Message-ID: <AANLkTim576BYS62zQDubEkGhnVUmOViBrFHLVS8vrYsQ@mail.gmail.com>
Date: 2010-12-16T14:32:41Z
From: Joshua Ulrich
Subject: getSymbols problem in quantmod
In-Reply-To: <4D0A2232.5030300@ath.forthnet.gr>
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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