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I'm following

I get the following:

In[6]:= DateListLogPlot[FinancialData["^DJI", All]]

During evaluation of In[6]:= DateListLogPlot::ntdt: The first argument to DateListLogPlot should be a list of pairs of dates and real values, a list of real values, or a list of several such lists. >>

Out[6]= DateListLogPlot[Missing["NotAvailable"]]

In[8]:= FinancialData["DJI", All]

During evaluation of In[8]:= FinancialData::notent: DJI is not a known entity, class, or tag for FinancialData. Use FinancialData[] for a list of entities. >>

Out[8]= FinancialData["DJI", All]

In[9]:= FinancialData["^DJI"]

Out[9]= Missing["NotAvailable"]

What's going on here? Is the DJI data unavailable somehow?

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It appears it's not available right now for me either. Other indices are working. DateListLogPlot[FinancialData["AAPL", All]]. – kale Aug 17 '12 at 2:18
What happens if you execute FinancialData["^DJI", "Properties"]? FinancialData["^DJI", All]? – J. M. Aug 17 '12 at 2:18
Over the past several weeks lots of glitches have appeared in the curated financial data. e.g., after markets have closed, retrieve all available data for a number of ETF's ("SPY", "TLT", others) and you often find that you get two records with the current date at the end of the list. It appears that the originator of the curated data (Yahoo Finance?) has introduced some changes into their technology infrastructure or perhaps their data base model. One can only hope they clean up the issue. I don't know that we have any leverage in getting them to resolve it excepting reporting to Wolfram. – Jagra Aug 17 '12 at 3:19
@Vitaliy: I actually don't need the data for any actual trading; I'm just playing with the API / reading documentation / complaining about things that don't work. :-) – user1602 Aug 17 '12 at 5:07
Yahoo Finance is the data source that is used. Here is a statement on their website concerning this:… – Searke Aug 21 '12 at 19:23
up vote 10 down vote accepted

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:

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This is impressive. I no longer consider the $130 I spend on mathematica student edition a waste of money. – user1602 Aug 17 '12 at 5:44
Good answer, but it is a workaround.Point is that FinancialData is not always trustworthy and some of its data may at unpredictable times be unavailable. Do you suggest to always skip this function and use WolframAlpha instead? – Sjoerd C. de Vries Aug 17 '12 at 6:52
Just for the record (not anything against Sjoerd's comment) -- even if I would never use this, I'm really grateful for this answer, because I stupidly never realized I had WolframAlpha at my fingertips with Mathematica. (Silly isn't it?) – user1602 Aug 17 '12 at 9:39
@term-rewritica Just be aware that you're limited to 100 W|A API calls/day (I think) with a student license. I've never hit the limit, or even 10 calls for that matter, but looks like you might with your excitement ;) – R. M. Aug 17 '12 at 15:34

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.

share|improve this answer
Is there an official statement on their dev website? This answer would be more useful if you could link to that statement... – J. M. Aug 17 '12 at 15:52
AFAIK XIgnite is the data provider ...or used to be. – Mike Honeychurch Aug 17 '12 at 22:36
FinancialData uses both sources for information. See this article from Yahoo about why ^DJI is no longer available.… – Searke Aug 21 '12 at 19:25

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