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Hi Larry,
You have an ambitious project in the works and are probably the only
one here who can answer my question.
Do you know where component changes in various indices are published
such as WSJ and Barron's?
The information on the internet is sketchy and rarely goes all the
way back to the inception of the index.
I have all the component changes for the Nasdaq 100 back to 1995.
prior to that I have found nothing. Some S&P indices back to 2001.
Indices maintained by PHLX are well documented, but AMEX has
information on its indices only back to the fall of 1999.
TIA
Now I have an idea on A-D data format.
Instead of maintaining 2 separate files for A and D data, I have
combined both into one file. The order of the data is the familiar
Open, High, Low, Close order with O=D, H=Max(A,D), L=MIN(A,D) and C=A.
This can be displayed in Metastock as if it were security data.
Then C-O = A-D and C/O = A/D.
George
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