For the record, the problem seems to be you can’t include the @rlibrary macro within a Julia function. Since R allows you to specify a package with the :: notation, or you can use it outside the Julia function, it’s not a big deal.
Alternatively, a single line like
dj = rcopy(R"tidyquant::tq_index(‘DOW’)")
works.
palday, thanks for the suggestion that got me going in the right direction.