[R-SIG-Finance] Help on getSymbols

Wouter Thielen wouter at morannon.org
Sun Apr 10 05:34:10 CEST 2016


Paul,

The i actually gets the value of an entry in the vector, when doing a "for
(i in userInput)", not its index. So what Josh typed, was correct :)

Best regards,

Wouter


On Sun, Apr 10, 2016 at 4:33 AM Dan Mack <dmack10 at verizon.net> wrote:

> 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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> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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