[R-SIG-Finance] Commodity prices

G See gsee000 at gmail.com
Thu Mar 8 03:08:22 CET 2012


Look in the FinancialInstrument package in the directory
FinancialInstrument/inst/parser the following files:
download.tblox.R
download.pitrader.R
download.goldPrices.R
https://r-forge.r-project.org/scm/viewvc.php/pkg/FinancialInstrument/inst/parser/?root=blotter

Below is an example of getting "CL" and "GC" data from tradingblox.com

Garrett

> source("http://r-forge.r-project.org/scm/viewvc.php/*checkout*/pkg/FinancialInstrument/inst/parser/download.tblox.R?root=blotter")
> getSymbols(c("CL", "GC"), src='tblox')
trying URL 'http://www.tradingblox.com/Data/DataOnly.zip'
Content type 'application/zip' length 3865871 bytes (3.7 Mb)
opened URL
==================================================
downloaded 3.7 Mb

[1] "CL" "GC"
> tail(CL)
           CL.Adj.Open CL.Adj.High CL.Adj.Low CL.Adj.Close CL.Volume CL.OpInt
2012-02-28      109.17      109.45     107.15       107.49    614103  1517833
2012-02-29      107.54      108.39     105.71       107.86    691115  1543447
2012-03-01      107.77      110.25     107.10       109.19    864500  1563716
2012-03-02      109.17      109.30     106.83       107.71    625949  1559219
2012-03-05      107.42      108.19     106.32       107.83    511740  1560593
2012-03-06      108.10      108.10     106.13       106.44    737509  1560593
           CL.ExpMth CL.Unadj.Close
2012-02-28    201212         107.49
2012-02-29    201212         107.86
2012-03-01    201212         109.19
2012-03-02    201212         107.71
2012-03-05    201212         107.83
2012-03-06    201212         106.44
> tail(GC)
           GC.Adj.Open GC.Adj.High GC.Adj.Low GC.Adj.Close GC.Volume GC.OpInt
2012-02-28      1770.2      1792.7     1767.0       1788.4    172415   479044
2012-02-29      1786.2      1792.3     1688.4       1711.3    366754   461741
2012-03-01      1695.6      1727.3     1695.1       1722.2    259338   456944
2012-03-02      1719.7      1725.4     1705.4       1709.8    163519   446068
2012-03-05      1712.4      1718.0     1694.4       1703.9    176224   444415
2012-03-06      1707.4      1709.8     1663.4       1672.1    251061   444415
           GC.ExpMth GC.Unadj.Close
2012-02-28    201204         1788.4
2012-02-29    201204         1711.3
2012-03-01    201204         1722.2
2012-03-02    201204         1709.8
2012-03-05    201204         1703.9
2012-03-06    201204         1672.1
>


On Wed, Mar 7, 2012 at 7:58 PM, Belmont <belmont.lounge at yahoo.com> wrote:
> Is anyone aware of a free source for commodity prices that can be downloaded through R (e.g. from Yahoo! or FRED)?  In particular, I'm hoping to get Crude and Gold.
>
>        [[alternative HTML version deleted]]
>
>
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