[R-SIG-Finance] Newbie quantmod periodicity question

Brian G. Peterson brian at braverock.com
Thu Sep 10 23:24:19 CEST 2009


Everything I said below is correct, however, I suspect that you may not 
have considered that there is no way to go from daily data to hourly 
data....

You'll need to get higher-frequency data, see other posts on this list 
about using getQuote to get higher frequency data from Yahoo.

     - Brian

Brian G. Peterson wrote:
> Reinstall xts from R-Forge
>
> install.packages("xts",repos="http://r-forge.r-project.org")
>
> There was a bug in periodicity() that has now been fixed in the 
> R-forge version of xts.
>
> Cheers,
>
>    - Brian
>
> Andre Nathan wrote:
>> Hello
>>
>> I've just started using quantmod, and I have a question about how to
>> deal with intraday data. I'm using getSymbols() to get the data like
>> this:
>>
>>   getSymbols("GOOG", src = 'yahoo')
>>
>> I'm trying to plot an hourly barChart (for example, last 5 hours), but
>> I can't seem to get it to work, and all plots only have information up
>> to the last day. I believe this is because periodicity(GOOG) is daily,
>> but I can't find a way to convert this to hourly data. How can I do
>> that?
>>
>> Should I get the 15-minute data from yahoo manually instead of using 
>> getSymbols?
>>
>> Thanks,
>> Andre
>>
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>


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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