yahoo finance into R
Yahoo and OandA provide only daily data, but the history goes back quite a ways:
msft <- get.hist.quote(instrument="MSFT", start="1986-03-31", end="2008-09-10", quote=c("O","H","L","C","A","V"), provider="yahoo", retclass="zoo")
NROW(msft)
[1] 5663 That's 22 years of data. Not sure what you were expecting. David L. Reiner, PhD Head Quant Rho Trading Securities, LLC -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of thomastos Sent: Tuesday, September 09, 2008 10:18 PM To: r-help at r-project.org Subject: Re: [R] yahoo finance into R thanks a lot. i thought it was more difficult. however i am dissapointed that i get so little data. thanks again thomas
Peter Dalgaard wrote:
thomastos wrote:
Hi R, I am familiar with the basics of R. To learn more I would like how to get data from Yahoo!finance directly into R. So basically I want a data frame or matrix to do some data analysis. How do I do this?
RSiteSearch("yahoo")
get.hist.quote() from tseries
yahooSeries() from fImport (untried)
--
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