[R-SIG-Finance] quantmod getSymbols

Jeff Ryan jeff.a.ryan at gmail.com
Sun May 31 04:35:10 CEST 2009


Khanh,

To follow up to the list with the solution.

This is a (bad) result of ordering an xts object that is read in in
non-ascending time order.

xts has been patched on R-forge now to properly handle this.

Thanks for the report!

Jeff

On Fri, May 29, 2009 at 3:21 PM, Khanh Nguyen <knguyen at cs.umb.edu> wrote:
> Hi,
>
> I downloaded a yahoo.csv file for Yahoo from Yahoo Finance. It has this format
>
> Date,Open,High,Low,Close,Volume,Adj Close
> 2009-05-28,141.65,145.29,139.29,144.65,14803100,144.65
> 2009-05-27,142.22,145.49,140.01,140.01,16696900,140.01
> 2009-05-26,134.61,142.07,134.61,142.05,13768700,142.05
> 2009-05-22,137.78,138.99,136.05,136.35,9058400,136.35
> 2009-05-21,134.05,139.45,133.92,137.16,16135500,137.16
> ...
>
> when I try to read it to quantmod, I got
>
>> getSymbols("yahoo", src="csv")
> Error in `[.data.frame`(x, indx) : undefined columns selected
>
> What am I missing? Thanks.
>
> -k
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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