[R-SIG-Finance] money market rates download: get.hist.quote

jeff.a.ryan at gmail.com jeff.a.ryan at gmail.com
Wed Sep 5 21:42:27 CEST 2007

Look at package:quantmod - www.quantmod.com, specifically getSymbols.FRED. Single command access to about 11000 macro series from the Federal Reserve.  Not 100% what your aiming for - but if you know a source that is readliy parsable - tell me - I'll make getSymbols work for it.

Rmetrics had some economagic access - but I have found economagic to be more than a little irratating as you need to parse out the data from nice HTML.

FRED is free and nice.

Sent via BlackBerry from T-Mobile

-----Original Message-----
From: "Alexander Moreno" <alexander.f.moreno at gmail.com>

Date: Wed, 5 Sep 2007 14:12:35 
To:r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] money market rates download: get.hist.quote


I'm wondering how I can download historical money market rates, i.e. libor,
sovereign debt (from a variety of countries) directly into R using the
get.hist.quote or other function.  Any help would be much appreciated.


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