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Dow Jones Averages
The Dow Jones Averages dataset consists of the The Dow Jones Industrial Average (DJIA), The Dow Jones Transportation Average (DJTA), and the Dow Jones Utility Average (DJUA). There are a total of 30 stocks in the DJIA, 20 in the DJTA, and 15 in the DJUA.
The Dow Jones Averages data can be access via WRDS at: http://wrds.wharton.upenn.edu/ds/dj/index.shtml
The data is also available in SAS format on the local network at K:\DowJonesAverages . The data is in a single SAS file named djia.sas7bdat and contains the following variables:
| Variable |
Type |
Len |
Pos |
Format |
Informat |
Label |
| DATE |
num |
8 |
0 |
Date9 |
mmddyy8 |
Date |
| INDUCLOS |
num |
8 |
8 |
9.2 |
best8 |
IA-Close |
| INDUHIGH |
num |
8 |
16 |
9.2 |
best8 |
IA-High |
| INDULOW |
num |
8 |
24 |
9.2 |
best8 |
IA-Low |
| TRANCLOS |
num |
8 |
32 |
9.2 |
best8 |
TA-Close |
| TRANHIGH |
num |
8 |
40 |
9.2 |
best8 |
TA-High |
| TRANLOW |
num |
8 |
38 |
9.2 |
best8 |
TA-Low |
| UTILCLOS |
num |
8 |
56 |
9.2 |
best8 |
UA-Close |
| UTILHIGH |
num |
8 |
64 |
9.2 |
best8 |
UA-High |
| UTILLOW |
num |
8 |
72 |
9.2 |
best8 |
UA-Low |
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IA = Industrial Average
TA = Transportation Average
UA = Utilities Average
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