CRSP Indices there are almost 1000 time series in this data set, covering both levels and returns for various markets and portfolio types. The database provides stock indices, beta- and cap-based portfolios, Treasury bond and risk-free rates of return on daily, monthly, quarterly, and annual basis for the NYSE and AMEX from 1925 to the present and from 1972 for Nasdaq markets.
CRSP Indicies is accessed through a Wharton Research Data Services (WRDS) account.
Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.
To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.
UNC-CH users with additional password
https://wrds-www.wharton.upenn.edu/