[R-SIG-Finance] List index constituents of an index in R? quantmod?

G See gsee000 at gmail.com
Wed Jan 4 15:24:40 CET 2012


I did this for an example with the Dow Jones Industrial average.
It should be in this directory on your computer:

It's also available here:

If you're interested in getting the holdings of an iShare ETR or a
Sector SPDR ETF, you can use a function called "getHoldings" from the
package "qmao"


On Wed, Jan 4, 2012 at 7:50 AM, julien cuisinier
<j_cuisinier at hotmail.com> wrote:
> Many thanks Vincent. It does run on several pages and layout seems to be constant so your route might be very useful..
> I was hoping it should be possible to request that data using http get method as for historical prices, I will also try to look down that route
> If / when I get around this I will keep the list posted
> Rgds,
> Julien
>> Date: Wed, 4 Jan 2012 21:47:31 +0900
>> Subject: Re: [R-SIG-Finance] List index constituents of an index in R? quantmod?
>> From: zoonek at gmail.com
>> To: r-sig-finance at r-project.org
>> CC: j_cuisinier at hotmail.com
>> You can use the XML package to parse the page and extract the contents
>> of the table:
>>   library(XML)
>>   index <- "^DJI"
>>   url <- paste("http://uk.finance.yahoo.com/q/cp?s=", index, sep="")
>>   symbols <- readHTMLTable(url, as.data.frame=FALSE)[[10]]$Symbol
>> You should check the size of the result: large indices may be split
>> across several pages, and the layout of the page may change.
>> -- Vincent
>> On 4 January 2012 21:24, julien cuisinier <j_cuisinier at hotmail.com> wrote:
>> > Is anyone aware of an existing function to download from yahoo finance
>> > the list of an index constituents?
>        [[alternative HTML version deleted]]
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