download yahoo quotes using tseries get.hist.quote(), error 404
You may just be getting timed out by the yahoo servers, as they have every right to throttle requests. Try adding in Sys.sleep(1) between calls, as well as a try call. getSymbols works on TEF.MC, though my testing is limited to ssh on an iPhone so it is a bit limited. getSymbols also does no processing of raw data by design. Post download processing is better handled by tools in zoo/xts/R than trying to wrap into getSymbols was the thinking. Using ?merge.xts against a common time index would be the best way to assure identical times across symbols. Best, Jeff Jeffrey A. Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com On Dec 12, 2009, at 5:45 AM, Marco Bianchi
<marcolondonuk at googlemail.com> wrote:
I am using the command get.hist.quote() from the tseries library to download daily equity prices for European stocks. As I am looping over a long list of tickers, at some point the R code is crushing on some tickers giving error 404, as if the ticker was unknown to Yahoo. The problem is that I have experienced this 404 error with tickers like TEF.MC or HSBA.L (Telefonica and Barclays) which are liquid stocks and correct tickers in finance.yahoo.com. Are other R-finance users experiencing the same problem? Is this related to R or the nature is more operating system problem (I am running R under Windows XP)? I have also investigated the possibility to use getSymbols() command in quantmod library, but then it seems that a number of European stocks are not available? Also, using get.hist.quote() gives the possibility to download the time series as calendar days (rather than trading days), hence producing a series of equal length for each ticker. I do not seem to see the same feature available in quantmod getSymbols() command... Any help from other R-finance users very much appreciated. Marco
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