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Dear Petja:
Foundation for the Study of Cycles develop a data serial of stock market
prices going back to 1695 (yearly data) that is combination of British
and American prices, monthly data going back to 1789, and weekly data
going back to 1897.
The data can be purchased now from Princeton Economic Institute
(www.pei-intl.com).
Daily data for DJIA going back to 1885 could be obtained (for nominal
fees) from Dow Jones publisher itself.
If I could be of further assistance, please, let me know.
Very truly yours,
Comrade Sasha.
"pierre.orphelin" wrote:
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> I have seen that data back to 1700 were available somewhere ( they shoud represent the US stock market by approximation). No, it's not intraday, but daily or maybe weekly. Unfortunately, I'm unable to find out where to get them.
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