End-of-day prices

Category : Uncategorized

End-of-day prices

Please make sure you have the most updated mfd_dm and mfd_ta packages for Stata installed for this post.

Stata code for downloading all available historic prices for Dow Jones Composite Index components:

Each company is downloaded and merged. Thus, this is a “wide” dataset: 

This code updates the historic price data for the given day: 

Each company is downloaded and appended. Thus, this is a “long” dataset: