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

Tue Feb 24 16:02:11 CET 2015

Hi Marco,

Very Strange! I update quantmod, still get this error...

Instead of downloading a lots of tickers, I tried to limit the list to
those tickers and tired to simplify the code. I get this error on the code
below:

*Error in 1:nrow(symbols) : argument of length 0*

I runned nrow(symbols) and get
nrow(symbols)
NULL

The symbols should not have any rows, right?

The For should look at the datasets for the tickers and store in to the
database, right?

*#Initialization*
*library(quantstrat)*
*library(TTR)*
*startDate <- "2010-01-01"*
*endDate <- "2013-07-31"*
*symbols = c("XLF","XLP","XLE","XLY","XLV","XLI","XLB","XLK","XLU")*
*Sys.setenv(TZ="UTC")*
*getSymbols(symbols, src="yahoo", from=startDate, to=endDate, adjust=TRUE)*

*# 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(symbols)){*
*  symbol <- symbols[i,]$Symbol*
*  df = data.frame(Date=index(get(symbol)), coredata(get(symbol)))*
*  setNames(df,c("Date","Open","High","Low","Close","Volume","Adjusted"))*

*  if(dbExistsTable(con, symbol)){*
*    dbRemoveTable(con, symbol)*
*  }*
*  dbWriteTable(con, name=symbol, value=df, row.names=FALSE, overwrite =
TRUE)*
*}*

On Tue, Feb 24, 2015 at 2:56 PM, Marco Sun <hs13322 at my.bristol.ac.uk> wrote:

> 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
> <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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>

-- 

Kind Regards
Isak Engdahl
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