[R] get.hist.quote - is great, but am I missing something?

Gabor Grothendieck ggrothendieck at myway.com
Wed Mar 3 13:45:00 CET 2004


Here are a number of options:

plotOHLC(x)   # in tseries package

or 

require(chron)
x <- get.hist.quote( your.symbol, origin = chron(0) )
tt <- chron( time( x ) )
plot(tt, x[,"Close"])

or

# using tt and x just calculated
require(zoo)
plot(zoo(x,tt))

or 

see Giles' post on his its package


---
Date:   Wed, 3 Mar 2004 15:25:14 +0530 
From:   Ajay Shah <ajayshah at mayin.org>
To:   r-help <r-help at stat.math.ethz.ch> 
Subject:   [R] get.hist.quote - is great, but am I missing something? 

 
I find it's just great to be able to say:

library(tseries)
x <- get.hist.quote(instrument="ongc.ns")

and it gets a full time-series of the stock price of the symbol
ongc.ns from Yahoo quote.

However, once my hopes have been raised by such beauty :-) I get
disappointed when I do

> plot(x)

and the annotation is horrible! The x axis is not labelled as
dates. The default plot method for get.hist.quote should be better,
no?

I was not able to understand the object returned by get.hist.quote. If
I say:

> summary(x)
Open High Low Close 
Min. : 397.0 Min. : 407.3 Min. :395.1 Min. :398.4 
1st Qu.: 494.2 1st Qu.: 501.4 1st Qu.:482.7 1st Qu.:490.4 
Median : 614.9 Median : 622.7 Median :600.7 Median :610.0 
Mean : 615.6 Mean : 627.1 Mean :599.7 Mean :611.9 
3rd Qu.: 690.5 3rd Qu.: 707.4 3rd Qu.:676.2 3rd Qu.:691.5 
Max. :1000.0 Max. :1000.0 Max. :930.0 Max. :944.9 
NA's : 88.0 NA's : 88.0 NA's : 88.0 NA's : 88.0 

there is no mention of a 'time' variable. And, I'm unable to extract
(say) a vector of closing prices - e.g. if I say:

> closingprices <- x$Close
> print(closingprices)
NULL

I guess I'm not understanding the object that get.hist.quote makes. In
general, what are R facilities for discovering what a given object is?

-- 
Ajay Shah Consultant
ajayshah at mayin.org Department of Economic Affairs
http://www.mayin.org/ajayshah Ministry of Finance, New Delhi




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