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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

  1. a price or performance index for German or core-EURO government bonds (like eb.rexx)
  2. a price or performance index for broad commodities (like DJ UBS Cdty Index)?

EDIT: I started to try getSymbols of the quantmode package.

  1. 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?
  2. 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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Perhaps the information here and in the preceding blog posts might be of help?

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  • $\begingroup$ Thanks, I know this thread of blog posts. But as far as I have seen this does not address my question. I would like to know how I can get the data for the indices from Google (because Yahoo doesn't have it anymore). In this list there are various data sources, some for pay and some for totally different data. I need exactly these 4 indices. Thanks $\endgroup$ – Ric Dec 16 '13 at 13:45

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