The Stock Exchange Was Closed From July 30, 1914-December 12, 1914. Checked Manually. Source: Commercial And Financial Chronicle
This NBER data series m11003 appears on the NBER website in Chapter 11 at http://www.nber.org/databases/macrohistory/contents/chapter11.html.
NBER Indicator: m11003
Release: NBER Macrohistory Database
National Bureau of Economic Research, Stocks, Value of Shares Sold On The New York Stock Exchange for United States [M11003USM144NNBR], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/M11003USM144NNBR/, August 29, 2015.