[R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???

Bos, Roger roger.bos at rothschild.com
Mon Jul 6 16:49:30 CEST 2015


I just about to post a question about this.  I ended up fixing it an easy way as well, by adding this line:

setInternet2(TRUE)

I just don't know why or what exactly it does.

Thanks,

Roger



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-----Original Message-----
From: R-SIG-Finance [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Paul Gilbert
Sent: Friday, July 03, 2015 7:11 PM
To: r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] getSymbols for FRED in quantmod has stopped working???

The discussion on R-pkg-devel has been about how to fix default download.file behaviour that has previously worked on all platforms, and is now broken by a very recent change at the St Louis Fed. A method working a few days ago would not be a guarantee that it still works.
Before people go overboard changing their workflow, let me point out that this can likely be fixed by a user setting

    options(download.file.method="libcurl")
or
    options(download.file.method="wget")
or
    options(download.file.method="wininet")

See ?download.file  for more options, which will be platform specific (but maybe not as specific as using an excel macro).

The package developer problem is slightly different. That problem, the problem that Joshua is working on, is that the default method no longer works. So either the default method has to be fixed or users need to be directed to some solution that will depend on their platform.

Paul

On 07/03/2015 12:05 PM, Daniel Melendez wrote:
> As a suggestion ( although not that efficient ) there is an excel
> macro that can download the information.  I'm not sure if you're aware
> of it or not but just thought I'd mention it just in case.
>
> https://research.stlouisfed.org/fred-addin/
>
> On Fri, Jul 3, 2015 at 10:30 AM, Joshua Ulrich
> <josh.m.ulrich at gmail.com>
> wrote:
>
>> On Fri, Jul 3, 2015 at 3:17 AM, Alexander Gracian
>> <agracian at yahoo.co.uk>
>> wrote:
>>>
>>> Hi,
>>> I have started getting an error when using getSymbols for FRED in
>> quantmod. It was working fine a few weeks ago. I'm using R on a Mac:
>>> getSymbols("CPIAUCSL", src="FRED")Error in
>>> download.file(paste(FRED.URL,
>> "/", Symbols[[i]], "/", "downloaddata/",  :   cannot open URL '
>> http://research.stlouisfed.org/fred2/series/CPIAUCSL/downloaddata/CPI
>> AUCSL.csv
>> '
>>> If I paste the URL in the error message into a browser it downloads
>>> the
>> csv fine, so I think the url is ok.It also works ok for other
>> sources, such as yahoo etc.
>>
>> The FRED http:// URLs now redirect to https://.  That causes issues
>> with the default method for download.file on some platforms.  I'm
>> aware of the issue and working on a fix.
>>
>> See the conversation on R-package-devel if you're interested in the
>> details:
>> https://stat.ethz.ch/pipermail/r-package-devel/2015q3/000193.html
>>
>>> Any insights would be appreciated.
>>> Thanks,Alex
>>>          [[alternative HTML version deleted]]
>>>
>>> _______________________________________________
>>> R-SIG-Finance at r-project.org mailing list
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>> should go.
>>
>>
>>
>> --
>> Joshua Ulrich  |  about.me/joshuaulrich FOSS Trading  |
>> www.fosstrading.com
>>
>> _______________________________________________
>> R-SIG-Finance at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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>>
>
>
>

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