[R-SIG-Finance] Newbie quantmod periodicity question
andrenth at gmail.com
Fri Sep 11 00:13:14 CEST 2009
Oh... I thought the data was actually higher frequency and daily was
just a quantmod default...
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
>> There was a bug in periodicity() that has now been fixed in the R-forge
>> version of xts.
>> - Brian
>> Andre Nathan wrote:
>>> 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
>>> 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
>>> Should I get the 15-minute data from yahoo manually instead of using
>>> R-SIG-Finance at stat.math.ethz.ch mailing list
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> Brian G. Peterson
> Ph: 773-459-4973
> IM: bgpbraverock
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