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On 2 Apr 2005 06:14:56 -0000, "Andrew Tomlinson"
<andrew_tomlinson@xxxxxxxxxxx> wrote:
>>I called both CSI and Prophet and both of them said that they did not have
>>historical sector data - the stocks themselves, yes, but not the historical
>>sectors. Any more ideas?
Sorry. I thought they both had historical sectors.
Several years ago I got my Metastock data from Dial Data. They
have/had weekly S&P Group data. According to my records, they had 104
groups, with data for some groups going back to 1969. I don't know if
you can just get the back data, since Dial Data is a subscription data
service.
In 2002 S&P established their GICS industry classification system, and
revised the contents of their sectors. They did back testing to 1994,
and found that some, but not all of the old data correlated. For more
info on this, go to S&P's website, and search for The Global Industry
Classification Standard. I have no idea how (or if) Dial Data and
others correlated the old sector data, or just started again.
Best I can do.
Harry
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