Market Data from 1920s

[goldfish]

Hello,

i was wondering if anyone knows where i can get historical market data for the most active stocks from around 1920s. maybe a few DOW components. or if it even exists...

Thank you,
goldfish

[BARLI]

I am also interested in such data and sent email to NYSE but he never replied back

[CrAcKhOuR]

Hey dudes,

Try www.stockcharts.com
There is data from 1900 on DJIA, and data can be shown in 20 yr segments




Laters.

[freeman]

You might wona check out this.
http://www.globalfinancialdata.com/index.php3

[BARLI]

thanks guys

[ecritt]

You might wona check out this.
http://www.globalfinancialdata.com/index.php3

I think this service only goes back into the 1960's for U.S. stocks (same as CSI). CSI is an excellent service nontheless.

You might try a product called MarketQA from Quantitative Analytics, also the CRSP database from Univ of Chicago, maybe the Ford Equity Research database.

Some indexes, the Dow Industrials and Dow Transports, go back to 1928 on MS Investor: http://moneycentral.msn.com/investor/ch ... 24TRAN#Big They are not total return indexes however.

[goldfish]

i called globalfinancialdata a while ago - they did not have it and mentioned that CRSP Chicago is working on this project and *might* have it by the end of the year. - also went to nypl an got nytimes and the ws journal on microfilm. it's all there but on different pages and in different places. impossible waste of time if not done right. so i gave up - just looked up a couple of names (US Steel, Anaconda, etc), some volume, a typical ATR - just to get a feel. livermore gives some examples in his book, so i wanted to "get the feel" for what was going on back then.....i found daily DJIA on the web going back to 1901. (please see attachment if interested - it is in gzip on linux, winzip should read it, if not - let me know i'll repost). i even called USSteel's investment relations and the only thing they were able to produce was a one page sheet with a yearly high/low for a few years guess we'll have to wait for CRSP..

thanks,
glodfish