[R-SIG-Finance] Futures prices in quantmod?

[Konrad Hoppe]

Hi Guillaume,

I tried a future from the first site you presented below. And you can load
futures prices in the same way you use for "normal" assets:

from.dat <- as.Date("01/01/03", format="%m/%d/%y")
to.dat <- as.Date(Sys.Date(), format="%m/%d/%y")

getSymbols("^XAU", src="yahoo", from = from.dat, to = to.dat)

regards
Konrad

-----Ursprüngliche Nachricht-----
Von: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] Im Auftrag von Guillaume
Yziquel
Gesendet: Montag, 7. Dezember 2009 23:13
An: R-Finance
Betreff: [R-SIG-Finance] Futures prices in quantmod?

Hello.

I was wondering if there was a way for quantmod's getSymbols to retrieve 
prices for futures. Some information seems available on yahoo, for instance:

http://finance.yahoo.com/futures?t=indices

http://download.finance.yahoo.com/d/quotes.csv?s=%5EDJS2&f=sl1d1t1c1ohgv&e=.
csv

So is it possible to do it with quantmod?

All the best,

-- 
      Guillaume Yziquel
http://yziquel.homelinux.org/

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