[R-SIG-Finance] Help on getSymbols

Dan Mack dmack10 at verizon.net
Sat Apr 9 21:33:08 CEST 2016


Thanks,  I got it working!,   Dan

On Apr 9, 2016, at 3:28 PM, Paul Teetor <paulteetor at yahoo.com> wrote:

> I could be wrong, but I think Josh meant to say:
> 
> Either set Symbols=userInput and forgo the for loop, or keep the for
> loop and set Symbols=userInput[i].
> 
> 
> Paul Teetor, Elgin, IL  USA
> http://quantdevel.com/public
> 
> 
> 
> ________________________________
> From: Joshua Ulrich <josh.m.ulrich at gmail.com>
> To: Dan Mack <dmack10 at verizon.net> 
> Cc: r-sig-finance <r-sig-finance at r-project.org>
> Sent: Saturday, April 9, 2016 7:42 AM
> Subject: Re: [R-SIG-Finance] Help on getSymbols
> 
> 
> On Sat, Apr 9, 2016 at 7:39 AM, Dan Mack <dmack10 at verizon.net> wrote:
>> Josh,   I have been using the get symbols to bull data from Yahoo via the following code and generally works well.
>> 
>> FromDate = "2002-05-24"
>> ToDate = "2016-03-17"
>> 
>> 
>> userInput=c("SHW","ABC","LEN","PCLN","HAR","ETN","RRC","PNR","MO","MAT","SNDK","EW","SPLS","AGN","F","MMM",
>>                   "SWK","EA","KSU","MLM","FCX","XRAY","BDX","DOW","LUK","PHM","TMO","DHI","COH","HOT","STZ","LOW","ADS”,
>>                   "SWN","REGN","CSC","VFC","CI","HPQ","CA","TE","PWR","RF","BAX")
>> for (i in userInput)
>> {
>>  getSymbols(Symbols=userInput, src="yahoo", from = FromDate, to = ToDate, auto.assign=TRUE, return.class="data.frame")
>> }
>> 
> You're downloading all symbols in each iteration of your for loop.
> Either set Symbols=userInput and forgo the for loop, or keep the for
> loop and set Symbols=i.
> 
>> My issue is that many times it takes a really long time to complete,  like upwards to 20-30 minutes.  Sometimes the process terminate with an error message.   I am trying to replicate it, but no luck right now it is just running.  The error indicated something about a header being off.
>> 
>> I have a hunch that something is not recognizing the download has completed and can’t terminate the call.
>> 
>> I do notice that when I manually stop the get symbols  call after a short time ( 1-2 minutes) all of my data I asked for will be in the global environment.
>> 
>> This is preventing some automation I would like to do for my models.
>> 
>> Do you have any suggestion on what could be causing this or any solutions?
>> 
>> Thanks  Dan
> 
> 
> 
> -- 
> Joshua Ulrich  |  about.me/joshuaulrich
> FOSS Trading  |  www.fosstrading.com
> R/Finance 2016 | www.rinfinance.com
> 
> 
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