R help - Mar 2011 - pass character vector in instrument field of get.hist.quote function

I am new to R so I apologize if my question is trivial. I have not been able
to figure out whether what I want to do is even possible.

I have a data frame of stock ticker symbols which I store into R space from
a txt file as follows:

tickers <- read.csv("stocks.txt", header=FALSE, sep=",") 
tickers <- tickers[1]     / the tickers are stored in the first column 
> tickers 
    V1 
1 BCSI 
2 WBSN 
3 NTAP 
4 FFIV 
5   SU 
> is.vector(tickers) 
[1] FALSE 
> 
> is.data.frame(tickers) 
[1] TRUE 

I tried to do the following without success.

stockdata <- data.frame()
stockdata <- coredata(get.hist.quote(instruments=tickers,
start="2011-01-01", end="2011-01-31",
quote=c("Close"), provider="yahoo"))

Error in get.hist.quote(instruments = tickers, start = "2011-01-01",
end "2011-01-31",  :
  unused argument(s) (instruments = tickers) 

So I coerced the data stored in 'tickers' to be a character as follows:
> as.character(tickers)
Then I tried to execute get.hist.quote as above with the same erro.

stockdata <- coredata(get.hist.quote(instruments=tickers,
start="2011-01-01", end="2011-01-31",
quote=c("Close"), provider="yahoo"))

Error in get.hist.quote(instruments = tickers, start = "2011-01-01",
end "2011-01-31",  :
  unused argument(s) (instruments = tickers) 

I dont want to use loops because of inefficiencies. I know in Matlab I can
take advantage of the matrix/vector environment by passing a variable as a
vector. I think there should be a clean way to do what I want to do. I have
1500+ tickers and I dont want to cycle through each of them in a loop.

I would greatly appreciate some guidance.

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On Mar 12, 2011, at 3:08 PM, algotr8der wrote:
> I am new to R so I apologize if my question is trivial. I have not  
> been able
> to figure out whether what I want to do is even possible.
>
> I have a data frame of stock ticker symbols which I store into R  
> space from
> a txt file as follows:
>
> tickers <- read.csv("stocks.txt", header=FALSE,
sep=",")
> tickers <- tickers[1]     / the tickers are stored in the first column
>
>> tickers
>    V1
> 1 BCSI
> 2 WBSN
> 3 NTAP
> 4 FFIV
> 5   SU
>
>> is.vector(tickers)
> [1] FALSE
>>
>> is.data.frame(tickers)
> [1] TRUE
>
> I tried to do the following without success.
>
> stockdata <- data.frame()
> stockdata <- coredata(get.hist.quote(instruments=tickers,
> start="2011-01-01", end="2011-01-31",
quote=c("Close"),
> provider="yahoo"))
>
> Error in get.hist.quote(instruments = tickers, start =
"2011-01-01",
> end > "2011-01-31",  :
>  unused argument(s) (instruments = tickers)
>
> So I coerced the data stored in 'tickers' to be a character as  
> follows:
>
>> as.character(tickers)
No, you did not. You need to make an assignment of any result, AND you  
need to reference the column name:

tickers$V1 <- as.character(tickers$V1)

You should also have reference the package from which get.hist.quote  
was being used.

-- 
david.
>
> Then I tried to execute get.hist.quote as above with the same erro.
>
> stockdata <- coredata(get.hist.quote(instruments=tickers,
> start="2011-01-01", end="2011-01-31",
quote=c("Close"),
> provider="yahoo"))
>
> Error in get.hist.quote(instruments = tickers, start =
"2011-01-01",
> end > "2011-01-31",  :
>  unused argument(s) (instruments = tickers)
>
> I dont want to use loops because of inefficiencies. I know in Matlab  
> I can
> take advantage of the matrix/vector environment by passing a  
> variable as a
> vector. I think there should be a clean way to do what I want to do.  
> I have
> 1500+ tickers and I dont want to cycle through each of them in a loop.
>
> I would greatly appreciate some guidance.
>
> --
> View this message in context:
http://r.789695.n4.nabble.com/pass-character-vector-in-instrument-field-of-get-hist-quote-function-tp3350779p3350779.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org 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.
David Winsemius, MD
West Hartford, CT

Thanks David for the reply. I just tried the following with the same result:
>library(tseries)
>tickers <- read.csv("testticker.txt", header=FALSE,
sep=",")
>tickers <- tickers[1]
     V1
1   XOM
2   COP
3 PBR-A
4  FFIV
5    SU
6 PBR-B

> tickers$V1 <- as.character(tickers$V1) 
> tickers$V1
[1] "XOM"   "COP"   "PBR-A" "FFIV" 
"SU"    "PBR-B"
> symbols <- tickers$V1
> symbols
[1] "XOM"   "COP"   "PBR-A" "FFIV" 
"SU"    "PBR-B"
> stockdata <- data.frame()
> stockdata <- coredata(get.hist.quote(instruments=symbols,
> start="2011-01-01", end="2011-01-31",
quote=c("Close"), provider="yahoo"))
Error in get.hist.quote(instruments = symbols, start = "2011-01-01",
end "2011-01-31",  :
  unused argument(s) (instruments = symbols)



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On Apr 6, 2011, at 12:06 PM, algotr8der wrote:
> Hi Joshua,
>
> THank you for showing me how to use getSymbols. I am trying to  
> follow the
> example you provided. However I am having some difficulty using the  
> various
> combination of functions you have used. I tried to execute one step  
> at a
> time as follows -
>
> I have a ticker vector that looks like the following:
>
>> tickers
> [1] "SPY" "DIA" "IWM" "SMH"
"OIH" "XLY" "XLP" "XLE" "XLI"
"XLB"
> "XLK" "XLU"
> "XLV"
> [14] "QQQ"
>> str(tickers)
> chr [1:14] "SPY" "DIA" "IWM" "SMH"
"OIH" "XLY" "XLP" "XLE" ...
>
> I wrote a function called myX to use in the lapply call. It has the
> following code:
>
> myX <- function(tickers, start, end) {
> require(quantmod) # this only needs to be called once.
> getSymbols(tickers, from=start, to=end)
> }
>
>
> 1) Call lapply by itself
>
>> lapply(tickers,myX,start="2001-03-01",
end="2011-03-11")
>
>> lapply(tickers,myX,start="2001-03-01",
end="2011-03-11")
> [[1]]
> [1] "SPY"
>
> [[2]]
> [1] "DIA"
>
only needed to use three for demonstration purposes
>
> [[14]]
> [1] "QQQ"
>
> So this works fine and I can inspect the value of any of the tickers  
> i.e.
> SPY.
>
> Now I want to extract the Closing prices.
>
> 2) I did Cl(SPY) and this outputs the data in the Close column as  
> expected.
> However, I am not sure how to extract the Closing prices of each of  
> the
> elements inside the data structure returned by lapply, which I  
> believe is a
> list structure. I want to merge them into one object as you did but  
> I cant
> seem to follow.
As pointed out by Joshua Ulrich this was crossposted on SO. Here is  
the code I posted there:

 > ClosePrices <- do.call(cbind, lapply(tickers,  function(x)  
Cl(get(x))))
 > head(ClosePrices)
            SPY.Close DIA.Close QQQ.Close
2001-03-01    124.60    104.68     48.80
2001-03-02    123.61    104.80     46.70
2001-03-05    124.74    105.57     47.55
2001-03-06    126.08    106.15     49.40
2001-03-07    126.98    107.45     49.42
2001-03-08    127.12    108.61     48.50

-- 

David Winsemius, MD
West Hartford, CT