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Yes, this is an issue with the Market Volume website in which the stock components are no longer publicly available. We are working on a solution. In the meantime, you can use tidyquant::tq_index("RUSSELL2000", use_fallback = TRUE).
The base link
http://www.marketvolume.com/indexes_exchanges/r2000_components.asp?s=RUT&row=
does not provide pages
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