Finding Historical Prices for Dow Jones Constituents

Summary

The question seeks a long historical daily closing-price series for the individual companies that made up the Dow Jones Industrial Average, rather than a series for the index itself. The response points to a dataset of intraday one-minute bars covering the Dow constituents. These trade-based bars include open, high, low, close, and volume, with daily updates and a stated five-year history at the time described.

The answer says the dataset accounts for changes in index membership, which is relevant when studying constituent-level history rather than only current members. However, the described history spans five years, so it does not satisfy the question’s request for roughly three decades of daily data. The source is presented as a possible lead, not a guarantee of current availability or a complete long-run constituent dataset; researchers should verify the coverage and historical membership treatment before using it.

Key ideas

• Index-level history differs from historical prices for each constituent stock.
• The suggested source provides intraday OHLCV bars for Dow constituents.
• The described dataset includes index membership changes and daily updates.
• Its stated history is five years, which falls short of the roughly three-decade period sought.
• Coverage and availability should be verified before using the data for long historical research.

Tags

# Where can I find historical DJIA closing prices?


# Where can I find historical DJIA closing prices?












Not sure if this is the best site for this question, it's pretty finance specific so I think it fits.

In Correlation Risk Modeling and Management, Meissner refers to a study he performed on the daily closing prices of the constituents of the DOW for around 30 years.

Any idea where I can find a similar data set? I've looked on Google and Yahoo but I can only find the closing value of the index and not a data set of the closing prices of all the constituents of it over the years.

## Answer by user37317 (score 1)

https://quant.stackexchange.com/a/25340

Don't know if this is quite what you're after, but I hope it helps. On Quandl, there's a database called Dow Jones Industrial Average One Minute Bars (https://www.quandl.com/data/ASINDU/documentation/overview). It shows intraday quotes for all stocks in the Dow Jones Industrial Average. Trade-based minute bars showing OHLCV for every stock every day. Daily updates plus five years of history. Includes all index changes.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.