Data by Market Sector???

J

JamieSorres

Hello everyone,

I have been trying to find the source of Sector data but haven't had a success yet. In my understanding there are Sectors >> Industries >> and individual stocks that make up the industries.

Using the Yahoo Finance database I am able to find the industry tickers and tickers for individual stocks, no problem. The problem is that even though they have the brakedown by sectors, they do not have the actual tickers for those sectors. For example, tickers and data for the following sectors...

Basic Materials
Capital Goods
Conglomerates, etc...

What I would like to do is to try to analyze sectors historically.

Please, if anyone has ever faced this problem, let me know if there is such a thing as historical data by Sector. And I will greatly appreciate if you can give me the source where I can find this information. Also, if anyone has faced this problem, what are some other way to track sector performance thoughout the history using either TradeStation or WealthLab.

I will appreciate any relevant information,

Jamie.
 
I've not had much luck finding anything either, but it's been a while since i've looked. A Google search will bombard you with a ton of links that could have the data you're looking for if you have the time to sift through the search results.

StrataSearch calculates indexes at the sector level, which can serve as a proxy for historical sector data. I'm not familiar enough with TradeStation or WealthLab to know whether they have the same capability.
 
Spydertrader...
Thanks a lot for the link. Unfortunately I couldn't find any historical data there. Only quotes for 1, 5... days performance.

QQQShort...
I have searched through both google and yahoo database and actually got a lot of results in the searches (in the first 100 records in each search engine), but non of then were suitable.

The idea about calculating your own sectors sounds great. I will check it out in the WealthLab. It should have something like it.

Thanks a whole lot,

Jamie.

P.S. Please, let me know if you see anything similar to what I am looking for. I will greatly appreciate it.
 
There is a Global Industry Classification Standard (GICS®) - details plus Bloomberg & Reuters tickers can be found at http://www2.standardandpoors.com/se...=10&l=&s=&ft=&ig=&i=&fr=&fig=&fs=&fi=&f=&xcd=

Yahoo works with Reuters tickers, using a ^ instead of a . (e.g. ^GSPE instead of .GSPE for the Energy sector). However, I found historical data only available for GSPE - http://finance.yahoo.com/q?s=^GSPE

Weird... to tell the truth, I thought it wouldn't be available at all because the data is expensive - if you get to know someone with an access to a Bloomberg or Reuters platform, then...++
 
Metastock Pro 9 & VisualTrader both have the ability to group stocks by whatever....

index
sector
industry
your group of stocks, etc

and then display the composite price and composite volume of that grouping as a single ticker (open to indicator measurements, etc) which would display data as far back as your stock history went back...

Neither cheap... MSTock EOD or RealTime depending on what you want. I am thinking about upgrading my MStock from 7.2 to 9.0 for just this reason...

VTrader is RTime i think... maybe you could check them out

HTHelps

:)

cj
 
AIQ is the best at creating custom markets/sectors/groups and stocks....Its easy to automate,and you can backtest on the relationships in any way you can imagine


Quote from JamieSorres:

Hello everyone,

I have been trying to find the source of Sector data but haven't had a success yet. In my understanding there are Sectors >> Industries >> and individual stocks that make up the industries.

Using the Yahoo Finance database I am able to find the industry tickers and tickers for individual stocks, no problem. The problem is that even though they have the brakedown by sectors, they do not have the actual tickers for those sectors. For example, tickers and data for the following sectors...

Basic Materials
Capital Goods
Conglomerates, etc...

What I would like to do is to try to analyze sectors historically.

Please, if anyone has ever faced this problem, let me know if there is such a thing as historical data by Sector. And I will greatly appreciate if you can give me the source where I can find this information. Also, if anyone has faced this problem, what are some other way to track sector performance thoughout the history using either TradeStation or WealthLab.

I will appreciate any relevant information,

Jamie.
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