[R-SIG-Finance] Extracting data from google.finance: getSymbols

[Db]

#Extracting data
require(quantmod)
various.symbols
<-c("RDY","HDB","IBN","INFY","MTE","PTI","REDF","SIFY","SLT","TCL","TTM","WIT","WNS")

mv <- function(symbol,fromd){
    setSymbolLookup(ASTOCK=list(src="google",from=fromd,name=symbol))
    getSymbols("ASTOCK")
    liquidity <- ASTOCK[,5]
    res <- aggregate(liquidity,as.yearmon,mean)
    print(res)
    return(res)
    }


start.date="2002-01-01"
dat <- mv("RDY",start.date)
colnames(dat) <- various.symbols[1]

for(i in 2:length(various.symbols)){
  cat("Working on:",various.symbols[i],"\n")
  datu <- mv(various.symbols[i],start.date)
  colnames(datu) <- various.symbols[i]
  dat <- cbind(dat,datu,all=TRUE)
  }


# Results

tail(dat)

#########  Monthly Average Volume
###########################################





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