I have been using the tseries package of R (get.hist.quote
) to get historical quotes for various indices from yahoo finance. I am interested in DAX, VDAX, EB.REXX and DJ UBS Commodity Index. When I tried to expand the time window for my analyses I saw that all time series except DAX and VDAX are discontinued.
My questions:
1) Do you know why EB.REXX (the symbol was REX.DE) dissapeared on yahoo finance (I now use EB.REXX 10 years, REX0.DE, but it is also discontinued) and why I can not find DJ UBS Cdty Index (symbol: ^DJUBS) anymore?
I use code like
require(tseries)
get.hist.quote(instrument="REX0.DE",start="2006-01-01",quote=c("AdjClose"),compression="d") get.hist.quote(instrument="^DJUBS",start="2006-01-01",quote=c("AdjClose"),compression="d")
but both times series end in the 2nd half of 2012.
2) Do you know any R-compatible open data source where I can get
- a price or performance index for German or core-EURO government bonds (like eb.rexx)
- a price or performance index for broad commodities (like DJ UBS Cdty Index)?
EDIT: I started to try getSymbols
of the quantmode package.
- In google finance I found INDEXDB:RXPG for EB.REXX and INDEXDJX:DJUBS for DJ UBS - are these the correct indices? Where do I find any description of the data?
- The example taken from the manual -
getSymbols("MSFT",src="google")
- works, but what I would need for the index data -getSymbols("INDEXDB:RXPG",src="google")
- does not ...
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