[R-SIG-Finance] rMetrics

genx info at genetrix.se
Tue Jan 9 03:17:48 CET 2007


I am trying to download data off Yahoo finance utilizing the rMetrics
packages but all the example code including several other examples found in
the rMetrics PDFs fail. After a successful download of the data i get the
following error message:


trying URL
'http://chart.yahoo.com/table.csv?s=^DJI&a=0&b=1&c=1999&d=11&e=31&f=2000&x=.csv'
Content type 'text/csv' length unknown
opened URL
downloaded 31Kb

Read 504 items
Read 7 items
Error in if (sum(lt$sec + lt$min + lt$hour) == 0) isoFormat = "%Y-%m-%d" : 
        missing value where TRUE/FALSE needed


The .R code i am trying run looks like this (it's from the demo suite):

    # Settings:
    symbol = "^DJI"
    file = "DJI.CSV"
    source = "http://chart.yahoo.com/table.csv?"
    # 1.1.1999 - 31.12.2000
    # Note months count from 0 to 11 !
    query = paste("s=", symbol,"&a=0&b=1&c=1999&d=11&e=31&f=2000&x=.csv", 
        sep = "")
    ###
    
    # Download: 
    DJI = yahooImport(query, file, source, try = TRUE)
    head(DJI at data)
    ###
        
    # Direct data access as.timeSeries Object:
    DJI = as.timeSeries(yahooImport(query, file, source, try = TRUE)@data)
    class(DJI)
    head(DJI)
    tail(DJI)
    ###



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