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

Joshua Ulrich josh.m.ulrich at gmail.com
Tue Dec 8 00:08:26 CET 2009


>
> Perhaps yahoo's policy prevents from downloading the Dow Jones Industrial
> Average, but not less common futures... (getQuote works fine though, so I'm
> a bit surprised).
>
> Anyone knows, or knows how to know?
>

^DJC and ^XAU have historical data, thus you can retrieve their data
with getSymbols.
http://finance.yahoo.com/q/hp?s=^DJC
http://finance.yahoo.com/q/hp?s=^XAU

Most other futures symbols on this page
http://finance.yahoo.com/futures?t=indices
do not have historical data, so you're limited to what you can
retrieve with getQuote.  For example:
http://finance.yahoo.com/q/hp?s=^DJS2

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

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



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