Mulitple FI Sources
With a little work, you could get things working for different symbols to come from different data sources. Others have been able to make this work, though I haven't done it. We've talked about exposing functionality to make it easier to specify data source *by symbol* by looking at data source properties stored with each instrument. However, we've never contemplated having different data sources for the same symbol. Patches Welcome. Regards, - Brian
On Wed, 2011-12-28 at 14:37 -0600, Mark Harrison wrote:
I am using R and RStudio versions 2.13.1 and 0.94.106 respectively.
I am using Financial Instrument and everything is working for a single data
source. I have my Rprofile file setup to load packages, define my
instruments, and set my symbol lookup souce.
# packages to load at startup
library(quantmod)
library(fTrading)
# currencies defined
currency("USD")
currency("GBP")
# now exchange rates
# British Pound Rates
exchange_rate("GBPUSD","GBP","USD")
# Set symbol lookups
setSymbolLookup.FI("HistFX", storage_method="rda")
Once I start R or RStudio everything loads and I can run the following and
everything works:
getSymbols.FI("GBPUSD")
This all works for a single data source but I have multiple data sources or
data sets that I would like to access and would like to put everything in
my RProfile but I have yet to figure out how to make it work.
For example, I have a series of historical data files that I got from a
vendor who is not my broker. So I want to keep my historical data files
separate in one directory 'HistFX' and any data I get from my broker in a
separate folder called 'Broker' for example.
So the directories might look like:
C:\Documents\HistFX\GBPUSD
C:\Documents\Broker\GBPUSD
I tried adding multiple lines to my RProfile with for each source but it
looks like the last line read in is the 'live' one. I even tried adding
'src=' to try and distinguish one from the other
setSymbolLookup.FI("HistFX", storage_method="rda")
setSymbolLookup.FI("Broker", storage_method="rda")
setSymbolLookup.FI("HistFX", storage_method="rda", src="hist")
setSymbolLookup.FI("Broker", storage_method="rda", src='broker")
I realize the simplest solution would be to just add a setSymbolLookup.FI
command to any script I use pointing to the data I want to use - i.e.
historical or broker - but like I said I was trying to do this in the
RProfile.
Any help would be appreciated.
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Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock