The Stock Exchange Was Closed From August-November, 1914. Figures For October And November Are Based On Brokers' Circulars. Source: For 1890-1911 Data, See W.C. Mitchell, Business Cycles, 1913 Ed., Pp.208-214; 1910-1915 Data Are From Journal Of Political Economy, June, 1913, Pp. 515-516, Ibid, February, 1916, Pp.149-150.
This NBER data series m11006 appears on the NBER website in Chapter 11 at http://www.nber.org/databases/macrohistory/contents/chapter11.html.
NBER Indicator: m11006
Release: NBER Macrohistory Database
National Bureau of Economic Research, Average Prices of 40 Common Stocks for United States [M11006USM315NNBR], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/M11006USM315NNBR/, July 31, 2015.