coverage does not begin until 1962. Curbstone covers the earlier NYSE period and includes curb data through 1929 in the initial dataset.

1929

Initial endpoint

The first release continues both NYSE and curb coverage through 1929.

Historical data without hiding the historical record.

Multiple versions let researchers inspect the source, choose which corrections to inherit, and work from a linked, research-ready security history.

Raw reported data

Source-faithful observations, including original typographical and reporting errors.

Minimally corrected data

Apparent source and transcription errors corrected while preserving the reported structure.

Clean return series

A corrected and normalized series designed for return analysis.

Linked security history

Share-class changes, when-issued trading, restructurings, and corrected erroneous price reports linked through time.

Research beyond the limits of modern databases.

Built for academic researchers, financial historians, quantitative researchers, and institutions studying long-run market behavior, corporate events, and the evolution of market structure.

  • Every observation retains a path to its primary source.
  • Missing values and low-confidence readings are explicitly flagged.
  • Raw reports remain available alongside corrected and derived data.
  • Transformations, assumptions, and future revisions are documented and versioned.
Read about the methodology

An ever-growing record of financial history.

After the initial equities dataset, Curbstone will continue adding exchanges, time periods, instruments, and new classes of financial and economic data at the finest reliable resolution available.

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