MathGroup Archive: January 2009 [00027]

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sector-based analysis using FInancialData[]

To: mathgroup at smc.vnet.net
Subject: [mg95008] sector-based analysis using FInancialData[]
From: Andreas <aagas at ix.netcom.com>
Date: Sat, 3 Jan 2009 05:53:31 -0500 (EST)

Does Mathematica 7 have sector index data available via the FinancialData[] function? 

I can get a list of sectors with this:

FinancialData["Sectors"]

and I can get prices on the iShares funds which track sector indexes i.e:

  Dow Jones U.S. Consumer Goods Index  (IYK), 
  Dow Jones U.S. Consumer Services Index  (IYC),
  Dow Jones U.S. Select Home Construction Index  (ITB),
  S&P Global Consumer Discretionary Index  (RXI),
  S&P Global Consumer Staples Index  (KXI),
  Dow Jones U.S. Energy Sector Index Fund  (IYE),
  Dow Jones U.S. Oil & Gas Exploration & Production Index Fund  (IEO),
  Dow Jones U.S. Oil Equipment & Services Index Fund  (IEZ)
..

but these only give data back (at best) to 2000.

Can I get data for the indexes themselves?  If so where do I find the symbol names?

Thx.

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