Newbie quantmod periodicity question
Oh... I thought the data was actually higher frequency and daily was just a quantmod default... Thanks Brian. Best, Andre
On Thu, Sep 10, 2009 at 6:24 PM, Brian G. Peterson <brian at braverock.com> wrote:
Everything I said below is correct, however, I suspect that you may not have considered that there is no way to go from daily data to hourly data.... You'll need to get higher-frequency data, see other posts on this list about using getQuote to get higher frequency data from Yahoo. ? ?- Brian Brian G. Peterson wrote:
Reinstall xts from R-Forge
install.packages("xts",repos="http://r-forge.r-project.org")
There was a bug in periodicity() that has now been fixed in the R-forge
version of xts.
Cheers,
? - Brian
Andre Nathan wrote:
Hello
I've just started using quantmod, and I have a question about how to
deal with intraday data. I'm using getSymbols() to get the data like
this:
?getSymbols("GOOG", src = 'yahoo')
I'm trying to plot an hourly barChart (for example, last 5 hours), but
I can't seem to get it to work, and all plots only have information up
to the last day. I believe this is because periodicity(GOOG) is daily,
but I can't find a way to convert this to hourly data. How can I do
that?
Should I get the 15-minute data from yahoo manually instead of using
getSymbols?
Thanks,
Andre
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