[R-SIG-Finance] get historical quote

Jeff Ryan jeff.a.ryan at gmail.com
Thu Sep 11 14:54:00 CEST 2008


More hints might be available if you worked up an example yourself (in
pseudocode???) before asking the list to do the same.

You could aggregate to daily data using to.daily in the 'xts' package.
 This would remove the time element (assuming you have one, once again
an example of two from you would help).

Jeff

>
> Then, I need to indicate a time stamp as I want a daily close of all markets
> in the same time, otherwise returns won't be comparable. I have no idea how
> to indicate this.
>

-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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