[R-SIG-Finance] Retrieving latest day's data

[Joshua Ulrich]

Martin,

Have you had a look at getQuote in quantmod?

Best,
Josh
--
http://www.fosstrading.com



On Mon, Nov 16, 2009 at 5:27 PM, Martin Jenkins <mjenko at yahoo.com> wrote:
> Hi,
>
> I realise that this isn't a 100% R-SIG question and is probably a more general R question, but I think it is related, and when I sort it it is leading to an R-SIG question, so if I could ask you to bear with me.
>
> I'm trying to build my own trading model, to test out some strategies.  Part of this involves downloading the stcok market data and then processing it, i.e. running my model on it, using R-SIG to build graphs etc.  However using Yahoo the historical data is always one day behind.  To get around this I'm attempting to use a screen scraper utility, called PageScrape.  It's command line based, however I'm trying to use system() to call the screen scraper from within R.  The problem is that the screen scraper use regex and this causes unexpected symbol errors when I try to run it inside the system function.
>
> So, I can run the below inside a batch file, so can you if you download PageScraper:
> pscrape -u"http://uk.finance.yahoo.com/q/ta?s=AML.L&t=1y&l=off&z=l&q=b&p=&a=&c=" -e"Day's Range:</td><td class=.yfnc_tabledata1.>[0-9]+\.[0-9]+ - ([0-9]+\.[0-9]+)</td></tr>"
> pscrape -u"http://uk.finance.yahoo.com/q/ta?s=AML.L&t=1y&l=off&z=l&q=b&p=&a=&c=" -e"Day's Range:</td><td class=.yfnc_tabledata1.>([0-9]+\.[0-9]+) - [0-9]+\.[0-9]+</td></tr>"
> pscrape -u"http://uk.finance.yahoo.com/q/ta?s=AML.L&t=1y&l=off&z=l&q=b&p=&a=&c=" -e">Last Trade:</td><td class=.yfnc_tabledata1.><big><b>([0-9]+\.[0-9]+) p"
> pscrape -u"http://uk.finance.yahoo.com/q/ta?s=AML.L&t=1y&l=off&z=l&q=b&p=&a=&c=" -e"Open:</td><td class=.yfnc_tabledata1.>([0-9]+\.[0-9]+)</td></tr>"
> pscrape -u"http://uk.finance.yahoo.com/q/ta?s=AML.L&t=1y&l=off&z=l&q=b&p=&a=&c=" -e"Volume:</td><td class=.yfnc_tabledata1.>([0-9]+,[0-9]+,[0-9]+)</td></tr>"
> pause
>
> This is actually 4 lines, which will bring back the open, high, low and volume from the URL after -u.  The bit inside the () is what's returned.
>
> What I'm after is to convert this to:
>
> system('cmd /c "pscrape -u"http://uk.finance.yahoo.com/q/ta?s=AML.L&t=1y&l=off&z=l&q=b&p=&a=&c=" -e"Day's Range:</td><td class=.yfnc_tabledata1.>[0-9]+\.[0-9]+ - ([0-9]+\.[0-9]+)</td></tr>""')
>
> I've tried several attempts to get it working without any success.  If anyone here can help that would be terrific, and hopefully some of you may find it useful.
>
> Many thanks,
> Martin.
>
>
>
>
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>
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