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

[Isak Engdahl]

Hello Pierre,

https://github.com/cran/quantmod/blob/master/R/getSymbols.R

They have interface for Yahoo data and Yahoo have LSE Equity information so
I think you can query the symbols.

http://finance.yahoo.com/q;_ylt=AkquhlMP8R.OHhWpokxU7WvdgvME;_ylc=X1MDMjE0MjQ3ODk0OARfcgMyBGZyA3VoM19maW5hbmNlX3dlYl9ncwRmcjIDc2EtZ3AEZ3ByaWQDBG5fZ3BzAzEwBG9yaWdpbgNmaW5hbmNlLnlhaG9vLmNvbQRwb3MDMwRwcXN0cgMEcXVlcnkDQU1FQy5MLARzYWMDMQRzYW8DMQ--?p=http%3A%2F%2Ffinance.yahoo.com%2Fq%3Fs%3DAMEC.L%26ql%3D0&uhb=uhb2&fr=uh3_finance_vert_gs&s=AMEC.L


I still get this error

Error in download.file(paste(yahoo.URL, Symbol.name, "&a=", from.m, "&b=",
 :
  cannot open URL '
http://ichart.finance.yahoo.com/table.csv?s=AMEC.L&a=0&b=01&c=1900&d=1&e=24&f=2015&g=v&ignore=.csv
'
In addition: Warning messages:
1: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
  downloaded length 51965 != reported length 200
2: In download.file(paste(yahoo.URL, Symbol.name, "&a=", from.m, "&b=",  :
  cannot open: HTTP status was '404 Not Found'

If I add AMEC.L in my vector in: symbols =
c("AMEC.L","XLF","XLP","XLE","XLY","XLV","XLI","XLB","XLK","XLU")

But I think this is something with my installation as Marco did not have
this issue.

Please let me know it works.

//Isak





On Tue, Feb 24, 2015 at 3:02 PM, Pierre Org <pierre at lequeux.org> wrote:

> 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>_________________________________
> > ______________ R-SIG-Finance at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> > -- Also note that this is not the r-help list where general R questions
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>
>
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>
>
>


-- 


Kind Regards
Isak Engdahl

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