Data: Vacancies in the US before 2005 Shimer (2005) says


  These [separation shocks] introduce an almost perfectly positive correlation between unemployment and vacancies, an event that essentially never been observed in the United States at business cycle frequency.


What is the data corresponding to that? Since his publication was from 2005, he must be referring to data on vacancies before the big recession. However, the standard data on job openings, JOLTS, is only available from 2005 onwards.
JOLTS actually goes back to 2000 (though years before 2005 are only available on a SIC basis). Prior to JOLTS, most people used data on the number of help-wanted ads in newspapers, such as this series from the 1950s-60s or this one that goes back to 1919.