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Andy Pavlo

Stock Market Data :: Andrew Pavlo - Brown University

Penny Stocks Market Data

The following data set contains intraday price information for OTC-BB and PinkSheet stocks from Yahoo's market feed. The data for each stock is broken up by year in CSV file format and split in separate chunks based on symbols. It is not trivial to find all of this information for free, so I am listing them here in case somebody else finds them useful.

Caveats:

File Format

2011

Total Number of Unique Price Quotes: 8,008,406

2010

Total Number of Unique Price Quotes: 8,611,208

2009

Total Number of Unique Price Quotes: 8,435,379

2008

Total Number of Unique Price Quotes: 4,996,773