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Norgate Data - Richard Dale's avatar

Alternatively, if you are backtesting against against constituents of a given stock, you can use the "Nasdaq 100 Current & Past" Watchlist - that provides you with a set of stocks that were or are still in the Nasdaq-100. Of course the results will be the same, but your processing time will be reduced since you won't need to test against stocks that would never be traded. This watchlist is dynamically updated as new securities enter the index/securities change symbol etc.

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Quantitativo's avatar

I recently started using Norgate data, and I'm already a huge fan!!

Strongly recommend it to all!!!

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