What to know before the first release.

The initial release will include daily NYSE data from 1815–1929 and daily New York Curb Exchange data from April 1893–1929. Corporate actions will be included where available, with substantially stronger coverage beginning in 1865.

Users will receive raw reported data—including original typographical and reporting errors—a minimally corrected version, a clean return series, and a cleaned security-history dataset. The linked dataset will connect changes in share class, when-issued shares, restructurings, and related security identities while documenting corrections to clearly erroneous reported prices.

The frequency is daily, but the fields reflect what historical sources reported in each era. From 1815–1828, the dataset contains daily bid and ask quotations. From 1828–1879, transaction lists allow daily OHLCV to be reconstructed. From 1879–1929, newspapers provide true reported OHLCV summaries. The periods intentionally overlap at the transition years.

From 1815–1828, records contain daily bid and ask quotations rather than modern OHLCV fields. From 1828–1879, open, high, low, close, and volume are reconstructed from transaction-level lists. From 1879–1929, reported OHLCV is available directly. Corporate actions and security-reference information vary by source and period, with stronger coverage beginning in 1865.

CRSP’s daily NYSE coverage begins on December 31, 1925, and its AMEX coverage begins in 1962. Curbstone extends daily NYSE history back to 1815 and includes New York Curb Exchange data—the predecessor market to AMEX—from April 1893 through 1929. This provides both pre-CRSP NYSE history and early curb-market coverage absent from CRSP’s corresponding periods.

The initial release will focus on the New York Stock Exchange and the New York Curb Exchange. NYSE coverage runs from 1815–1929, and curb coverage runs from April 1893–1929. Curbstone intends to add more exchanges, markets, instruments, and time periods in later releases.

The first regular-share transaction reported in a daily list is treated as the opening price, and the last is treated as the closing price. The extreme regular-share prices establish the daily high and low, while regular-share transaction volume is totaled for the day.

Options and time-based selling or buying transactions are separated from regular-share purchase volume. This convention has been found to hold in later periods when newspapers published actual OHLCV summaries alongside full transaction tables.

Data will be explicitly marked as missing when source print quality is too poor to support a reliable value. Low-confidence readings will be flagged. As Curbstone expands full coverage across multiple sources, differing source observations will be preserved so users can choose which source they prefer for their research.

Where available, coverage will include dividend amounts, ex-dividend dates, ex-rights dates and amounts, stock splits, share restructurings, mergers, name changes, changes in exchange venue, reorganizations, confirmed delistings, bankruptcies, receiverships, and related security-history events. Coverage is substantially stronger beginning in 1865.

The initial release is targeted for early 2027. Interested parties can submit the contact form to request information. They will be notified when the dataset is ready and may be invited to participate in beta testing.