[R-SIG-Finance] Mulitple FI Sources

[Brian G. Peterson]

With a little work, you could get things working for different symbols
to come from different data sources.  Others have been able to make this
work, though I haven't done it.  We've talked about exposing
functionality to make it easier to specify data source *by symbol* by
looking at data source properties stored with each instrument.

However, we've never contemplated having different data sources for the
same symbol.  

Patches Welcome.

Regards,

   - Brian

On Wed, 2011-12-28 at 14:37 -0600, Mark Harrison wrote:
> I am using R and RStudio versions 2.13.1 and 0.94.106 respectively.
> I am using Financial Instrument and everything is working for a single data
> source.  I have my Rprofile file setup to load packages, define my
> instruments, and set my symbol lookup souce.
> 
> # packages to load at startup
> library(quantmod)
> library(fTrading)
> 
> # currencies defined
> 
> currency("USD")
> currency("GBP")
> 
> # now exchange rates
> 
> # British Pound Rates
> exchange_rate("GBPUSD","GBP","USD")
> 
> # Set symbol lookups
> setSymbolLookup.FI("HistFX", storage_method="rda")
> 
> Once I start R or RStudio everything loads and I can run the following and
> everything works:
> getSymbols.FI("GBPUSD")
> 
> This all works for a single data source but I have multiple data sources or
> data sets that I would like to access and would like to put everything in
> my RProfile but I have yet to figure out how to make it work.
> 
> For example, I have a series of historical data files that I got from a
> vendor who is not my broker.  So I want to keep my historical data files
> separate in one directory 'HistFX' and any data I get from my broker in a
> separate folder called 'Broker' for example.
> 
> So the directories might look like:
> 
> C:\Documents\HistFX\GBPUSD
> C:\Documents\Broker\GBPUSD
> 
> I tried adding multiple lines to my RProfile with for each source but it
> looks like the last line read in is the 'live' one.  I even tried adding
> 'src=' to try and distinguish one from the other
> setSymbolLookup.FI("HistFX", storage_method="rda")
> setSymbolLookup.FI("Broker", storage_method="rda")
> 
> setSymbolLookup.FI("HistFX", storage_method="rda", src="hist")
> setSymbolLookup.FI("Broker", storage_method="rda", src='broker")
> 
> I realize the simplest solution would be to just add a setSymbolLookup.FI
> command to any script I use pointing to the data I want to use - i.e.
> historical or broker - but like I said I was trying to do this in the
> RProfile.
> 
> Any help would be appreciated.
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock