Yahoo index data - what's the deal?

[rdellery]

I've been checking the historical data for the Dow Jones on Yahoo Finance and their high and low prices do not seem to match watch actually happens when the stock market opens.

For example, the high for yesterday (5 May 2004) was 10348.35 and the low was 10291.08. However, the historical data show them as being 10382.98 and 10249.63!

This really mucked with an option strategy that I was using.

Does anyone know where I can get some decent data on indices?

 

[Bigbusiness]

I use this:-

http://www.eoddata.com/

Some of the data might not be correct but it is much better than Yahoo.

 

[rdellery]

Thanks, I'll check it out.

I use this:-

http://www.eoddata.com/

Some of the data might not be correct but it is much better than Yahoo.

 

[Les Battersby]

1/100 DJ INDU (^DJX)

I've been checking the historical data for the Dow Jones on Yahoo Finance and their high and low prices do not seem to match watch actually happens when the stock market opens.

For example, the high for yesterday (5 May 2004) was 10348.35 and the low was 10291.08. However, the historical data show them as being 10382.98 and 10249.63!

This really mucked with an option strategy that I was using.

Does anyone know where I can get some decent data on indices?

The data for the DJIA is often adjusted to give the theorectical high and low of the day ie if all 30 Dow stocks made their highs and lows simultaneously which is a different figure to the print high and low.

On Yahoo use this symbol for unadjusted Dow data

http://finance.yahoo.com/q/hp?s=^DJX