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Discussion Starter #1
Hi everyone

I am working on some data mining for "tradeable" seasonal and other patterns in canadian stocks. I am looking for some historic data for canadian stock indices but the "older" one that I can find is the S&P/TSX Composite index going back to Feb 12th 1999. Can anyone recommend any longer term index with sources for historical data?

Thanks

fm
 

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Hi MoneyGal

Thanks for your quick response. I went through the link you posted and it look like the web site has the information available (back to 1958) since they have to use it to calculate the returns for the different asset mixes you can enter there. But unless I missed something I couldn't find how to download that information for my own use. I also went through the different sources quoted in that page without any luck.

To clarify a little bit, what I am looking for is daily close price for any broad market canadian stock index. It looks like the TSX Composite/TSE 300 (as it was previously known) is my best choice. The closest I got is http://ca.moneycentral.msn.com/investor/charts/historicdata.aspx?symbol=$CA:OSPTX where with a loooooot of manual work I could be able to get the daily close (and also high and low; the open seems to be always the close quote so I guess that's not working ok) quote back to July 1979. Ideally I am trying to find this in a single page/file and for a little longer time frame.

Thanks again

fm
 

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As I recall, it's pretty hard to get daily closing data. There are sources for monthly and weekly closes, though.
 

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AFAIK, you won't get it without paying. The companies that track this data (i.e., Morningstar) know it has value. I'm not aware of any free downloadable sources.
 

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Discussion Starter #8
Thanks everyone for your help.

Jon202

I read a lot about that DB but I never saw it working. Do you know if it's possible to save the data in a file that I can email myself from the library? Also, I live in Toronto. Do you think the Toronto Public Library will have it? I couldn't find it in their online catalog, but I think I might give it a try and go to their main reference library. It's quite close to my work.

fm
 
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