UNITED STATES STOCK MARKET DATABASE

      The United States has the most extensive stock market indices of any country.  The first stock market indices ever collected are the Dow Jones Averages, which date back to 1885 on a daily basis.  Britain's first indices, from the Banker's Magazine, began in 1887, and contemporary indices from other countries such as Germany (1903) and Italy (1905) were all monthly rather than daily. 

      This database not only tries to provide the most extensive set of existing stock market indices, but wherever possible to provide historical indices which in their day may have been just as important as the ones which have survived.  For example, during the 1930s, daily stock market indices and sector indices were kept by Dow Jones, Standard and Poor's, the New York Times, the New York Herald Tribune, and The Annalist (a weekly newspaper similar to Barron's), which was published by The New York Times from 1913 until 1941). Of these, only the Dow Jones and Standard and Poor’s indices have survived.

      The New York Times indices were the first to introduce high-low-closes for stocks in 1913, 16 years before Dow Jones introduced them. The New York Herald Tribune covered more stocks than any of its competitors, and they kept a daily index of 25 Curb (AMEX) stocks.  During the past few years, the number of indices has exploded, especially from the Option exchanges that now provide daily indices of practically every sector in the market. Standard and Poor’s indices have been calculated on a daily basis since 1992. As elsewhere, the focus here is not on providing every single index known to Wall Street, but in providing the most extensive and complete indices, as far as possible, in their entirety.

      This section focuses on daily stock market indices.  In some cases, we have appended previous i