[R-SIG-Finance] Yahoo data download

FJ M chicagobrownblue at hotmail.com
Mon Nov 19 14:02:14 CET 2012

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. 
Date: Sun, 18 Nov 2012 16:17:17 -0800
From: jefe_goode at yahoo.com
To: R-SIG-Finance at r-project.org
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]] 
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