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
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