[R-SIG-Finance] get data in quantmod

Rowe, Brian Lee Yung (Portfolio Analytics) B_Rowe at ml.com
Wed Feb 25 16:30:05 CET 2009


1: From the code for getSymbols.yahoo this appears to be hardcoded. The
parameter to set the series frequency on yahoo is 'g':

http://chart.yahoo.com/table.csv?s=FXP&a=0&b=01&c=2007&d=1&e=25&f=2009&g
=m&q=q&y=0&z=FXP&x=.csv - returns monthly

http://chart.yahoo.com/table.csv?s=FXP&a=0&b=01&c=2007&d=1&e=25&f=2009&g
=d&q=q&y=0&z=FXP&x=.csv - returns daily

Here is the code in getSymbols.yahoo:
        download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=",
            from.m, "&b=", sprintf("%.2d", from.d), "&c=", from.y,
            "&d=", to.m, "&e=", sprintf("%.2d", to.d), "&f=",
            to.y, "&g=d&q=q&y=0", "&z=", Symbols.name, "&x=.csv",
            sep = ""), destfile = tmp, quiet = !verbose)

Note the "&g=d" is hardcoded (at least in my versions 0.3-6, 0.3-7)

2: This has been asked before (see attached).

HTH,
Brian

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of BearXu
Sent: Wednesday, February 25, 2009 10:11 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] get data in quantmod


I have two questions about how to get data in quantmod
1)Yahoo Finance provide us with data in daily, weekly, monthly. When we
are
using getSymbols can we choose the time spectrum?

2)I want to download some Chinese Stock Data, So I use this command:
getSymbols("600089.SS"), but when I want to use command
barChart(600089.SS),
it's wrong. Maybe the problem is the name of the object "600089.SS". So
can
I give another name to the object from the getSymbols?

Thanks

	[[alternative HTML version deleted]]

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