Alternatively, the US Treasury H-15 rates are available for automated download from the Fed's website, with a few days' delay. You can download a long historical dataset from the following: http://www.federalreserve.gov/datadownload/Choose.aspx?rel=H15 . and update the latest using a link at the following site: http://www.federalreserve.gov/datadownload/Download.aspx?rel=H15&series=bf17364827e38702b42a58cf8eaa3f78&filetype=csv&label=include&layout=seriescolumn&lastObs=7 Information about setting that up are at: http://www.federalreserve.gov/datadownload/help/default.htm#systems -----Original Message----- From: R-SIG-Finance [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of G See Sent: Sunday, October 11, 2015 9:18 PM To: Mahmoud Shammaa <mshammaa at uchicago.edu> Cc: r-sig-finance <r-sig-finance at r-project.org> Subject: Re: [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website It might be easier to work with the .xls file that you can download from a link on this page: http://www.federalreserve.gov/pubs/feds/2006/200628/200628abs.html hope it helps, Garrett
On Sun, Oct 11, 2015 at 5:02 PM, Mahmoud Shammaa <mshammaa at uchicago.edu> wrote:
Hello, Does anyone have any tips or suggestions regarding reading the rates that Gurkaynak, Sack and Wright are updating on this website: http://www.federalreserve.gov/econresdata/researchdata/feds200628_1.ht ml While I know how to scrape an html page the issue is that they have the pages going from oldest to newest so It is not easily apparent where the latest data is: As of right now it is on page 29... http://www.federalreserve.gov/econresdata/researchdata/feds200628_29.h tml . the problem is that this will change What is even more frustrating that if you go to http://www.federalreserve.gov/econresdata/researchdata/feds200628_30.h tml data exists but it is not clear in what sequence ... it seems to be draft data.. So I am not sure if anyone on this list has recommendations regarding unruly webpages .. Thanks, Mido Shammaa [[alternative HTML version deleted]]
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