[R-SIG-Finance] Reply to: How can I get Japanese Stock Daily Data in R?

[Wouter Thielen]

Sorry for not being able to reply directly to the related thread, because I
was getting mails in daily batches. I have updated my settings for this.

I did make an R script to be included in the quantmod package, but I
haven't received any feedback from the community. The script can be found
here: https://github.com/wthielen/YJStocks/blob/master/getSymbols.yahooj.R

To be able to use it in this shape, you need to do the following:
- Include the quantmod library first: library(quantmod)
- Load getSymbols.R file from the quantmod source, for some internal
dependencies
- Pass any "missing" arguments that would be coming from the main
getSymbols() call: verbose and auto.assign

An example routine would be:

library(quantmod)
source("/path/to/quantmodpackage/pkg/R/getSymbols.R")
source("/path/to/getSymbols.yahooj.R")
getSymbols.yahooj("3048.T", verbose=TRUE, auto.assign=TRUE)

And then you will see it downloading daily stock data for Biccamera, and
assigning it to the "YJ3048.T" xts object.

I hope it will be included into the getSymbols.R file from the quantmod
package, so that it becomes a standard function.

Hope this helps!

-- 
Wouter Thielen

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