[R-SIG-Finance] Quantmod Yahoo ticker download error

[Pierre Org]

Hi 

Thank you all for a great and very useful thread. Do you know if there is a package that can help to access the same type of information than stockSymbols fort the London stock exchange ? i.e download of price and market caps ? I am working on a Black & Litterman project and would like to somehow automatise a reverse optimisation of the expected returns for each sectors For this, I  need to download the market caps per stock/sector as well as the closing price...any help / pointer would be appreciated.


Thks

Pierre

-----Original Message-----
From: R-SIG-Finance [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Marco Sun
Sent: 24 February 2015 13:55
To: Isak Engdahl
Cc: r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] Quantmod Yahoo ticker download error

Hi Isak,

I have checked your scripts and there is no error reported on my platform. getSymbols correctly downloads historical prices for `ZB-PA`
> library(quantstrat)
> all.symbols <- 
> stockSymbols(c("NYSE"),sort.by=c("MarketCap","Exchange"),quiet=TRUE)
> biggest.symbols <- tail(all.symbols,n=5) clean.symbols <- 
> subset(biggest.symbols, select = 
> c("Symbol","Name","LastSale","MarketCap","Sector"))
> row.names(clean.symbols) <- NULL
> i=1 #trying i=1 instead of doing the entire loop symbol <- 
> clean.symbols[i,]$Symbol try (getSymbols(symbol, verbose=FALSE, 
> warnings=FALSE, from='2015-01-01'))
[1] "ZB-PA 
And a dataframe named `df` can also be constructed via your script
> df = data.frame(Date=index(get(symbol)), coredata(get(symbol)))

I would recommend you to update `quantmod` package if it is not the latest released version on your console.

Best,
Marco

On 24 Feb 2015, at 08:33 pm, Isak Engdahl <isak.engdahl at gmail.com> wrote:

> Hello,
> 
> Tickers with - get error when trying to download ZB-PA but not ZBK.
> 
> When I manually download it from Yahoo I get this link, that works.
> 
> http://real-chart.finance.yahoo.com/table.csv?s=ZB-PA&a=00&b=2&c=2015&
> d=01&e=23&f=2015&g=d&ignore=.csv
> 
> The Quantmod tried to download from this link, which does not exist.
> http://ichart.finance.yahoo.com/table.csv?s=ZB-PA&a=0&b=01&c=2015&d=1&
> e=24&f=2015&g=d&q=q&y=0&z=ZB-PA&x=.csv
> 
> If this part could be replaced "q=q&y=0&z=ZB-PA&x" with "d&ignore" and it will work both with ZB-PA and ZBK.
> 
> Maybe this forum is not the correct place to suggest this improvement, please point me in right direction.
> 
> Maybe someone can help me out to fix this script error?
> My script stop writing to the database if one of these tickers get this error described above (no data exist for symbol ZB-PA to be stored in the database. Anyone know how to ignore tickers that get this error so the script can continue to load all tickers that has downloaded data?
> 
> Please find attached scripts.
> 
> Error when trying to download ticker data from Yahoo Finance for ZB-PA.
> 
> =================================
> "Downloading ZB-PA
> Error in download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  : 
>   cannot open URL 'http://ichart.finance.yahoo.com/table.csv?s=ZB-PA&a=0&b=01&c=2015&d=1&e=24&f=2015&g=d&q=q&y=0&z=ZB-PA&x=.csv'
> In addition: Warning message:
> In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
>   InternetOpenUrl failed: 'The operation timed out'
> , error - did not download (likely due to rate limiting Downloading 
> ZBK Warning message:
> In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
>   downloaded length 1653 != reported length 200
> > View(clean.symbols)
> > "
> =============================
> 
> ========================================
> > # Save data to MySQL
> > 
> > library(RMySQL)
> > 
> > con <- dbConnect(RMySQL::MySQL(), host="localhost", 
> > user="donedge",password="p at ssw0rd", dbname= "daily")
> > 
> > # Loop through each symbol
> > 
> > for (i in 1:nrow(clean.symbols)){
> +   symbol <- clean.symbols[i,]$Symbol
> +   df = data.frame(Date=index(get(symbol)), coredata(get(symbol)))
> +   
> + setNames(df,c("Date","Open","High","Low","Close","Volume","Adjusted"
> + ))
> +   
> +   cat("Storing",symbol,"\n")
> +   
> +   if(dbExistsTable(con, symbol)){
> +     dbRemoveTable(con, symbol)
> +   }
> +   
> +   dbWriteTable(con, name=symbol, value=df, row.names=FALSE, 
> + overwrite = TRUE)
> +   
> + }
> Error in get(symbol) : object 'ZB-PA' not found
> > 
> ========================================
> 
> Kind Regards
> Isak
> <downloadData.R><mysqlData.R><init.R>_________________________________
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