copy of historical stock market data

[tmj100]

Does anyone know where I can locate a copy of historical Daily or Monthly market data going back past 1988 in downloadable format?

I located the monthly S&P500 going back to 1950. Somewhere there has to exist the remainder of the market (like S FUND - DWCPF or Whilshire 4500). All the usual sites only go back to 2004 or 1988 of something in between. I do not need the Yearly data.

thnx

[mattch45]

Not sure exactly what you're looking for, but the Federal Reserve Bank of St. Louis provides a wide range of downloadable, historic economic data through "FRED."

[evilanne]

Talk to Aitrus, but I think his data only goes back to 1988 when TSP began. There are places where you can download DJIA, S&P500 and NASDAQ historical prices for longer periods, but I haven't found any thing for S & I equivalents.

Launch Date for DWCPF January 30, 1987 so you are not going to find anything further back. https://www.djindexes.com/mdsidx/downlo ... _Sheet.pdf
MSCI EAFE inception date was May 31, 1994 per their fact sheet:
https://www.msci.com/documents/10199/82 ... bc9e07b8ba

http://quantpedia.com/Links/HistoricalData lists different sources of data, types available & cost, if applicable (free data is located at bottom of list).

[tmj100]

Looks like the only places for this kind of data want a subscription and hefty price for it. I located free data that is not exactly what I need but should provide a baseline. Got it at

http://www.econ.yale.edu/~shiller/data.htm

This is his Stock market data used in his book, U.S. Stock Markets 1871-Present and CAPE Ratio.

thanks everyone.

[Aitrus]

Talk to Aitrus, but I think his data only goes back to 1988 when TSP began. There are places where you can download DJIA, S&P500 and NASDAQ historical prices for longer periods, but I haven't found any thing for S & I equivalents.

Launch Date for DWCPF January 30, 1987 so you are not going to find anything further back. https://www.djindexes.com/mdsidx/downlo ... _Sheet.pdf
MSCI EAFE inception date was May 31, 1994 per their fact sheet:
https://www.msci.com/documents/10199/82 ... bc9e07b8ba

http://quantpedia.com/Links/HistoricalData lists different sources of data, types available & cost, if applicable (free data is located at bottom of list).

True, my data goes back to 1988, but that's the date range I was looking for. Wilshire's website has data going back to the 60s or 70s for the Wilshire 4500 (EMW), IIRC.

[evilanne]

tmj100,

Thanks for the link, there was a lot of content & info. I found the confidence indexes interesting
http://som.yale.edu/faculty-research/ou ... confidence


Aitrus,

Per their summary for Wilshire 4500: Monthly history December 31, 1983; Daily history from January 30, 1987 exist. http://wilshire.com/indexinfo/Wilshire- ... Index.html
You can find data under Tools/Index Calculator/History that is downloadable http://wilshire.com/indexcalculator/#

[Aitrus]

Doh! My bad, evilanne. It was a while back that I did the research. Thanks for finding that link for the OP.

[BBBInvest]

Does anyone know where I can locate a copy of historical Daily or Monthly market data going back past 1988 in downloadable format?

I located the monthly S&P500 going back to 1950. Somewhere there has to exist the remainder of the market (like S FUND - DWCPF or Whilshire 4500). All the usual sites only go back to 2004 or 1988 of something in between. I do not need the Yearly data.

thnx

I have tried myself with no luck. Even contacted the Thrift Savings Board.