Changes

Trying for older data is problematic from Yahoo. The site complains about start dates being ahead of end dates with start dates before 1976ish... Usually, the issue doesn't happen with 2digit date less than 41. You can edit the URL directly using [https://www.unixtimestamp.com/index.php Unix Timestamps] to create 1900 to 28th July 2020: https://finance.yahoo.com/quote/%5EDJI/history?period1=-2208988800&period2=1595980800&interval=1d&filter=history&frequency=1d. However, the data you get will still start on 1/29/1985. The Dow started in May 26, 1896 [https://www.spglobal.com/spdji/en/indices/equity/dow-jones-industrial-average/#data]. The WSJ gives data from 1970 forward... However, historical data is available from WRDS for the DJI from May 26th 1896 to Dec 31st 2007. I downloaded it as dbe3d1bd4ba151a3.txt (525 KB, 27955 observations 3 variables).