We have available for scientific research a historical database of the Italian Stock Market. The database contains daily market data from 1973 until 2011 and is constructed by joining two main digital sources and several other hand-collected data sources. Our database uses a concatenation structure to allow the handling of company name changes, mergers, and stock splits without altering artificially numerical series. Thanks to the overlapping of digital and hand-collected data, the completed database has a very high level of detail and accuracy. Our dataset is particularly suited for any empirical research in financial economics and for more practical oriented numerical applications and forecasting simulations.