[R-SIG-Finance] data manipulation to for quantmod function

G See gsee000 at gmail.com
Wed Jan 11 16:27:33 CET 2012


There is a getSymbols.Bloomberg method.  It's just commented out
because it is not platform independent.

Look here:
https://r-forge.r-project.org/scm/viewvc.php/*checkout*/pkg/R/getSymbols.R?revision=572&root=quantmod

-Garrett


On Wed, Jan 11, 2012 at 9:03 AM, julien cuisinier
<j_cuisinier at hotmail.com> wrote:
>
> Hi,
>
>
> As you can see from latest quantmod package doc there is no such function, up to the developer to say if they intend to do one.
>
> RBloomberg will be your way to access BBG data from R... Then convert the data object is uses (I am not familiar with it) into an xts object quantmod (& the subsequent tools such as quantstrat) can read / use
>
> Thanks to update the list with your findings - especially if I am wrong
>
>
> Rgds,
> Julien
>
>
>
> From: yuanhangw.sg at gmail.com
> Date: Wed, 11 Jan 2012 22:48:59 +0800
> To: r-sig-finance at r-project.org
> Subject: Re: [R-SIG-Finance] data manipulation to for quantmod function
>
> Hi,
>
>    Not sure if this is the right way to seek assistance, but I'm looking
> for an implementation of getSymbols.bloomberg , could anyone direct me to
> the right place?
>
>
>
> Regards,
> Yuanhang
>
> On Wed, Jan 11, 2012 at 5:22 PM, julien cuisinier
> <j_cuisinier at hotmail.com>wrote:
>
>>
>> Hi,
>>
>>
>> Always nice to have a name on those email.
>>
>> quantmod "format" is xts format, you might try as.xts but i guess you will
>> need to give it all the needed columns to fit the XTS object
>>
>> OR use quantmod getSymbols function to download the data straight into the
>> right format if possible
>>
>>
>> HTH,
>> Julien
>>
>>
>>
>> > From: ktdservices01 at gmail.com
>> > To: r-sig-finance at r-project.org
>> > Date: Tue, 10 Jan 2012 22:30:33 -0600
>> > Subject: [R-SIG-Finance] data manipulation to for quantmod function
>> >
>> > I need some help with data manipulation so I can use quantmod.
>> >
>> > I have a data frame with three columns: time, price, volume.  This
>> > data frame is all the trades of a product for about 15 days.  What I
>> > want to do is modify the data so that it is in a format that quantmod
>> > can read.  Quantmod needs data to be in columns: Open, High, Low,
>> > Close, and Volume.
>> >
>> > I wanted to see if anyone had some suggestions to easily modify the
>> > data into the quantmod format.
>> >
>> > Quantmod: http://www.quantmod.com/
>> > Data (.csv, 21.67KB) can be downloaded at
>> http://www.mediafire.com/?fyunce685ekuyo3
>> >       [[alternative HTML version deleted]]
>> >
>> > _______________________________________________
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>
>
>
> --
> 事在人為。
>
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>
>
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