1. Using the quantmod package..... Look at ?getSymbols e.g. getSymbols("^GSPC",src="yahoo") then use the to.monthly function 2. Using the tseries package ..... Look at ?get.hist.quote e.g. get.hist.quote(instrument = "^GSPC", start = as.yearmon("Jan 1950") ,compression = "m", quote = "Close") There will be many other approaches. HTH Pete -- View this message in context: http://r.789695.n4.nabble.com/Downloading-S-P-monthly-data-into-R-tp3302339p3302395.html Sent from the R help mailing list archive at Nabble.com.