R help - Nov 2011 - Extract Data from Yahoo Finance

Hi R ?users,
?
I am using R-2.14.0 on Windows XP.
?
May I request you to assist me for the following please.
?
I like to extract all the fields (example: a : Ask, b : Bid, ??, w : 52-week
Range, x: Stock Exchange) ?for certain period of time, say, 1 October 2011 to 31
October 2011.
?
Is there any R-Package(s) & any R- script please?
?
Once again, thank you very much for the time you have given.
?
Regards,
?
Deb

Vikram,
 
Thanks for this.
 
The field names we put like this:
quote = c("Open", "High", "Low",
"Close")
 
But in order to download all the fields, what are the names I need to use in the
object quote. 
In Yahho Finance these are special tags.
 
The special tags are:
a=Ask, b= Bid, ..........., v= Volume, W= 52-week Range, x= Stock EXchange
 
quote= c("Open", "High", "Low", "Close",
"Ask", "Bid", ...., "W", "x"). What are
the names I can use to download Ask, Bid, ......., Stock Exchange?
 
Once again, thank you very much for the time you have given.
 
Regards,
 
Deb
 

________________________________
From: Vikram Bahure <economics.vikram@gmail.com>

Sent: Thursday, 3 November 2011 7:15 PM
Subject: Re: [R] Extract Data from Yahoo Finance


Hi, 

You can install the following library:
library(tseries)

and use the following command:
?get.hist.quote

Regards
Vikram




Hi R –users,
> 
>I am using R-2.14.0 on Windows XP.
> 
>May I request you to assist me for the following please.
> 
>I like to extract all the fields (example: a : Ask, b : Bid, ……, w : 52-week
Range, x: Stock Exchange)  for certain period of time, say, 1 October 2011 to 31
October 2011.
> 
>Is there any R-Package(s) & any R- script please?
> 
>Once again, thank you very much for the time you have given.
> 
>Regards,
> 
>Deb
>
>______________________________________________
>R-help@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.
>
	[[alternative HTML version deleted]]

The quantmod package can probably do what you are asking, but it's a
little hard to be certain since you provide neither a list of all the
fields you are actually talking about nor a link to the page with the
fields in question.

Michael

On Thu, Nov 3, 2011 at 12:02 AM, Deb Midya <debmidya at yahoo.com>
wrote:
> Hi R ?users,
>
> I am using R-2.14.0 on Windows XP.
>
> May I request you to assist me for the following please.
>
> I like to extract all the fields (example: a : Ask, b : Bid, ??, w :
52-week Range, x: Stock Exchange) ?for certain period of time, say, 1 October
2011 to 31 October 2011.
>
> Is there any R-Package(s) & any R- script please?
>
> Once again, thank you very much for the time you have given.
>
> Regards,
>
> Deb
>
> ______________________________________________
> 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.
>

Deb,

Sorry, you can't do that with getQuote because Yahoo does not make
those data available historically.  Generally, you will need to pay
for historical bid/ask (tick) data.

Best,
--
Joshua Ulrich ?| ?FOSS Trading: www.fosstrading.com



On Fri, Nov 4, 2011 at 6:10 AM, Deb Midya <debmidya at yahoo.com>
wrote:
> Joshua,
>
> Thank you very much for your response.
>
> How can I use getQuote to download data for a stock for a certain period of
> time, say, 1 October 2011 to 31 October 2011.
>
> Once again, thank very much for the time you have given.
>
> Regards,
>
> Deb
> From: Joshua Ulrich <josh.m.ulrich at gmail.com>
> To: Deb Midya <debmidya at yahoo.com>
> Cc: R. Michael Weylandt <michael.weylandt at gmail.com>; "r-help
at r-project.org"
> <r-help at r-project.org>
> Sent: Friday, 4 November 2011 4:12 PM
> Subject: Re: [R] Extract Data from Yahoo Finance
>
> Deb,
>
> See getQuote in the quantmod package.? For example:
> getQuote("SPY")
>
> Be sure to read ?getQuote.
>
> Best,
> --
> Joshua Ulrich ?| ?FOSS Trading: www.fosstrading.com
>
>
>
> On Thu, Nov 3, 2011 at 5:05 PM, Deb Midya <debmidya at yahoo.com>
wrote:
>> Michael,
>>
>> Thanks for your response.
>>
>> The link to the page is: http://www.gummy-stuff.org/Yahoo-data.htm
>>
>> I like to download the fields (mentioned under special tags) for a
period
>> of time and for a particular stock (or for a list of stocks).
>>
>> Once again, thank you very much for the time you have given.
>>
>> Regards,
>>
>> Deb
>>
>> From: R. Michael Weylandt <michael.weylandt at gmail.com>
>> To: Deb Midya <debmidya at yahoo.com>
>> Cc: "r-help at r-project.org" <r-help at r-project.org>
>> Sent: Friday, 4 November 2011 12:13 AM
>> Subject: Re: [R] Extract Data from Yahoo Finance
>>
>> The quantmod package can probably do what you are asking, but it's
a
>> little hard to be certain since you provide neither a list of all the
>> fields you are actually talking about nor a link to the page with the
>> fields in question.
>>
>> Michael
>>
>> On Thu, Nov 3, 2011 at 12:02 AM, Deb Midya <debmidya at
yahoo.com> wrote:
>>> Hi R ?users,
>>>
>>> I am using R-2.14.0 on Windows XP.
>>>
>>> May I request you to assist me for the following please.
>>>
>>> I like to extract all the fields (example: a : Ask, b : Bid, ??, w
:
>>> 52-week Range, x: Stock Exchange) ?for certain period of time, say,
1
>>> October 2011 to 31 October 2011.
>>>
>>> Is there any R-Package(s) & any R- script please?
>>>
>>> Once again, thank you very much for the time you have given.
>>>
>>> Regards,
>>>
>>> Deb
>>>
>>> ______________________________________________
>>> 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.
>>>
>> ? ? ? ?[[alternative HTML version deleted]]
>>
>>
>> ______________________________________________
>> 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.
>>
>>
>
>
>