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
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>
>
>
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