err. sorry, did I say getSymbols.  I meant getSymbols.rda

On Sat, May 14, 2011 at 11:28 AM, G See <gsee000@gmail.com> wrote:

> I've had this problem before.  I think it is a bug.  I got around it as
> follows.
>
> rewrite getSymbols in your .GlobalEnv.  Just type getSymbols, and copy and
> paste all the code, adding "<-" without the quotes between getSymbols and
> function(...
>
> Now replace this line towards the end:
> fr <- convert.time.series(fr = fr, return.class = return.class)
>
> with these lines:
> fr <- quantmod:::convert.time.series(fr = fr, return.class = return.class)
> fr <- fr[paste(from,to,sep='::')] #I added this so that from and to work
>
> It will still download all the data, but before returning it, it will
> subset it.
>
> HTH,
> Garret
>
> On Sat, May 14, 2011 at 11:08 AM, s <algotr8der@gmail.com> wrote:
>
>> Thank you Garrett and Brian. I will take a look.
>>
>> In the mean time I just saved one of my symbols in mySQL to an rda file.
>> I want to be able to retrieve a subset of the data using one of the
>> getSymbols variants. Is this possible?
>>
>> For example, the time series for AMKR starts on 2002-04-08. I want to
>> grab the subset between 2009-01-01 and end of day 2010-10-06. It appears
>> the entire object is loaded. Appreciate the help.
>>
>> > getSymbols('AMKR', from="2009-01-01 09:31:00", to="2010-10-06
>> 16:00:00", src='rda', col.names=c("open", "high", "low", "close",
>> "volume"))
>> [1] "AMKR"
>>
>> > head(AMKR)
>>                    AMKR.open AMKR.high AMKR.low AMKR.close AMKR.volume
>> 2002-04-08 09:31:00     21.50     21.50    21.42      21.42        7300
>> 2002-04-08 09:32:00     21.41     21.46    21.39      21.40        1100
>> 2002-04-08 09:33:00     21.35     21.35    21.30      21.30         900
>> 2002-04-08 09:34:00     21.37     21.44    21.37      21.43        4100
>> 2002-04-08 09:35:00     21.43     21.43    21.43      21.43         400
>> 2002-04-08 09:36:00     21.43     21.43    21.35      21.37        3200
>>
>> Or even everything from 2009-01-01 onwards
>>
>> > getSymbols('AMKR', from="2009-01-01", src='rda', col.names=c("open",
>> "high", "low", "close", "volume"))
>>
>> [1] "AMKR"
>>
>> > head(AMKR)
>>                    AMKR.open AMKR.high AMKR.low AMKR.close AMKR.volume
>> 2002-04-08 09:31:00     21.50     21.50    21.42      21.42        7300
>> 2002-04-08 09:32:00     21.41     21.46    21.39      21.40        1100
>> 2002-04-08 09:33:00     21.35     21.35    21.30      21.30         900
>> 2002-04-08 09:34:00     21.37     21.44    21.37      21.43        4100
>> 2002-04-08 09:35:00     21.43     21.43    21.43      21.43         400
>> 2002-04-08 09:36:00     21.43     21.43    21.35      21.37        3200
>>
>> On 5/14/11 12:02 PM, G See wrote:
>> > You could have different data files for different days, and write a
>> wrapper
>> > for getSymbols to rbind it all together when you need it. I think
>> > getSymbols.FI, in the FinancialInstrument package, does this.
>> >
>> > On Sat, May 14, 2011 at 8:54 AM, s <algotr8der@gmail.com> wrote:
>> >
>> >> Now how do you maintain these rda files as new data arrives each day -
>> >> is there some way of adding incremental data to the object? For example
>> >> if I have minute data for QQQ from 2002-01-01 to 2011-05-13 I don't
>> want
>> >> to pull all of the data beginning 2002-01-01 from my source to update
>> >> one day's worth of data at the end of business this coming Monday.
>> >>
>> >>
>>
>>
>

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