One dataset, with fields faithful to each era.

Coverage is daily throughout the initial period, but the information available changes as historical reporting practices develop. CRSP’s daily NYSE coverage begins on December 31, 1925, and its AMEX coverage begins in 1962. Curbstone extends NYSE history back to 1815 and includes New York Curb Exchange data—the predecessor market to AMEX—from April 1893 through 1929.

PeriodVenueAvailable market information
1815–1828NYSEDaily bid and ask quotations
1828–1879NYSEDaily OHLCV reconstructed from full transaction lists
1879–1929NYSETrue reported daily OHLCV
April 1893–1929New York Curb ExchangeDaily market data at the finest reliable resolution available in the sources
Strongest from 1865 onwardAcross covered venuesCorporate actions and related security history, where available

Choose how much interpretation to inherit.

The initial release is designed to support both source-level inspection and structured quantitative research.

Raw reported data

A source-faithful version that includes the values exactly as reported, including apparent newspaper typographical and reporting errors.

Minimally corrected data

A lightly corrected version that resolves identifiable source and transcription errors while otherwise preserving the reported record.

Clean return series

A corrected and normalized series built for return analysis, incorporating documented corporate actions where available.

Cleaned, linked security history

A research-ready dataset linking securities through share-class changes, when-issued trading, restructurings, and other identity changes. Obvious erroneous prices—such as a misplaced digit in an otherwise coherent OHLC report—are corrected and documented.

From transaction lists to daily market series.

Beginning in 1828, the first regular-share transaction in a daily list is treated as the opening price and the last as the close. Extreme prices establish the high and low, and regular-share transaction volume is totaled for the day.

Options and time-based selling or buying transactions are separated from regular-share volume. This convention has been checked against later periods in which newspapers published both full transaction tables and actual OHLCV summaries.

Uncertainty stays visible.

A value is marked missing when print quality is too poor to support a reliable reading. Low-confidence observations are flagged rather than silently treated as certain.

As multiple-source coverage expands, differing source observations will be preserved so users can choose which source or treatment is appropriate for their research.

Events that make long-run series usable.

Where available—with substantially stronger coverage beginning in 1865—the dataset will track:

  • Dividend amounts
  • Ex-dividend dates
  • Rights dates and amounts
  • Stock splits
  • Share restructurings
  • Mergers
  • Name changes
  • Exchange-venue changes
  • Reorganizations
  • Confirmed delistings
  • Bankruptcies
  • Receiverships

Follow the initial release.

Interested researchers and institutions can register now. We will notify them when the dataset is ready and may invite selected users to participate in beta testing.

Register Interest