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I'm trying to get the Dow Jones Industrial Average 30 Components data (open, high, low, close prices) from 2008-01-01 to 2018-12-31. I tried at first Quandl, but it seems that the data was no longer refreshed starting from April 11, 2018. I then tried Alpha Vantage, but with a free account API, we are limited to 5 requests/min, so I need to wait for 30/5 = 6 minutes to get the data.

Do you know what is the best way to get the financial data?

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    $\begingroup$ You should be aware that the current 30 stocks are not the same 30 as they were in 2008. There have been 13 additions and 13 removals since 1 Jan 2008. Two of the removals have been delisted from trading. Disclosure: Norgate Data provides paid subscription access to historical index constituents and delisted data. $\endgroup$ – Norgate Data Jan 30 '20 at 12:09
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Yahoo Finance, Bloomberg Terminal, WSJ, just as some initial sources for historical datasets. Here you should easily be able to get the DIJA data or the individual component data as well.

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