I need to price 23,000 securities from 1999 to 2007, and they are surprisingly hard to find on subscription-based services, like Bloomberg LP, ThomsonReuters or S&P CapitalIQ offerings. Probably because deleted/expired/retired securities are dropped from the databases. Is there a good source on what financial information is available to/via Wolfram products, e.g. how much of my needs would be covered?
When you say price what do you mean ? Are you talking about retrieving historical market prices for securities i.e shares or are you talking about more complex pricing such as options, futures etc ? You can use the FinancialData function to obtain financial data. I would take a subset of your securities and explore FinancialData to see what data is available. I am sure there will be gaps in the data no matter what provider you use so you may find you need to use multiple data providers to build up the historical dataset your looking for and then use this to price/value your securities.
I believe Yahoo finance is used and at various points i have had problems retrieving data. You should also check out WolframAlpha function as you can retrieve data using this.