Dow Jones Averages
The Dow Jones Averages are comprised of The Dow Jones Industrial Average (DJIA), The Dow Jones Transportation Average (DJTA) and The Dow Jones Utility Average (DJUA). Currently there are 30 stocks in the Dow Jones Industrial Average, which represents about one-fifth of the value of all U.S. stocks. The Dow Jones Transportation Average includes 20 stocks, and there are 15 stocks in The Dow Jones Utility Average. Further information can be found on the WRDS website (see links below).
The Dow Jones data are available to NYU on the WRDS Web query site, with documentation of the variables. The WRDS unix server (wrds.wharton.upenn.edu) has sequential data, a SAS dataset, and a sample SAS program. The data are provided by Dow Jones Indexes. In addition, Factiva (formerly Dow Jones Interactive) is available on the NYU Virtual Business Library website (see link below).
Dow Jones Indexes Commercial Website
WRDS Introduction (includes how to get an account)
WRDS Website (to request an account or to login)
WRDS Without Account (via Stern wireless, and on public terminals at Stern and Bobst Library)
NYU Virtual Business Library