How can I get Japanese Stock Daily Data in R?
Note that this functionality has been added to quantmod on R-Forge as of revision 624, thanks to a contribution by Wouter Thielen: https://r-forge.r-project.org/scm/viewvc.php/pkg/R/getSymbols.R?root=quantmod&r1=623&r2=624
On Fri, Oct 17, 2014 at 9:37 AM, G See <gsee000 at gmail.com> wrote:
You can get intraday data for the past few days from here: http://k-db.com/stocks Sorry, I don't use R to download that, but it should be trivial. Hope this helps, Garrett On Fri, Oct 17, 2014 at 8:18 AM, Qi Li <qi.li22 at gmail.com> wrote:
Hi, I am also very interested in this data. Please also let me know if you have a solution. Thanks. Qi On Fri, Oct 17, 2014 at 8:52 AM, Eric (YEN-LIN) CHIU <ndc24075 at gmail.com> wrote:
As I know, RFinanceYJ cannot work properly since the format of Yahoo in Japan change the format of data. Every time I try to fetch data, it shows "Error in order(financial.data$date) : argument 1 is not a vector" The current solution I found is in here: http://rstudio-pubs-static.s3.amazonaws.com/6475_3034596b267b4a7587cefd3b8ed4ba25.html But it is not convenient to choose date or change the data into xts object. I notice google finance has Japanese stock data, but getSymbols cannot access the data either. I tried "getSymbols("TYO:4689")", but it cannot open the URL. Could anyone please give me some advice for this? Thanks. Eric [[alternative HTML version deleted]]
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Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com