5 messages · thomastos, Peter Dalgaard, davidr at rhotrading.com +1 more
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? Thank you very much. Thomas
View this message in context: http://www.nabble.com/yahoo-finance-into-R-tp19385481p19385481.html Sent from the R help mailing list archive at Nabble.com.
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)
O__ ---- Peter Dalgaard ?ster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
thanks a lot. i thought it was more difficult. however i am dissapointed that i get so little data. thanks again thomas
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)
--
O__ ---- Peter Dalgaard ?ster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
View this message in context: http://www.nabble.com/yahoo-finance-into-R-tp19385481p19405623.html Sent from the R help mailing list archive at Nabble.com.
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
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)
--
O__ ---- Peter Dalgaard ?ster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
View this message in context: http://www.nabble.com/yahoo-finance-into-R-tp19385481p19405623.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Take a look at quantmod. http://www.quantmod.com http://www.quantmod.com ?getSymbols.yahoo (called by getSymbols) ?getQuote ?yahooQF ?getFin ?getFX HTH Jeff
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? Thank you very much. Thomas
View this message in context: http://www.nabble.com/yahoo-finance-into-R-tp19385481p19434000.html Sent from the R help mailing list archive at Nabble.com.