Hello
I've just started using quantmod, and I have a question about how to
deal with intraday data. I'm using getSymbols() to get the data like
this:
getSymbols("GOOG", src = 'yahoo')
I'm trying to plot an hourly barChart (for example, last 5 hours), but
I can't seem to get it to work, and all plots only have information up
to the last day. I believe this is because periodicity(GOOG) is daily,
but I can't find a way to convert this to hourly data. How can I do
that?
Should I get the 15-minute data from yahoo manually instead of using getSymbols?
Thanks,
Andre
Newbie quantmod periodicity question
4 messages · Andre Nathan, Brian G. Peterson
Reinstall xts from R-Forge
*|install.packages("xts",repos="http://r-forge.r-project.org")|*
There was a bug in periodicity() that has now been fixed in the R-forge
version of xts.
Cheers,
- Brian
Andre Nathan wrote:
Hello
I've just started using quantmod, and I have a question about how to
deal with intraday data. I'm using getSymbols() to get the data like
this:
getSymbols("GOOG", src = 'yahoo')
I'm trying to plot an hourly barChart (for example, last 5 hours), but
I can't seem to get it to work, and all plots only have information up
to the last day. I believe this is because periodicity(GOOG) is daily,
but I can't find a way to convert this to hourly data. How can I do
that?
Should I get the 15-minute data from yahoo manually instead of using getSymbols?
Thanks,
Andre
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock
Everything I said below is correct, however, I suspect that you may not
have considered that there is no way to go from daily data to hourly
data....
You'll need to get higher-frequency data, see other posts on this list
about using getQuote to get higher frequency data from Yahoo.
- Brian
Brian G. Peterson wrote:
Reinstall xts from R-Forge
install.packages("xts",repos="http://r-forge.r-project.org")
There was a bug in periodicity() that has now been fixed in the
R-forge version of xts.
Cheers,
- Brian
Andre Nathan wrote:
Hello
I've just started using quantmod, and I have a question about how to
deal with intraday data. I'm using getSymbols() to get the data like
this:
getSymbols("GOOG", src = 'yahoo')
I'm trying to plot an hourly barChart (for example, last 5 hours), but
I can't seem to get it to work, and all plots only have information up
to the last day. I believe this is because periodicity(GOOG) is daily,
but I can't find a way to convert this to hourly data. How can I do
that?
Should I get the 15-minute data from yahoo manually instead of using
getSymbols?
Thanks,
Andre
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock
Oh... I thought the data was actually higher frequency and daily was just a quantmod default... Thanks Brian. Best, Andre
On Thu, Sep 10, 2009 at 6:24 PM, Brian G. Peterson <brian at braverock.com> wrote:
Everything I said below is correct, however, I suspect that you may not have considered that there is no way to go from daily data to hourly data.... You'll need to get higher-frequency data, see other posts on this list about using getQuote to get higher frequency data from Yahoo. ? ?- Brian Brian G. Peterson wrote:
Reinstall xts from R-Forge
install.packages("xts",repos="http://r-forge.r-project.org")
There was a bug in periodicity() that has now been fixed in the R-forge
version of xts.
Cheers,
? - Brian
Andre Nathan wrote:
Hello
I've just started using quantmod, and I have a question about how to
deal with intraday data. I'm using getSymbols() to get the data like
this:
?getSymbols("GOOG", src = 'yahoo')
I'm trying to plot an hourly barChart (for example, last 5 hours), but
I can't seem to get it to work, and all plots only have information up
to the last day. I believe this is because periodicity(GOOG) is daily,
but I can't find a way to convert this to hourly data. How can I do
that?
Should I get the 15-minute data from yahoo manually instead of using
getSymbols?
Thanks,
Andre
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
-- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock