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Downloading quote data from yahoo finance
3 messages · Deb Midya, Joshua Ulrich, Mike Marchywka
2 days later
On Wed, Dec 1, 2010 at 11:15 PM, Deb Midya <debmidya at yahoo.com> wrote:
Hi R users,
Thanks in advance.
I am using R 2.12.0 on Windows XP.
May I request you to assist me in the following please.
1. I am getting error while downloading quote data from yahoo finance.
The example code is below (taken from tseries help):
library(tseries)
con <- url("http://quote.yahoo.com")
if(!inherits(try(open(con), silent = TRUE), "try-error")) {
? close(con)
? x <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
????????????????????? quote = "Close")
? plot(x)
? x <- get.hist.quote(instrument = "ibm", quote = c("Cl", "Vol"))
? plot(x, main = "International Business Machines Corp")
? spc <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
???????? quote = "Close")
? ibm <- get.hist.quote(instrument = "ibm",? start = "1998-01-01",
???????? quote = "AdjClose")
? x <- merge(spc, ibm)
? plot(x, main = "IBM vs S&P 500")
? x <- get.hist.quote(instrument = "EUR/USD", provider = "oanda",
????????????????????? start = Sys.Date() - 500)
? plot(x, main = "EUR/USD")
}
Error message:
Warning message:
In open.connection(con) :
? unable to connect to 'quote.yahoo.com' on port 80.
The example works for me. Are you behind a firewall or proxy?
2. How can I download Key Statistics Data from Yahoo Finance A. http://finance.yahoo.com/ B. ASH.AX (Using GET QUOTES) C. Key Statistics How can I download Key Statistics dynamically (Using R code)
library(quantmod)
getFinancials("IBM")
viewFinancials(IBM.f)
Thank you very much for the time you have given. Regards, Deb
Hope that helps, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com
----------------------------------------
From: josh.m.ulrich at gmail.com Date: Sat, 4 Dec 2010 14:47:45 -0600 To: debmidya at yahoo.com CC: r-help at r-project.org Subject: Re: [R] Downloading quote data from yahoo finance On Wed, Dec 1, 2010 at 11:15 PM, Deb Midya wrote:
Hi R users, Thanks in advance.
May I request you to assist me in the following please.
1. I am getting error while downloading quote data from yahoo finance.
The example code is below (taken from tseries help):
library(tseries)
con <- url("http://quote.yahoo.com")
if(!inherits(try(open(con), silent = TRUE), "try-error")) {
close(con)
x <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
quote = "Close")
plot(x)
x <- get.hist.quote(instrument = "ibm", quote = c("Cl", "Vol"))
plot(x, main = "International Business Machines Corp")
spc <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
quote = "Close")
ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01",
quote = "AdjClose")
x <- merge(spc, ibm)
plot(x, main = "IBM vs S&P 500")
x <- get.hist.quote(instrument = "EUR/USD", provider = "oanda",
start = Sys.Date() - 500)
plot(x, main = "EUR/USD")
}
Error message:
Warning message:
In open.connection(con) :
unable to connect to 'quote.yahoo.com' on port 80.
The example works for me. Are you behind a firewall or proxy?
2. How can I download Key Statistics Data from Yahoo Finance A. http://finance.yahoo.com/ B. ASH.AX (Using GET QUOTES) C. Key Statistics How can I download Key Statistics dynamically (Using R code)
library(quantmod)
getFinancials("IBM")
viewFinancials(IBM.f)
Does this R code talk to yhoo for real time or historical data? I'm surprised there is a package dedicated to specific specialized data sources although if the package itself is as the name implies then code for even scraping html from some sources may be a nice feature. The reason I ask is that the SEC is going to more stuctured submissions, http://xbrl.sec.gov/ and I was curious if anyone has related code for collating fundamental information such as this. In one of my rants, I suggested that real estate transactions be revealed in a similar machine readable format, a large R constituency would help make that case more persuasive :) Commercial downloads are not usually stable enough for reference from automated packages although I have lots of my own private scripts for stuff like that, even scraping data from adversarial commercial and public sites. Thanks.
Thank you very much for the time you have given. Regards, Deb
Hope that helps, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com
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