[R-SIG-Finance] Newbie quantmod periodicity question

[Andre Nathan]

Oh... I thought the data was actually higher frequency and daily was
just a quantmod default...

Thanks Brian.

Best,
Andre

On Thu, Sep 10, 2009 at 6:24 PM, Brian G. Peterson <brian at braverock.com> wrote:
> 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
>
>