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COMPUSTAT updates its fundamentals quarterly and monthly security files daily. I did a pull of the entire fundamentals quarterly database from 2015-01 to 2020-07. It has close prices, as well as highs and lows. I pulled close, as averaging highs and lows seems like it might be skewed given the context (especially over short time periods).
==Historic Crashes==
Data before the 1980s probably isn't useful. It was a different world back then, both in terms of globalization and in terms of how stock markets worked. So, I'll start with the 1987 crash and go forward from there. I'm going to suggest three classes of crash, like hurricanes:
{| class="wikitable"
! Class !! Description
|-
| 1 || Flash crashes and other short term market anomalies.
|-
| 2 || Short to medium term economic disturbance
|-
| 3 || Full-blown economic crisis
|}
My starting list comes from [https://en.wikipedia.org/wiki/List_of_stock_market_crashes_and_bear_markets a list of stock market crashes].
