Yahoo data download

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Yahoo data download

jefe goode
I have tried downloading stocks and Index data from Yahoo using R and it works fine.
 
But, some sector indexes seem to have disappeared from Yahoo, though I am sure they used to be available:
 
for eg:
Auto Manufacturers - Major
Communication Equipment
Biotechnology
Industrial Metals & Minerals
Major Airlines
Electric Utilities
 
and so on, there are maybe 50 or 60 sector indices , plus I recall a whole range of international sector indices that Yahoo provided, such as the MSCI European banks, MSCI Airlines, Dow Jones Utility sector etc etc.
 
I have spend ages trying to find all these and I just cannot find any that are currently available. Have Yahoo discontinued these? Am I looking in the wrong place? Is anyone aware of where I can get this data from Yahoo or anywhere else?
 
Thanks
 
Jefe
        [[alternative HTML version deleted]]


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Re: Yahoo data download

Nick-2
You might find it a quick and dirty workaround to just use the
corresponding ETFs. MSCI indices are well represented by ETFs. All
sectors have big, liquid ETFs. Just another stock ticker as far as Yahoo
is concerned.

These ETFS also have the advantage that they represent prices you can
trade at -- hence much more suitable for modelling work than the plain
index itself.

On 11/19/2012 11:17 AM, jefe goode wrote:

> I have tried downloading stocks and Index data from Yahoo using R and it works fine.
>  
> But, some sector indexes seem to have disappeared from Yahoo, though I am sure they used to be available:
>  
> for eg:
> Auto Manufacturers - Major
> Communication Equipment
> Biotechnology
> Industrial Metals & Minerals
> Major Airlines
> Electric Utilities
>  
> and so on, there are maybe 50 or 60 sector indices , plus I recall a whole range of international sector indices that Yahoo provided, such as the MSCI European banks, MSCI Airlines, Dow Jones Utility sector etc etc.
>  
> I have spend ages trying to find all these and I just cannot find any that are currently available. Have Yahoo discontinued these? Am I looking in the wrong place? Is anyone aware of where I can get this data from Yahoo or anywhere else?
>  
> Thanks
>  
> Jefe
> [[alternative HTML version deleted]]
>
>
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.


        [[alternative HTML version deleted]]

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Re: Yahoo data download

FJ M
In reply to this post by jefe goode

Auto Manuf-Major (^YHOh735) on the Yahoo Finance website has no historical data. You should probably check Yahoo Finance for known issues. If it does not exist, report the problem to Yahoo Finance.
For what it's worth, index MSCI does show historical data. S&P 500 cash index was also working this weekend. So it does seem like it is narrowly related to the sector indices.
GL
Frank
Chicago
Date: Sun, 18 Nov 2012 16:17:17 -0800
From: [hidden email]
To: [hidden email]
Subject: [R-SIG-Finance] Yahoo data download
I have tried downloading stocks and Index data from Yahoo using R and it works fine. But, some sector indexes seem to have disappeared from Yahoo, though I am sure they used to be available: for eg:Auto Manufacturers - Major Communication Equipment Biotechnology Industrial Metals & Minerals Major Airlines Electric Utilities and so on, there are maybe 50 or 60 sector indices , plus I recall a whole range of international sector indices that Yahoo provided, such as the MSCI European banks, MSCI Airlines, Dow Jones Utility sector etc etc. I have spend ages trying to find all these and I just cannot find any that are currently available. Have Yahoo discontinued these? Am I looking in the wrong place? Is anyone aware of where I can get this data from Yahoo or anywhere else? Thanks Jefe [[alternative HTML version deleted]]
_______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.    
_______________________________________________
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https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.