I'm looking for a way to access for free to the whole 1929 DJIA (or
S&P) end of day. Someone there should be a database, but i don't know how
to get it without becoming poor :-) For I need "the whole" 1929 year. :-(
The best would be a digital database i could use in Excel.
I don't live in America, so i can't go phisically on a US library etc..

Or, if a completely free access doesn't exist, I would like to spend maximum
100 euro/dollar to get the whole data. But everything (software e.g.)should be 
included.

Yahoo! Finance goes back that far. Check out
http://finance.yahoo.com/q/hp?s=^DJI for daily prices back to 1928,
though they do not include Saturday trading. My guess is, that's an
oversight, and a few complaints to Yahoo could get Saturday data in
there.

If you want something with a bit more academic heft (and full Saturday
data), you can get daily prices in the book, "The Dow Jones Averages
1885-1995," edited by Phyllis Pierce. The ISBN is 0-7863-0974-1. It's
not in stock at half.com, but you may be able to find it somewhere
else. The book contains historial high, low, and closing prices for
the DJIA, as well as Transports and Utilities prices.

You can purchase earlier versions of the book at half.com
(http://half.ebay.com/search/search.jsp?nthTime=3&product=books&query=Dow+Jones+Averages)
or amazon.com (http://www.amazon.com/gp/product/offer-listing/1556235127/qid=1093287497/sr=1-2/ref=sr_pb_a//103-7225056-2487063?condition=all).
According to reviews of the 1885-1990 book, it contains the same daily
data as the newer book. There is also an 1885-1985 version that is
hard to find.

I know you wanted something you can download, and Yahoo! Historical
Prices fits the bill. If you need the Saturday data, then the cheapest
way available to you is to purchase the Dow book, then type in the
numbers (less than 300 prices). I could do it in about 40 minutes, and
I'm not much of a typist, so you should be able to do it at the same
speed.

V

Search strategy: None, just went to Web site I already knew and looked
at a book a colleague owns.

Ddadsa --

You're going to need access to a specialized database via a business
research university.  I would look for one that has the well-known and
widely used CRSP database, provided by the University of Chicago's
Center for Research in Security Prices.  The database structure of
that product makes it easily extractable:
Center for Research in Security Prices
http://gsbwww.uchicago.edu/research/crsp/

Also, be aware that I believe there was Saturday trading on the NYSE
in that timeframe!

Best regards,

Omnivorous-GA

Dsadsa --

It occurred to me after posting that comment that you might only be
seeking the DJIA or S&P aggregate numbers for each day (as opposed to
the closing data on each of the stocks in those composite indices).

Standard & Poor's has a daily price record with the close of the
S&P500 back to Jan. 2, 1932 in the print publication, "Security Price
Index Record, Statistical Service" available at many public libraries.

The same publication has MONTHLY numbers for the S&P500 back to 1885
-- even though the index originally started out with 223 stocks.

Best regards,

Omnivorous-GA