The data set ships as part of J (it is used in the Plot demo for the example 
HiLo plot).
If you just run the code in the Examples Note, line by line, it should all work.

---David Vincent-Jones wrote:
> I just realized this may be useful for our Community sewage system
> ( more than a humorous correlation ) .... where can I find your data
> set?
>
> On Mon, 2008-11-24 at 15:02 +1300, Sherlock, Ric wrote:
> > Now with different colour for open>close & close<open.
> >
> > Copy the plot_ohlc script below into a new temp script.
> > Load it.
> > Then try the examples in the Note.
> >
> > ================= Start plot_ohlc.ijs ================
> > Note 'Examples'
> >   NB. Get data
> >   load 'csv'
> >   fn=. jpath '~system\examples\data\dm0396.txt'
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