[R-SIG-Finance] Downloading Real Time Data from FRED (fImport/fredSeries)

[Brian G. Peterson]

Costas Vorlow wrote:
> Dear Brian,
>
> Thanks. I tried to download data from FRED via quantmod (BTW excellent 
> package) but I can't. It returns empty time series (unlike the GS 
> Yahoo example). Is there something wrong? (using 2.9.2 R).
>
I have no idea, as you didn't provide a reproducible example (see 
posting guide or http://catb.org/~esr/faqs/smart-questions.html)

Also, please keep replies on-list, so everyone can benefit from what you 
discover or create.

Regards,

    - Brian

> 2010/1/8 Brian G. Peterson <brian at braverock.com 
> <mailto:brian at braverock.com>>
>
>     Research wrote:
>
>         Hi,
>
>         I was looking at the API for ALFRED:
>
>           http://api.stlouisfed.org/docs/fred/realtime_period.html
>           http://api.stlouisfed.org/docs/fred/series_release.html
>
>         ALFRED is like FRED but provides us with real-time data, i.e.,
>         data for macroeconomic variables as they were originaly
>         announced (released) and not the revised (finalised) data
>         which FRED contains. These are useful for real-time
>         econometric applications.
>
>         I was wondering, how can one use the existing
>         routines/packages that access FRED, to access ALFRED.
>
>         >From what I have checked so far,  the mnemonics appear to be
>         the same on FRED and ALFRED for the same series (say PAYMES
>         for non-farm payrolls).
>
>
>     I haven't used the fImport function, but quantmod has a similar
>     function, so I'll use that in my examople on modifying, the
>     details should be quite similar.
>
>     look at function:
>
>     getSymbols.FRED
>
>     copy this to function getSymbols.ALFRED
>
>     modify it to include a parameter for the api key, or better yet
>     register one for the project.
>     then modify the line starting with download.file to reflect the
>     new required URL. While the Symbol may be the same, the url is
>     clearly different
>
>     test and share with the community
>
>     Regards,
>
>      - Brian
>
>     -- 
>     Brian G. Peterson
>     http://braverock.com/brian/
>     Ph: 773-459-4973
>     IM: bgpbraverock
>
>
>


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock