MSCI Indices

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cjo5039
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MSCI Indices

Post by cjo5039 » Thu Feb 18, 2010 3:50 pm

Does anyone know of a free source of pricing data for various MSCI Indices? Basically, I am looking for historical data for a variety of ETFs, but want to go back farther than the pricing provided by iShares. Any ideas?

nodoodahs
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Post by nodoodahs » Sat Feb 20, 2010 5:08 pm


AFJ Garner
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Post by AFJ Garner » Sun Feb 21, 2010 3:18 am

The only problem is that daily prices are only available for around 5 years back. Beyond that, prices are monthly. A lot of cutting and pasting and fiddling is necessary to get the prices into "Date, O,H,L,C" text format required by TB but the effort is worth it to have data doing back to 1969 in some cases. Only one monthly price is provided, no OHLC, so again, a compromise has to be made there. Intra month volatility and draw down will be hidden, disguised but the exercise is well worth it to get some sort of feel as to how an investment might have fared over the period.

cjo5039
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Post by cjo5039 » Mon Feb 22, 2010 11:37 am

Nodoodahs, thanks for the link. AFJ, thanks for the info on the monthly-only data. Disappointing, but still worth the exercise.

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