Problem with Financial Data

If one looks for curated data accessible from Mathematica, the WolframAlpha function should always be considered as an option, because it links to curated data bases with frequent continuous updating:

data = WolframAlpha["^DJI price history", 
         {{"HistoryDaily:Close:FinancialData", 1}, "TimeSeriesData"}, 
         PodStates -> {"HistoryDaily:Close:FinancialData__All data"}];

And this is basically the same plot as in the documentation:

DateListLogPlot[data, Filling -> 1, Joined -> True]

enter image description here

You also can access these data interactively to get the same programming syntax. This can actually teach how syntax looks in different cases:

enter image description here

To understand better WolframAlpha integration in Mathematica I suggest the following sources:

  • WolframAlpha function documentation
  • Data Formats in Wolfram|Alpha tutorial
  • Mathematica: Wolfram|Alpha Integration free video course

The problem here is with the data provider Yahoo!. There has been intermittent problems with Yahoo! over the past few weeks with the DJI. The workaround is WolframAlpha[] as described in one of the answers above.


(from Searke's comment)

Yahoo! is no longer licensed to provide data downloads for the Dow Jones Index. Since Yahoo! is (one of) the data providers used by FinancialData[], FinancialData[] is also affected by this restriction.