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Thanks Andrew,
Here is an example of what I am looking for.
http://www.nasdaq.com/indexshares/historical_data.stm
This goes back to 1995.
But what about all the component changes between 1983 and 1994?
Are they published somewhere?
--- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
<andrew_tomlinson@xxxx> wrote:
>
> S&P will sell you old S&P 500 lists back to 1989 or hard copy back
to 83 -
> for $125 per constituent list! Let's see, four a year, 20 years -
what's
> $10,000 between friends? But I guess you could get a starting place
by
> buying the first one they have...
>
> -----Original Message-----
> From: napier_bone [mailto:geosen@x...]
> Sent: Thursday, April 14, 2005 3:25 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] A-D data format.
>
>
>
>
> 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
>
>
>
>
>
>
>
>
> Yahoo! Groups Links
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