Message-ID: <SNT114-DS2423BA957D0805C6AA302D0900@phx.gbl>
Date: 2009-12-07T22:30:30Z
From: Konrad Hoppe
Subject: Futures prices in quantmod?
In-Reply-To: <4B1D7DD3.9010901@citycable.ch>
Hi Guillaume,
I tried a future from the first site you presented below. And you can load
futures prices in the same way you use for "normal" assets:
from.dat <- as.Date("01/01/03", format="%m/%d/%y")
to.dat <- as.Date(Sys.Date(), format="%m/%d/%y")
getSymbols("^XAU", src="yahoo", from = from.dat, to = to.dat)
regards
Konrad
-----Urspr?ngliche Nachricht-----
Von: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] Im Auftrag von Guillaume
Yziquel
Gesendet: Montag, 7. Dezember 2009 23:13
An: R-Finance
Betreff: [R-SIG-Finance] Futures prices in quantmod?
Hello.
I was wondering if there was a way for quantmod's getSymbols to retrieve
prices for futures. Some information seems available on yahoo, for instance:
http://finance.yahoo.com/futures?t=indices
http://download.finance.yahoo.com/d/quotes.csv?s=%5EDJS2&f=sl1d1t1c1ohgv&e=.
csv
So is it possible to do it with quantmod?
All the best,
--
Guillaume Yziquel
http://yziquel.homelinux.org/
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