There are about 100 odd tickers of Industries for the categorisation of US Stocks. For example, in the Energy Sector there are DJUSOI (OIL EQUIPMENT & SERVICES), DJUSOL (INTEGRATED OIL & GAS), DJUSOS (EXPLORATION & PRODUCTION), DJUSPL (PIPELINES) and DWCCOA (COAL). All these tickers exist in Yahoo Finance and you can see all the relevant information regarding these tickers just like you can see the same type of data for stocks.
I am wanting to download the time series price data from Yahoo Finance in the same manner as I currently download my constructed watchlists of stocks from Yahoo Finance using Amiquote. The problem is, even though the data exists in Yahoo Finance, the time series price data does not download when using Amiquote. I have specified the ticker exactly as it appears on the Yahoo Finance page eg. ^DJUSOI for the Oil Equipment & Services ticker etc.
Has anyone else had any experience that could help me download this Industry Ticker data, or is there something that I am missing? I really would like the data local to Amibroker so that I can do what we all love about the versatility of running custom explorations on the data in Amibroker.
As explained in the Knowledge Base:
For historical download to work, data must be present on YAHOO HISTORICAL page
and there must be "Download" link on that page.
If you checked historical prices page for ticker(s) in question such as this one
You would notice that there are NO historical quotes on that page. There is ONE and ONLY ONE record from yesterday and no other data there and there is NO DOWNLOAD link available, see this:
Contrast that with MSFT, that has plenty of historical data AND DOWNLOAD link is there.
Ah thanks Tomasz for your detailed reply and I know you get frustrated when people (me) don't read the available documentation - and so I see it is possible to download yesterday's OHLC & V data via Amiquote for these Industry tickers if it is done before the market opens again today and to then day by day build the database per ticker. I wonder why Yahoo doesn't provide historical data for these Industry tickers?
They probably do not have license from Dow Jones to distribute DJ index historical data.
For anyone that is interested, the historical data for these Industry tickers is available as a free download from the Investing.com website. I was able to download a dataset that goes back to 2010 which is adequate for my needs.
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