[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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