R help - Feb 2007 - Download stock prices

gReetings:

Is there any way to download a (or a sample of a) crossection of stock market
prices? Or is it possible to use get.hist.quote with a *wild card*?

Thanks,

mihai
 
Mihai Nica
170 East Griffith St. G5
Jackson, MS 39201
601-914-0361




 
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8:00? 8:25? 8:40? Find a flick in no time 


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Hi Mihai,

You might check out the Rmetrics bundle, available on the cran
website. I've used its fBasics library to download stock prices. Try
the yahooImport() function and the keystats() function for downloading
specific stock prices. I had to fiddle with the keystats function to
get it to work properly, but I wrote to the writer of the library and
it may have been fixed by now.

Best of luck,

Matt

On 2/4/07, Mihai Nica <mihainica at yahoo.com>
wrote:
> gReetings:
>
> Is there any way to download a (or a sample of a) crossection of stock
market prices? Or is it possible to use get.hist.quote with a *wild card*?
>
> Thanks,
>
> mihai
>
> Mihai Nica
> 170 East Griffith St. G5
> Jackson, MS 39201
> 601-914-0361
>
>
>
>
>
>
____________________________________________________________________________________
> 8:00? 8:25? 8:40? Find a flick in no time
>
>
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>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Matthew C Keller
Postdoctoral Fellow
Virginia Institute for Psychiatric and Behavioral Genetics

Thanks for the tips! 

Looking over the discussion I realized I
might have been unclear. What I would like to do is download a *large*
number of values for a certain date. I understood how to do download
data for a specific stock, but any idea as to how I could download
values for all (or a sample of) companies for a specific date :-)?

something like...
 yahooSeries(symbols = c("ALL"), from = NULL, to = NULL, 
    nDaysBack = 365, quote = c("Open", "High",
"Low", "Close", "Volume"),
    aggregation = c("d", "w", "m"), returnClass =
c("timeSeries", "ts",
    "matrix", "data.frame"), getReturns = FALSE, ...)
thanks,
Mihai Nica
170 East Griffith St. G5
Jackson, MS 39201
601-914-0361

----- Original Message ----
From: Martin Maechler <maechler@stat.math.ethz.ch>
To: Matthew Keller <mckellercran@gmail.com>
Cc: Mihai Nica <mihainica@yahoo.com>; R list
<r-help@stat.math.ethz.ch>
Sent: Monday, February 5, 2007 8:01:04 AM
Subject: Re: [R] Download stock prices

Hi Matthew,
>>>>> "Matthew" == Matthew Keller
<mckellercran@gmail.com>
>>>>>     on Sun, 4 Feb 2007 23:06:46 -0500 writes:
    Matthew> Hi Mihai, You might check out the Rmetrics bundle,
    Matthew> available on the cran website. I've used its
    Matthew> fBasics library

it's the fBasics *package*; a library is something (actually
more than one thing!) different!

    Matthew> to download stock prices. Try the
    Matthew> yahooImport() function and the keystats() function
    Matthew> for downloading specific stock prices. I had to
    Matthew> fiddle with the keystats function to get it to work
    Matthew> properly, but I wrote to the writer of the library

you mean the maintainer of the *package* 

    Matthew> and it may have been fixed by now.

the function is (now) called  keystatsImport() and is part of
'fCalendar' -- which is automatically required from package
'fBasics'.
help(keystatsImport) contains several examples, unfortunately
explicitly not available through example(), but I can
successfully execute all of them -- and they do work, including
the yahooImport() one.

Martin Maechler, ETH Zurich

    Matthew> Best of luck,

    Matthew> Matt

    Matthew> On 2/4/07, Mihai Nica <mihainica@yahoo.com> wrote:
    >> gReetings:
    >> 
    >> Is there any way to download a (or a sample of a)
    >> crossection of stock market prices? Or is it possible to
    >> use get.hist.quote with a *wild card*?
    >> 
    >> Thanks,
    >> 
    >> mihai
    >> 
    >> Mihai Nica 170 East Griffith St. G5 Jackson, MS 39201
    >> 601-914-0361


    Matthew> -- Matthew C Keller Postdoctoral Fellow Virginia
    Matthew> Institute for Psychiatric and Behavioral Genetics







 
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