getSymbols problem in quantmod
Costas, Thanks for the session info. Please tell us which version of quantmod you are using. I cannot replicate your issue using the latest quantmod from CRAN or from r-forge. I am using Windows XP. Best, -- Joshua Ulrich ?| ?FOSS Trading: www.fosstrading.com
On Thu, Dec 16, 2010 at 8:29 AM, Costas <risk2009 at ath.forthnet.gr> wrote:
WRT my previous email, I am using R: platform ? ? ? i386-pc-mingw32 arch ? ? ? ? ? i386 os ? ? ? ? ? ? mingw32 system ? ? ? ? i386, mingw32 status major ? ? ? ? ?2 minor ? ? ? ? ?12.0 year ? ? ? ? ? 2010 month ? ? ? ? ?10 day ? ? ? ? ? ?15 svn rev ? ? ? ?53317 language ? ? ? R version.string R version 2.12.0 (2010-10-15) On a windows XP machine.... I seems that the same code in a linux platform (Ubuntu) exhibits no such problem... The data downloads ok... So I assume it is a problem of the windows quantmod library.... I hope this helps... On 16/12/2010 16:21, Costas wrote:
Hi, It seems that getting SP500 daily prices before 1980 or so from yahoo.finance via the getSymbols() in quantmod becomes problematic:
getSymbols('^GSPC',src='yahoo', ?from='1950-01-03',
return.class='xts');tail(GSPC)
[1] "GSPC" ? ? ? ? ? GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted 2010-12-13 ? 1242.52 ? 1246.73 ?1240.34 ? ?1240.46 ?4361240000 1240.46 2010-12-14 ? 1241.84 ? 1246.59 ?1238.17 ? ?1241.59 ?4132350000 1241.59 2010-12-15 ? 1241.58 ? 1244.25 ?1234.01 ? ?1235.23 ?4407340000 1235.23 <NA> ? ? ? ? ?100.18 ? ?100.74 ? ?99.36 ? ? ?99.85 ? ?13880000 99.85 <NA> ? ? ? ? ? 80.86 ? ? 81.45 ? ?80.49 ? ? ?81.10 ? ? 5070000 81.10 <NA> ? ? ? ? ? 18.05 ? ? 18.05 ? ?18.05 ? ? ?18.05 ? ? 2950000 18.05
getSymbols('^GSPC',src='yahoo', ?from='2010-01-03',
return.class='xts');tail(GSPC)
[1] "GSPC" ? ? ? ? ? GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted 2010-12-08 ? 1225.02 ? 1228.93 ?1219.50 ? ?1228.28 ?4607590000 1228.28 2010-12-09 ? 1230.14 ? 1234.71 ?1226.85 ? ?1233.00 ?4522510000 1233.00 2010-12-10 ? 1233.85 ? 1240.40 ?1232.58 ? ?1240.40 ?4547310000 1240.40 2010-12-13 ? 1242.52 ? 1246.73 ?1240.34 ? ?1240.46 ?4361240000 1240.46 2010-12-14 ? 1241.84 ? 1246.59 ?1238.17 ? ?1241.59 ?4132350000 1241.59 2010-12-15 ? 1241.58 ? 1244.25 ?1234.01 ? ?1235.23 ?4407340000 1235.23
getSymbols('^GSPC',src='yahoo', ?from='1990-01-03',
return.class='xts');tail(GSPC)
[1] "GSPC" ? ? ? ? ? GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted 2010-12-08 ? 1225.02 ? 1228.93 ?1219.50 ? ?1228.28 ?4607590000 1228.28 2010-12-09 ? 1230.14 ? 1234.71 ?1226.85 ? ?1233.00 ?4522510000 1233.00 2010-12-10 ? 1233.85 ? 1240.40 ?1232.58 ? ?1240.40 ?4547310000 1240.40 2010-12-13 ? 1242.52 ? 1246.73 ?1240.34 ? ?1240.46 ?4361240000 1240.46 2010-12-14 ? 1241.84 ? 1246.59 ?1238.17 ? ?1241.59 ?4132350000 1241.59 2010-12-15 ? 1241.58 ? 1244.25 ?1234.01 ? ?1235.23 ?4407340000 1235.23
getSymbols('^GSPC',src='yahoo', ?from='1980-01-03',
return.class='xts');tail(GSPC)
[1] "GSPC" ? ? ? ? ? GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted 2010-12-08 ? 1225.02 ? 1228.93 ?1219.50 ? ?1228.28 ?4607590000 1228.28 2010-12-09 ? 1230.14 ? 1234.71 ?1226.85 ? ?1233.00 ?4522510000 1233.00 2010-12-10 ? 1233.85 ? 1240.40 ?1232.58 ? ?1240.40 ?4547310000 1240.40 2010-12-13 ? 1242.52 ? 1246.73 ?1240.34 ? ?1240.46 ?4361240000 1240.46 2010-12-14 ? 1241.84 ? 1246.59 ?1238.17 ? ?1241.59 ?4132350000 1241.59 2010-12-15 ? 1241.58 ? 1244.25 ?1234.01 ? ?1235.23 ?4407340000 1235.23
getSymbols('^GSPC',src='yahoo', ?from='1970-01-03',
return.class='xts');tail(GSPC)
[1] "GSPC" ? ? ? ? ? GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted 2010-12-09 ? 1230.14 ? 1234.71 ?1226.85 ? ?1233.00 ?4522510000 1233.00 2010-12-10 ? 1233.85 ? 1240.40 ?1232.58 ? ?1240.40 ?4547310000 1240.40 2010-12-13 ? 1242.52 ? 1246.73 ?1240.34 ? ?1240.46 ?4361240000 1240.46 2010-12-14 ? 1241.84 ? 1246.59 ?1238.17 ? ?1241.59 ?4132350000 1241.59 2010-12-15 ? 1241.58 ? 1244.25 ?1234.01 ? ?1235.23 ?4407340000 1235.23 <NA> ? ? ? ? ?100.18 ? ?100.74 ? ?99.36 ? ? ?99.85 ? ?13880000 99.85
Look at the appended data row under the last dated price..... Why so? Anyone else with the same problems out there? Best, Costas
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