Where can I find time series data for various stock indices?
Posted by nlgiu on November 19, 2008
Look in the Factiva or the Global Insight database.
At the top of the screen click “Companies/Markets”.
Under Select Instrument: click Common Market Indexes. Under Common Market Indexes select your desired Index and edit Historical Quote preferences.
Then click Get Quote at the bottom of the page. When the window shows the historical prices, you can import it to excel by clicking CVS at the top.
For Global Insight:
On the left hand side of the screen click on Datainsight-Web. Next use Keyword Search for a particular index such as the Russell 2000, S&P 500, or the Dow Jones Industrial Average.
Highlight the series you want to retrieve and click on Export Selected at the bottom of the screen.