Jeff,

thank you. Your suggestions worked completely, when I forced the system to
10 sec sleep after every 40 tickers loaded.

I wanted to also ask you what is your experience with loading yahoo quote,
in the sense of whether or not one can rely
on the results obtained. For Telefonica, TEF.MC, for example, loading the
time series together with the FTSE 100 index gives the
results below. TEF.MC has got 4 missing values in the last 7 days!

Many thanks
marco


2009-11-20 5251.4    19.12
2009-11-23 5355.5    19.39
2009-11-24 5324.0    19.36
2009-11-25 5364.8    19.52
2009-11-26 5194.1    19.17
2009-11-27 5245.7    19.31
2009-11-30 5190.7    19.12
2009-12-01 5312.2    19.52
2009-12-02 5327.4    19.65
2009-12-03 5313.0       NA
2009-12-04 5322.4    19.75
2009-12-07 5310.7    19.58
2009-12-08 5223.1       NA
2009-12-09 5203.9    19.04
2009-12-10 5244.4       NA
2009-12-11 5261.6       NA


On Sat, Dec 12, 2009 at 3:14 PM, J Ryan <jeff.a.ryan@gmail.com> wrote:

> You may just be getting timed out by the yahoo servers, as they have every
> right to throttle requests.
>
> Try adding in Sys.sleep(1) between calls, as well as a try call.
>
> getSymbols works on TEF.MC <http://tef.mc/>, though my testing is limited
> to ssh on an iPhone so it is a bit limited.
>
> getSymbols also does no processing of raw data by design. Post download
> processing is better handled by tools in zoo/xts/R than trying to wrap into
> getSymbols was the thinking.
>
> Using ?merge.xts against a common time index would be the best way to
> assure identical times across symbols.
>
> Best,
> Jeff
>
> Jeffrey A. Ryan
> jeffrey.ryan@insightalgo.com
>
> ia: insight algorithmics
> www.insightalgo.com
>
>
> On Dec 12, 2009, at 5:45 AM, Marco Bianchi <marcolondonuk@googlemail.com>
> wrote:
>
>   I am using the command get.hist.quote() from the tseries library to
>> download daily equity prices for European stocks.
>> As I am looping over a long list of tickers, at some point the R code is
>> crushing on some tickers giving error 404,
>> as if the ticker was unknown to Yahoo.
>>
>> The problem is that I have experienced this 404 error with tickers like
>> TEF.MC <http://tef.mc/> or HSBA.L (Telefonica and Barclays) which are
>> liquid stocks and correct tickers in finance.yahoo.com.
>>
>> Are other R-finance users experiencing the same problem? Is this related
>> to R or the nature is more operating system problem (I am running R under
>> Windows XP)?
>>
>> I have also investigated the possibility to use getSymbols() command in
>> quantmod library, but then it seems that a number of European stocks are not
>> available? Also,
>> using get.hist.quote() gives the possibility to download the time series
>> as calendar days (rather than trading days), hence producing a series of
>> equal length for each ticker.
>> I do not seem to see the same feature available in quantmod getSymbols()
>> command...
>>
>> Any help from other R-finance users very much appreciated.
>>
>> Marco
>>
>> _______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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>>
>

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