[R-SIG-Finance] getSymbols() with various frequency

[Spice Hank]

Thanks!


> On Apr 3, 2019, at 1:49 PM, Henrique Ramos <hpramos4 using gmail.com> wrote:
> 
> Maybe the package BatchGetSymbols may help you. The main function (BatchGetSymbols) has a parameter for data frequency.
> 
> 
> 
> 	Livre de vírus. www.avast.com.
> 
>> Em qua, 3 de abr de 2019 às 16:41, Mario Pisa <mario.pisa using gmail.com> escreveu:
>> 
>> This may be an approximation:
>> 
>> for(symbol in symbols){ # establish trade-able instruments
>>     stock(symbol, currency="USD",multiplier=1)
>>     ticker <- getSymbols(symbol, auto.assign = F)
>>     assign(paste0(symbol, “_daily"), ticker)
>>     ticker <-  to_weekly(ticker)
>>     assign(paste0(symbol, “_weekly"), ticker)
>> }
>> 
>> 
>> 
>> 
>> > El 3 abr 2019, a las 20:48, Steve Hun via R-SIG-Finance <r-sig-finance using r-project.org> escribió:
>> > 
>> > Hi,
>> > 
>> > in this small code piece, the return stock prices are default to daily but
>> > intended to be in weekly or monthly format:
>> > 
>> > for(symbol in symbols){ # establish trade-able instruments
>> >     stock(symbol, currency="USD",multiplier=1)
>> >     getSymbols(symbol)
>> > }
>> > 
>> > One way to do that is use to.weekly() function. The issue is symbol (say,
>> > symbol = "SPY") is a character class, not "xts zoo" class so
>> > to.weekly(symbol) would incur errors. to.weekly(SPY) is fine. When the
>> > symbols list is long, this'd become annoying. 
>> > 
>> > So are there better to convert daily price to weekly/monthly?
>> > 
>> > Thanks
>> > 
>> >       [[alternative HTML version deleted]]
>> > 
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> 
> 
> -- 
> --
> Henrique P. Ramos
> 

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