[R-SIG-Finance] yahooSeries - how to access the date field?

Jeff Ryan jeff.a.ryan at gmail.com
Mon Jul 7 03:40:58 CEST 2008


An alternate method that offers a bit of simplicity for plotting -- as
well as the use of true time-indexing:

library(quantmod)

getSymbols("^NDX;UYG", from='2006-01-01')

# will load 2 objects - NDX and UYG into your environment

# then you can plot any component by selecting the column, or
alternately the whole OHLCV series:

plot(NDX) #plots the Open, and a warning :)
plot(as.zoo(NDX)) # plots O,H,L,C,V


plot(Cl(UYG))  # plots the Close


# or

barChart(NDX)
candleChart(UYG)

See http://www.quantmod.com/examples for some additional quantmod
tools that may be of use.

HTH
Jeff

On Sun, Jul 6, 2008 at 7:51 PM, bina <binabina at bellsouth.net> wrote:
> hello, extracting data sets from the yahooSeries function, see below.  I
> return a data frame successfully, however how do i access the date
> field.  When viewing the structure i don't see the field, but using head
> i do see the date field.
>
> Can someone provide me some example plot code to plot the data in a time
> series format, with the dates going across the X axis labels?
> -zubin
>
>
>
> zdata <-     yahooSeries(symbols = c("^NDX","UYG"), from = '2006-01-01',
> to = '2008-07-06', quote = c("Open", "High", "Low", "Close",
>     "Volume"), aggregation = c("d"), returnClass = c("data.frame"))
>
> str(zdata)
> 'data.frame':    653 obs. of  10 variables:
>  $ X.NDX.Open  : num  1654 1684 1698 1718 1734 ...
>  $ X.NDX.High  : num  1687 1697 1708 1736 1745 ...
>  $ X.NDX.Low   : num  1634 1682 1697 1711 1730 ...
>  $ X.NDX.Close : num  1680 1696 1705 1735 1742 ...
>  $ X.NDX.Volume: num  2.00e+09 1.88e+09 1.89e+09 2.23e+09 1.95e+09 ...
>  $ UYG.Open    : num  NA NA NA NA NA NA NA NA NA NA ...
>  $ UYG.High    : num  NA NA NA NA NA NA NA NA NA NA ...
>  $ UYG.Low     : num  NA NA NA NA NA NA NA NA NA NA ...
>  $ UYG.Close   : num  NA NA NA NA NA NA NA NA NA NA ...
>  $ UYG.Volume  : num  NA NA NA NA NA NA NA NA NA NA ...
>
> head(zdata)
>           X.NDX.Open X.NDX.High X.NDX.Low
> 2006-01-03    1654.39    1686.59   1633.62
> 2006-01-04    1684.05    1696.83   1681.85
> 2006-01-05    1697.80    1707.71   1697.33
> 2006-01-06    1718.17    1735.50   1710.86
> 2006-01-09    1734.50    1745.12   1729.60
> 2006-01-10    1732.25    1744.47   1730.25
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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