[R] Yahoo data download problem

Neuro LeSuperHéros neuro3000 at hotmail.com
Fri Jun 16 16:03:18 CEST 2006


Hi, this is what you asked for.  You should consider transforming your ts 
data into something else as you get no column name or date in the basic 
form.

#Initialize empty table
closing <-NULL

#Downalod consituents since I don't have it on my comp
download.file("http://www2.standardandpoors.com/spf/csv/index/sp500.csv",
"c:/constituents.csv", "internal", quiet = FALSE, mode = "wb",cacheOK = 
TRUE)
constituents <-read.csv("c:/constituents.csv",header=TRUE,skip=2,as.is=TRUE)


for (i in constituents$Ticker) {
s<-yahoo.get.hist.quote(instrument = sub("\\.","\\-",i),
destfile = paste(i, ".csv", sep = ""), start="1996-01-01",
end="2006-06-16", quote = c("Close"), adjusted =
TRUE, download = TRUE, origin = "1970-01-01", compression = "d")
closing  <-cbind.ts(closing ,s)
}

write.csv(closing,"c:/yahoooutput.csv")

Neuro

>From: SUMANTA BASAK <r_econometrics at yahoo.co.in>
>To: Petr Pikal <petr.pikal at precheza.cz>, R HELP <r-help at stat.math.ethz.ch>
>Subject: Re: [R] Yahoo data download problem
>Date: Fri, 16 Jun 2006 12:10:31 +0100 (BST)
>
>Hi Petr,
>
>Thanks for the solution. But my problem is still there. I have 500 company 
>names in a single column in an excel sheet of S&P 500 index. I need to call 
>all those compnies in a 'for' loop and write that whole dataset into a text 
>file. I've developed the following one, but the problem is getting all 
>those company names in a vector.
>
>h<-c("GE","MMM")
>s<-matrix(0,3818,2)
>for  (i in 1:2)
>{
>s[,i]<-yahoo.get.hist.quote(instrument = h[i], destfile = paste(h[i], 
>".csv", sep = ""), start="1996-01-01",
>                      end="2006-06-16", quote = c("Close"), adjusted = 
>TRUE, download = TRUE, origin = "1970-01-01",
>                      compression = "d")
>write.csv(s,file="Z:/yahoo.out.csv")
>}
>
>Here i have taken only two compnies. But i want to fetch all the company 
>names and put them in a vector so that i can call them in a 'for' loop. 
>Please guide.
>
>Thanks,
>Sumanta Basak.
>
>Petr Pikal <petr.pikal at precheza.cz> wrote: Hi
>
>
>On 16 Jun 2006 at 8:52, SUMANTA BASAK wrote:
>
>Date sent:       Fri, 16 Jun 2006 08:52:22 +0100 (BST)
>From:            SUMANTA BASAK
>To:              R HELP ,
>  r-sig-finance-request at stat.math.ethz.ch
>Subject:         [R] Yahoo data download problem
>
> > Hi all R-Experts,
> >
> > I'm facing one problem in yahoo data downloading. I'm suing Windows
> > XP, R 2.2.0, and i'm using yahoo.get.hist.quote function to download
> > data. I need 500 companies of S&P index daily 'closing price' data for
> > last ten years. My questions are:
> >
> > 1) I have all the ticker names of S&P 500 companies in a .csv format.
> > I'm reading those names in R and they are coming as data.frame object.
> > How can i change this to a vector?
>
>df<-data.frame(x=sample(letters,10))
>
>  as.vector(df$x)
>  [1] "g" "b" "p" "u" "r" "q" "j" "h" "o" "k"
> >
>
>HTH
>Petr
>
>
> >
> > 2) How can i get all companies data downloaded using a simple "for"
> > loop?
> >
> > I'm using the following function for a single stock data.
> >
> >
> > library(gdata)
> > s<-yahoo.get.hist.quote(instrument = "mo", destfile = paste("mo",
> > ".csv", sep = ""), start="1996-01-01",
> >                      end="2006-06-16", quote = c("Close"), adjusted =
> >                      TRUE, download = TRUE, origin = "1970-01-01",
> >                      compression = "d")
> >
> >
> > Thanks,
> > Sumanta Basak.
> >
> >
> > ---------------------------------
> >
> >
> >  [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide!
> > http://www.R-project.org/posting-guide.html
>
>Petr Pikal
>petr.pikal at precheza.cz
>
>
>
>
>---------------------------------
>
>
>	[[alternative HTML version deleted]]
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
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