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

[Bernd Stampfl]

Ok, tried to install the bnlearn package.

Got the message: 
package 'bnlearn' successfully unpacked and MD5 sums checked
updating HTML package descriptions

Seems to be a bit different. But anyways. My host-software seems to be a bit
weird.

Bernd




Bernd Stampfl wrote:
> 
> 
> Hi Jeff,
> just tried to install the quandmod package. But unfortunately I got the
> error message:
> 
> package 'quantmod' successfully unpacked and MD5 sums checked
> Warning: unable to move temporary installation
> 'C:\Data\R\R-2.5.1\library\file14291417\quantmod' to
> 'C:\Data\R\R-2.5.1\library\quantmod'
> updating HTML package descriptions
> 
> And nothing happened. Any idea why this happens?
> 
> Cheers, Bernd
> 
> 
> 
> Jeff Ryan wrote:
>> 
>> If you need 7 day data - skip this.  If you want data to match
>> weekdays - available from the St. Louis Fed's FRED system are Daily
>> Exchange Rates that have dates that match standard trading days in the
>> US - rates as of noon if I remember correctly...
>> 
>> Using quantmod:
>> 
>>>library(quantmod)
>>>getSymbols("^GSPC",src="yahoo",from="1999-01-04")
>>>getSymbols("DEXUSEU",src="FRED")
>>>showSymbols()
>> GSPC DEXUSEU
>> "yahoo" "FRED"
>> 
>>>all.data <- cbind(GSPC,DEXUSEU)  # through the magic of zoo
>>>all.data
>>            GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume
>> GSPC.Adjusted
>> 1999-01-04   1229.23   1248.81  1219.10    1228.10   877000000      
>> 1228.10
>> 1999-01-05   1228.10   1246.11  1228.10    1244.78   775000000      
>> 1244.78
>> 1999-01-06   1244.78   1272.50  1244.78    1272.34   986900000      
>> 1272.34
>> 1999-01-07   1272.34   1272.34  1257.68    1269.73   863000000      
>> 1269.73
>> 1999-01-08   1269.73   1278.24  1261.82    1275.09   937800000      
>> 1275.09
>> 1999-01-11   1275.09   1276.22  1253.34    1263.88   818000000      
>> 1263.88
>>            DEXUSEU
>> 1999-01-04  1.1812
>> 1999-01-05  1.1760
>> 1999-01-06  1.1636
>> 1999-01-07  1.1672
>> 1999-01-08  1.1554
>> 1999-01-11  1.1534
>> 
>> ....
>> 
>> The downside is that, at present, the FX data is *not* fetched with a
>> 'from' or 'to' argument - so you get the full record from FRED.  The
>> default for yahoo data with getSymbols is only from 2007 onward - so I
>> conveniently fetched matching time periods for both data.
>> 
>> If you want to get rid of non-matching dates na.omit(all.data) works
>> well.
>> 
>> Anyway, my 2 cents.
>> 
>> quantmod is on CRAN and at http://www.quantmod.com
>> 
>> There are many other data methods implemented for getSymbols as well
>> (database and local files), with many more planned (including oanda,
>> economagic, and some others...) in the coming weeks.
>> 
>> St.Louis Fed is at: http://research.stlouisfed.org/fred2/
>> 
>> Jeff Ryan
>> 
>> On 10/14/07, Alexander Moreno <alexander.f.moreno at gmail.com> 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?
>>>
>>> Best,
>>> Alex
>>>
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>> 
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> 
> 

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