[R-SIG-Finance] [R-sig-finance] How to read minutes data from csv files with getSymbol in quantmod?
Wind2
windspeedo at qq.com
Tue Nov 25 03:14:58 CET 2008
The read.zoo method is just as simple and useful as getSymbols. It's what I
need.
Thanks Gabor. Thanks Simon.
Regards,
Wind
Gabor Grothendieck wrote:
>
> A workaround would be to use read.zoo directly. Try this:
>
> z <- read.zoo("/tmp2/testeuro.csv", header = TRUE, sep = ",", tz = "")
>
> If you use POSIXct you may wish to set your session to "GMT" to avoid time
> zone problems.
>
> Sys.setenv(TZ = "GMT")
>
> or use chron which has no time zones in the first place:
>
> library(chron)
> z <- read.zoo("/tmp2/testeuro.csv", header = TRUE, sep = ",", FUN =
> as.chron)
>
>
> 2008/11/24 Wind <windspeedo at qq.com>:
>> The following code could read the csv file but the time is trimmed to
>> Dates.
>> Any way we could read minutes data from csv as easy as getSymbols?
>> Thanks.
>>
>> Codes:
>> require(quantmod)
>> getSymbols('EURO1',src="csv",dir="d:/datacenter/dataexchange")
>>
>> Output:
>>> EURO1[1:5]
>> EURO1.Open EURO1.High EURO1.Low EURO1.Close EURO1.Volume
>> EURO1.Adjusted
>> 2008-11-11 1.25490 1.25495 1.25410 1.25440 0
>> 0
>> 2008-11-11 1.25525 1.25555 1.25490 1.25490 0
>> 0
>> 2008-11-11 1.25665 1.25665 1.25525 1.25525 0
>> 0
>> 2008-11-11 1.25725 1.25725 1.25655 1.25665 0
>> 0
>> 2008-11-11 1.25735 1.25775 1.25715 1.25725 0
>> 0
>> Warning message:
>> In zoo(rval, x.index[i]) :
>> some methods for "zoo" objects do not work if the index entries in
>> 'order.by' are not unique
>>>
>>
>> Contents of d:/datacenter/dataexchange/EURO1.csv
>>
>> "","Open","High","Low","Close","Volum","Adjusted"
>> "2008/11/14 22:57:00",1.272625,1.27345,1.27225,1.272775,0,0
>> "2008/11/14 22:56:00",1.2709,1.27265,1.27075,1.27265,0,0
>> "2008/11/14 22:55:00",1.268925,1.27115,1.268925,1.27085,0,0
>> "2008/11/14 22:54:00",1.269275,1.269375,1.268725,1.268925,0,0
>> "2008/11/14 22:53:00",1.26975,1.269775,1.26915,1.26925,0,0
>> "2008/11/14 22:52:00",1.27005,1.27035,1.26955,1.269725,0,0
>> "2008/11/14 22:51:00",1.27055,1.27055,1.26975,1.270025,0,0
>> "2008/11/14 22:50:00",1.2704,1.27075,1.270225,1.27055,0,0
>> "2008/11/14 22:49:00",1.26995,1.27055,1.26965,1.270375,0,0
>> "2008/11/14 22:48:00",1.26955,1.26995,1.26885,1.269925,0,0
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