[R-SIG-Finance] oanda and yahoo get.hist.quote

Gabor Grothendieck ggrothendieck at gmail.com
Mon Oct 15 00:53:11 CEST 2007


On 10/14/07, Dirk Eddelbuettel <edd at debian.org> wrote:
>
> On 14 October 2007 at 15:00, Alexander Moreno wrote:
> | Hi,
> |
> | I have S&P index data (^gspc) that I got from get.hist.quote from yahoo,
> | and fx data from the same function from Oanda.  The Oanda data has
> | 7-days, and the S&P data has 5.  Anyone know how to get them to match up
> | for the same time period?
>
> Start with
>
>        > install.packages("zoo")
>        > library(help=zoo)
>
> Zoo can download these for now and match them automagically.

If you want info on zoo I would start with the vignettes: vignette("zoo")
and vignette("zoo-quickref"). Also note that get.hist.quote, used for
downloading such data, is in tseries, not in zoo.  zoo can merge such
series: ?merge.zoo



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