In my various R - Tests I'm using usually the Yahoo Dataservice implemented in quantmod
suppressWarnings(try(getSymbols(ticker, index.class="POSIXct", from=initDate, to=to,src="yahoo"),silent=TRUE))
If you would like to run some backtests on the DAX,MDAX or SDAX and you were wondering what the yahoo symbol is, here is a list of the tickers you need.
"ARL.DE" "BNR.DE" "BOSS.DE" "BYW6.DE" "CLS1.DE" "DEQ.DE" "DUE.DE" "DWNI.DE" "EAD.DE" "FIE.DE" "FPE3.DE" "FRA.DE" "G1A.DE" "GBF.DE" "GFJ.DE" "GIB.DE" "GIL.DE" "GWI1.DE" "GXI.DE" "HDD.DE" "HHFA.DE" "HNR1.DE" "HOT.DE" "KCO.DE" "KD8.DE" "KRN.DE" "KU2.DE" "LEO.DE" "MAN.DE" "MEO.DE" "MTX.DE" "NDA.DE" "PSM.DE" "PUM.DE" "RAA.DE" "RHK.DE""RHM.DE" "SAZ.DE" "SGL.DE" "SKYD.DE" "SPR.DE" "SY1.DE" "SZG.DE" "SZU.DE" "TEG.DE""TLX.DE" "TUI1.DE" "VOS.DE" "WCH.DE" "WIN.DE" "ADV.DE" "AFX.DE" "AIXA.DE" "BBZA.DE""BC8.DE" "COK.DE" "DLG.DE" "DRI.DE" "DRW3.DE" "EUCA.DE" "EVT.DE" "FNTN.DE" "JEN.DE""KBC.DE" "LPK.DE" "MOR.DE" "NDX1.DE" "O1BC.DE" "PFV.DE" "PSAN.DE" "QCE.F" "QIA.DE" "QSC.DE" "S92.DE" "SBS.DE" "SMHN.DE" "SOW.DE" "SRT3.DE" "SWV.DE" "UTDI.DE" "WDI.DE" "2HR.DE" "AAD.DE" "AB1.DE" "AOX.DE" "B5A.DE" "BAF.DE" "BDT.DE" "BIO3.DE" "CEV.DE" "COM.DE" "CWC.DE" "DAZ.DE" "DBA.DE" "DEX.DE" "DEZ.DE" "DUE.DE" "EV4.DE" "EVD.DE" "GFK.DE" "GLJ.DE" "GMM.DE" "GSC1.DE" "HAB.DE" "HAW.DE" "HBH3.DE" "HDD.DE" "HLG.DE" "INH.DE" "IVG.DE" "JUN3.DE" "KWS.DE" "MLP.DE" "MVV1.DE" "NOEJ.DE" "O2C.DE" "P1Z.DE" "PMO.DE" "PRA.DE" "S4A.DE" "SAX.DE" "SFQ.DE" "SIX2.DE" "SK1A.DE" "SKB.DE" "SLT.DE" "TIM.DE" "TTI.DE" "TTK.DE" "VT9.DE" "WAC.DE" "ADS.DE" "ALV.DE" "BAS.DE" "BAYN.DE""BEI.DE" "BMW.DE" "CBK.DE" "CON.DE" "DAI.DE" "DB1.DE" "DBK.DE" "DPW.DE" "DTE.DE"
"EOAN.DE" "FME.DE" "FRE.DE" "HEI.DE" "HEN3.DE" "IFX.DE" "LHA.DE" "LIN.DE" "LXS.DE" "MRK.DE" "MUV2.DE" "RWE.DE" "SAP.DE" "SDF.DE" "SIE.DE" "TKA.DE" "VOW3.DE"
given some changes - this list should be more accurate by now
ReplyDelete[1] "ARL.DE" "BNR.DE" "BOSS.DE" "BYW6.DE" "CLS1.DE" "DEQ.DE" "DUE.DE" "DWNI.DE" "FIE.DE" "FRA.DE" "G1A.DE" "GBF.DE" "GFJ.DE"
[14] "GIL.DE" "GWI1.DE" "GXI.DE" "HDD.DE" "HHFA.DE" "HNR1.DE" "HOT.DE" "KCO.DE" "KRN.DE" "KU2.DE" "LEO.DE" "MAN.DE" "MEO.DE"
[27] "MTX.DE" "NDA.DE" "PSM.DE" "PUM.DE" "RAA.DE" "RHK.DE" "RHM.DE" "SAZ.DE" "SGL.DE" "SPR.DE" "SY1.DE" "SZG.DE" "SZU.DE"
[40] "TEG.DE" "TLX.DE" "TUI1.DE" "VOS.DE" "WCH.DE" "WIN.DE" "AFX.DE" "AIXA.DE" "BC8.DE" "COK.DE" "DLG.DE" "DRI.DE" "EUCA.DE"
[53] "EVT.DE" "FNTN.DE" "JEN.DE" "KBC.DE" "LPK.DE" "MOR.DE" "NDX1.DE" "O1BC.DE" "PFV.DE" "PSAN.DE" "QIA.DE" "QSC.DE" "S92.DE"
[66] "SBS.DE" "SOW.DE" "UTDI.DE" "WDI.DE" "2HR.DE" "AAD.DE" "AB1.DE" "AOX.DE" "B5A.DE" "BDT.DE" "CEV.DE" "COM.DE" "CWC.DE"
[79] "DEX.DE" "DEZ.DE" "EV4.DE" "EVD.DE" "GFK.DE" "GLJ.DE" "GMM.DE" "GSC1.DE" "HAB.DE" "HAW.DE" "HLG.DE" "INH.DE" "KWS.DE"
[92] "MLP.DE" "MVV1.DE" "NOEJ.DE" "O2C.DE" "P1Z.DE" "PRA.DE" "S4A.DE" "SAX.DE" "SFQ.DE" "SIX2.DE" "SK1A.DE" "SKB.DE" "SLT.DE"
[105] "TIM.DE" "TTI.DE" "TTK.DE" "VT9.DE" "WAC.DE" "ADS.DE" "ALV.DE" "BAS.DE" "BAYN.DE" "BEI.DE" "BMW.DE" "CBK.DE" "CON.DE"
[118] "DAI.DE" "DB1.DE" "DBK.DE" "DPW.DE" "DTE.DE" "EOAN.DE" "FME.DE" "FRE.DE" "HEI.DE" "IFX.DE" "LHA.DE" "LIN.DE" "LXS.DE"
[131] "MRK.DE" "MUV2.DE" "RWE.DE" "SAP.DE" "SDF.DE" "SIE.DE" "TKA.DE"