[R-sig-finance] Reading Foreign Exchange XML Data

[Dirk Eddelbuettel]

Charles,

On Fri, Nov 05, 2004 at 06:39:58PM -0500, Charles and Kimberly Maner wrote:
>  
> Hi all.  Does anyone know of an R package which reads and dynamically
> creates an R data object, (e.g., dataframe, ts, its object), from the
> foreign exchange data posted on the Fed Reserve Bank of New York website,
> http://www.ny.frb.org/xml/fx.html?  Currently, I'm parsing it using a
> sed/vim script to create a CSV file then importing it into R using read.csv.
> I've a hunch there's an easier way but am yet to come across one.  Any help
> would be appreciated.

If it were xml, you could try the xml packages from CRAN. If it isn't, then
I'm afraid I do not know of de-html-ifier in R. Perl has some things at
CPAN, but I have no idea how robust these scrapers are.

Hth, Dirk

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