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Currency data from GOOGLE/Yahoo finance.

Enrico Schumann

Thu, Sep 22, 2011 2:50 AM

It seems a convention that if the rate is USDCCY, you get it from Yahoo 
with CCY=X. At least I have had this with JPY=X, GBP=X. But I am not 
sure how consistent that is. The simple "trick" is to directly check on 




Am 22.09.2011 11:40, schrieb Ashim Kapoor:

Dear Enrico,

How / where did you discover that it should be "INR=X" instead of the symbol
"USDINR=X"

Many thanks,
Ashim

On Thu, Sep 22, 2011 at 2:46 PM, Enrico Schumann<enricoschumann at yahoo.de>wrote:

Try this:

require("quantmod")
INRUSD<- getSymbols("INR=X",src="yahoo"**, auto.assign = FALSE)


Regards,
Enrico

Am 22.09.2011 10:42, schrieb Wolfgang Wu:

  Ashim,

Unfortunately I couldn't get any data from Yahoo or Google either. I
thought you had to do something like getSymbols("CURRENCY:INRUSD",**src="google"),
but that doesn't work anymore either.

Best solution I can give you is to use the Oanda source for currency data.
They do limit you to 500 days of data but you can easily write a loop
changing the "from" and "to" times and rbind the xts object together
afterwards.

INRUSD<- getSymbols('INR/USD', src='oanda', auto.assign = FALSE)


Regards,

Wolfgang Wu




----- Urspr?ngliche Message -----
Von: Ashim Kapoor<ashimkapoor at gmail.com>
An: r-sig-finance at r-project.org
Cc:
Gesendet: 8:32 Donnerstag, 22.September 2011
Betreff: [R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.

Dear R-helpers,

I am trying to use getSymbols to download INR/USD data from yahoo or
google
finance. In each case I 1st list the website and then the R error which I
get on trying to download the symbol. Could someone please tell me where I
am wrong?

http://www.google.com/finance?**q=inrusd<http://www.google.com/finance?q=inrusd>

  getSymbols("inrusd",src="**google")

Error in download.file(paste(google.**URL, "q=", Symbols.name,
"&startdate=",
:
   cannot open URL '
http://finance.google.com/**finance/historical?q=inrusd&**
startdate=Jan+01,+2007&**enddate=Sep+22,+2011&output=**csv<http://finance.google.com/finance/historical?q=inrusd&startdate=Jan+01,+2007&enddate=Sep+22,+2011&output=csv>
'
In addition: Warning message:
In download.file(paste(google.**URL, "q=", Symbols.name, "&startdate=",
  :
   cannot open: HTTP status was '400 Bad Request'

http://in.finance.yahoo.com/q?**s=USDINR%3DX&ql=1<http://in.finance.yahoo.com/q?s=USDINR%3DX&ql=1>

  getSymbols("USDINR=X",src="**yahoo")

Error in download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,
:
   cannot open URL '
http://chart.yahoo.com/table.**csv?s=USDINR=X&a=0&b=01&c=**
2007&d=8&e=22&f=2011&g=d&q=q&**y=0&z=USDINR=X&x=.csv<http://chart.yahoo.com/table.csv?s=USDINR=X&a=0&b=01&c=2007&d=8&e=22&f=2011&g=d&q=q&y=0&z=USDINR=X&x=.csv>
'
In addition: Warning message:
In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
   unable to resolve 'chart.yahoo.com'

Best Regards,
Ashim

     [[alternative HTML version deleted]]

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______________________________**_________________
R-SIG-Finance at r-project.org mailing list
https://stat.ethz.ch/mailman/**listinfo/r-sig-finance<https://stat.ethz.ch/mailman/listinfo/r-sig-finance>
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions
should go.

Enrico Schumann
Lucerne, Switzerland
http://nmof.net/

Thread (6 messages)

Ashim Kapoor Currency data from GOOGLE/Yahoo finance. Sep 22 Wolfgang Wu Currency data from GOOGLE/Yahoo finance. Sep 22 Enrico Schumann Currency data from GOOGLE/Yahoo finance. Sep 22 Ashim Kapoor Currency data from GOOGLE/Yahoo finance. Sep 22 Enrico Schumann Currency data from GOOGLE/Yahoo finance. Sep 22 Enrico Schumann Currency data from GOOGLE/Yahoo finance. Sep 22