[R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE)

[Frank]

I upgraded to R 4.2.2. I also installed quantmod, TTR, chron and a few other packages. I'm getting the same 

Error in getSymbols.FRED(Symbols = "SP500", env = <environment>, verbose = FALSE,  : 
  Unable to import "SP500".
schannel: next InitializeSecurityContext failed: SEC_E_ILLEGAL_MESSAGE (0x80090326) - This error usually occurs when a fatal SSL/TLS alert is received (e.g. handshake failed).
Calls: getSymbols -> do.call -> getSymbols.FRED
Execution halted

Error message. I was running code last week that had been upgraded for the switch from http: to https: on FRED. Probably r 4.0.5.

Thanks,

Frank
Chicago

-----Original Message-----
From: Daniel Cegiełka 
Sent: Monday, November 07, 2022 10:45 AM
To: Joshua Ulrich <josh.m.ulrich using gmail.com>
Cc: Frank <frankm60606 using gmail.com>; r-sig-finance using r-project.org
Subject: Re: [R-SIG-Finance] Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE)

Hi Josh,

schannel: next InitializeSecurityContext failed: SEC_E_ILLEGAL_MESSAGE
(0x80090326) - This error usually occurs when a fatal SSL/TLS alert is received (e.g. handshake failed).

This looks like a problem (not a bug in getSymbols) with the TLS cipher suites. Try direct curl/libcurl. I think you will get the same error.

Best,
Daniel

pon., 7 lis 2022 o 17:33 Joshua Ulrich <josh.m.ulrich using gmail.com> napisał(a):
>
> Hi Frank,
>
> These both work for me in R-4.2.1 and quantmod 0.4.20. It looks like 
> you're using quantmod <= 0.4.18.
>
> What R version are you using? At minimum, you should reinstall the 
> packages that were built in R-3.5.3 in March-2019.
>
> Best,
> Josh
>
> On Mon, Nov 7, 2022 at 10:26 AM Frank <frankm60606 using gmail.com> wrote:
> >
> > In running:
> >
> >
> > ##
> > ## Get S&P_500  from FRED
> > ##
> >
> > getSymbols('SP500', from = "2020-01-01", to = 
> > "2021-06-30",src='FRED') SP500<-na.locf(SP500,na.rm = TRUE)
> > tail(SP500)
> > file_name <- "SP500.csv"
> > write.zoo(SP500, file = file_name, append = FALSE, quote = TRUE, sep 
> > = ",")
> > quit()
> >
> > I get:
> >
> > > library(quantmod)
> > Loading required package: xts
> > Loading required package: zoo
> >
> > Attaching package: 'zoo'
> >
> > The following objects are masked from 'package:base':
> >
> >     as.Date, as.Date.numeric
> >
> > Loading required package: TTR
> > Warning messages:
> > 1: package 'xts' was built under R version 3.5.3
> > 2: package 'zoo' was built under R version 3.5.3
> > 3: package 'TTR' was built under R version 3.5.3
> > > library(chron)
> > NOTE: The default cutoff when expanding a 2-digit year to a 4-digit 
> > year will change from 30 to 69 by Aug 2020 (as for Date and POSIXct 
> > in base R.) Warning message:
> > package 'chron' was built under R version 3.5.3
> > >
> > >
> > > ##
> > > ## Get S&P_500  from FRED
> > > ##
> > >
> > > getSymbols('SP500', from = "2020-01-01", to = 
> > > "2021-06-30",src='FRED')
> > 'getSymbols' currently uses auto.assign=TRUE by default, but will 
> > use auto.assign=FALSE in 0.5-0. You will still be able to use 
> > 'loadSymbols' to automatically load data. 
> > getOption("getSymbols.env") and
> > getOption("getSymbols.auto.assign") will still be checked for 
> > alternate defaults.
> >
> > This message is shown once per session and may be disabled by 
> > setting options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.
> >
> > Error in getSymbols.FRED(Symbols = "SP500", env = <environment>, 
> > verbose = FALSE,  :
> >   Unable to import "SP500".
> > schannel: next InitializeSecurityContext failed: 
> > SEC_E_ILLEGAL_MESSAGE
> > (0x80090326) - This error usually occurs when a fatal SSL/TLS alert 
> > is received (e.g. handshake failed).
> > Calls: getSymbols -> do.call -> getSymbols.FRED Execution halted
> >
> > I got correct data as recently as
> >
> > 11/2/2022       44867   3759.69 3759.69 3759.69 3759.69 3759.69 3759.69
> >
> > Similar thing with getSymbols('DGS3MO',src='FRED').
> >
> > They both download correctly directly from FRED.
> >
> > Thanks,
> >
> > Frank
> > Chicago
> >
> > _______________________________________________
> > R-SIG-Finance using r-project.org mailing list 
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>
>
>
> --
> Joshua Ulrich  |  about.me/joshuaulrich FOSS Trading  |  
> www.fosstrading.com
>
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