[R-SIG-Finance] FT30 historical data

davidr at rhotrading.com davidr at rhotrading.com
Fri Dec 19 18:51:51 CET 2008


If they don't have it, they don't have it:
		
Ticker	LSMKFT30 Index	
Quoted	Price	
Frequency	Daily	
Update Status	Subject to one-day lag	
Last Update	12/18/08	
Source	FT Interactive Data	
History	Close	
Begins	01/01/70 Daily	
	01/31/30 Monthly	
End of Week	Friday	

Maybe going directly to the source?

-- David

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Brian G.
Peterson
Sent: Friday, December 19, 2008 5:34 AM
To: Liu Zhigang
Cc: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] FT30 historical data

Liu Zhigang wrote:
> Hello everyone,
>       I am looking for historical  daily data of FT30 index from 1936
to
> 1970,
> I fail to find that data in bloomberg, anyone can give me some help?
thank
> you.

Liu,

Daily data that far back is difficult to get from any of the data
aggregators 
like Bloomberg or Reuters without paying an additional fee.  I would
first try 
finding out who your Bloomberg rep is, and call them.  They may be able
to get 
it for you as a favor to your firm.  This has worked (and failed) for me
in the 
past.

Reuters now calculates the index for FT, so if you have a Reuters rep,
they 
will probably be more able to get you the data.

Honestly, you'll probably have to pay for it.  In such a case, it may be

worthwhile to contact CSIData or CRSP and asking them about access to a
single 
daily historical series in addition to talking to Reuters.  If you have
an 
academic affiliation, you should use that preferentially to your firm 
affiliation, as the fees are almost always reduced and sometimes waived 
entirely for research.

Regards,

    - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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