If it is useful to anyone, the historical data in Metastock format of these Indices can be downloaded here: https://www.elitetrader.com/et/threads/free-historical-data-from-around-the-world.366141/ Down Jones Industrial (from 1897 to 2018) Nasdaq 100 (1985-2018) Nasdaq Composite (1971-2018) Russel 1000 (1992-2018) Russel 2000 (1987-2018) Russel 3000 (1987-2018) S & P 500 (1950-2018) CAC 40 (1985-2018) DAX (1959-2018) FTSE 100 (1980-2018) Ibex 35 (1985-2018) P.S: bit by bit, I will add more