Using the quantmod package in R, one can download the S&P500 index using the following command:
getSymbols("^GSPC", env = sp500, src = "yahoo",from = as.Date("1960-01-04"), to = as.Date("2009-01-01"))
The S&P is further broken down in sectors (with their yahoo symbols in brackets): Health care (XLV), industrials (XLI), consumer staples (XLP), consumer discretionary (XLY), materials (XLB), utilities (XLU), financials (XLF or XLFS), energy (XLE), technology (XLK), and Real Estate (XLRE).
These sectors are further broken down in subsectors, but I do not know how to get these indexes. For example, Healtcare is has Managed care, Pharmaceuticals, equipment, as subsectors.
is a subsector of the Health care index, but using the symbol given there (^SP500-3510) does not seem to work in the above
getSymbol R command. Any suggestion on how to get this index?