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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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1 Answer 1

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

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