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The simple way to have historical
data for various sectors, is to create custom indicators, using the security()
function.
Yes it is a little time consuming,
but this way you are not dependant on any data vendor. The data resides on your
PC.
Dusant
----- Original Message -----
Sent: Sunday, April 03, 2005 3:41
AM
Subject: [Metastockusers] Subject:
Historical Sector Data?
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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