search for: getsymbol

Dear Sir/Madam, How to use getSymbols() to get annual data? For example, I need the annual stock price of APPLE from the year 2000 to 2016. How to write the command? I only know how to get the daily data. It is: getSymbols("AAPL",from="2000-01-01",to="2016-12-31") Thank you very much. Have a good we...

Hi, How can one ask getSymbols to obtain data within a specified time interval? For example, if I am downloading US PPI data: usppi <- as.zoo(getSymbols("PPIACO", src="FRED", verbose=TRUE, auto.assign=FALSE)) How do I ask getSymbols to truncate starting from Jan-1970 until present? I looked up the help...

I am trying to read a table from MySQL, I have loaded the file in "ts" database, in table name ACC. but i am unable to read it in R through getSymbol function. mysql> show databases; +--------------------------------+ | Database | +--------------------------------+ | information_schema | | mysql | | test | | ts | +------------------------------...

Hi, I have been trying to find a solution to this issue, but have not been able to so ! I am trying to use sapply on the function getSYMBOL, an extract from the list is: > test.goP[13:14] $`GO:0000050` IEA IEA IEA IEA TAS TAS TAS IEA "5270753" "5720725" "1690128" "4850681" "110433" "2640544" "4900370" "1430280"...

...a lot. ##---------------------------- Portfolio construction & Optimisation------------------------ #Assets: LUTAX, PFODX,BRGAX,GFAFX,NMSAX,EGINX,IPOYX,SCWFX,FGLDX,PAGEX #Getting monthly returns of the assets library(quantmod) library(tseries) library(timeSeries) LUTAX <- monthlyReturn((getSymbols("LUTAX",auto.assign=FALSE)[,4]),type = "arithmetic") colnames(LUTAX) <- c("LUTAX") PFODX <- monthlyReturn((getSymbols("PFODX",auto.assign=FALSE)[,4]),type = "arithmetic") colnames(PFODX) <- c("PFODX") BRGAX <- monthlyReturn((g...

Hello; I am trying following but getting a warning message : Warning in rbind.zoo(...) : column names differ, no matter whatever I do. Also I do not want to specify column names manually, since I am just writing a wrapper function around getSymbols to get chunks of data from various sources - oanda, dividends etc. I tried giving col.names = T/F, header = T/F and skip = 1 but no help. I think problem is that getSymbols returns a zoo objects whose index/first column is null. I write these data in a file and read it again using read.zoo; whe...

Sir, How to get the closing price from this link http://www.google.com/finance/historical?q=NSE:RCOM I installed quantmod getSymbols('NSE:RCOM',src='google') gives me this error********************** Error in download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", : cannot open URL 'http://finance.google.com/finance/historical?q=NSE:RCOM&startdate=Jan+01,+2007&am...

i read about the performance analytics package i have a doubt about the TreynorRatio i have code g=getSymbols("IBM") > c=Cl(g) > r=Return.calculate(c) > SharpeRatio.annualized(r) IBM.Close Annualized Sharpe Ratio (Rf=0%) 0.3566339 > TreynorRatio (ret) Error in inherits(x, "xts") : argument "Rb" is missing, with no default TreynorR...

I am using getSymbols function from quantmod package to get price data from internet. Currently I have: my.ticker <- "IBM" getSymbols(my.ticker,src="google") This creates an xts object named my.ticker which contains historical price data for IBM. How can I call and manipulating this xts obje...

Hi, I am trying to calculate the std dev of returns of YHOO so far i got: getSymbols("YHOO") retYHOO <- Return.calculate(Cl(YHOO)) > sd(retYHOO) YHOO.Close NA but i received an NA....can any assist? tks! -- View this message in context: http://www.nabble.com/Newbie-question-re-stddev%2C-quantmod-and-performanceanalytics-tp25001293p25001293.html Sent fr...

...ar, on a machine which does not append underscores to fortran entry points (HP-UX 10.20), there are many problems. It seems that the configure script correctly determines is an extra underscore is needed or not, but it also seems that this information is not used. Early in the make process, the GETSYMBOLS script is run, but as far as I can tell this adds an extra underscore all the time. The GETSYMBOLS script relies on the information in appl/ROUTINES to determine if an entry point is fortran or C. However some of those entries (e.g., bkslv) are listed as fortran when they are really C entry...

Hi, I work with SEXP C code and with xts and quantmod packages. I try to touch how xts internal works. So we have R session and: > ls() character(0) > getSymbols('AAPL') # quantmod package [1] "AAPL" > ls() [1] "AAPL" > str(AAPL) An ?xts? object from 2007-01-03 to 2010-09-09 containing: Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:6] "AAPL...

i am using quantmod package.it get stock quotes from google finanace. but unfortunately i am not able to get the quotations of some stocks(e.g. NSE:TCS,NSE:SAIL ) through the "getSymbol" command of this package although they are available in the google finance website. anyone please help me. thanks in advance..... -- View this message in context: http://r.789695.n4.nabble.com/problem-with-quantmod-package-tp3914263p3914263.html Sent from the R help mailing list archive at Na...

v="IBM" library(quantmod) v v1=getSymbols(v) to.yearly(v1) =============================== when i pass the value through a variable in to.yearly() function it shows the error msg like "Error in try.xts(x) : Error in UseMethod("as.xts") : no applicable method for 'as.xts' applied to an object of class "cha...

...$ clang++ -lSymbols symbols.cxx && ./a.out Compiled it's happy: the weak symbol used in main gets resolved to be the one in the binary for both references. That's the behavior I'd expect. The JIT OTOH is deciding that it shall use the local version of the symbol; RuntimeDyld::getSymbol() doesn't care about the fact that the symbol is weak and has an existing occurrence. For weak symbols from a different module, RuntimeDyld would use resolveExternalSymbols() and all would be good - but here this doesn't happen. IIUC, RuntimeDyld::getSymbol() really needs to check whether...

Can someone please tell me why the following (last line) doesn't work (as I expect it to :-) library(quantmod) a = getSymbols("MSFT",from="2009-3-01") a MSFT eval(as.name(a)) MSFT$MSFT.Adjusted b=paste(a,'$MSFT.Adjusted',sep='') b eval(as.name(b)) Why does this last line not work the way the earlier eval does? Thanks.

...bjSetList.begin(), E = LinkedObjSetList.end(); I != E; ++I) if (auto Symbol = findSymbolIn(I, Name, ExportedSymbolsOnly)) return Symbol; JITSymbol findSymbolIn(ObjSetHandleT H, StringRef Name, bool ExportedSymbolsOnly) { if (auto Sym = (*H)->getSymbol(Name)) { C:\llvm\examples\Kaleidoscope\Orc\initial\toy.cpp auto ExprSymbol = J.findUnmangledSymbol("__anon_expr"); JITSymbol findUnmangledSymbol(const std::string Name) { return findSymbol(mangle(Name)); } JITSymbol findSymbol(const std::string &Name) { return C...

...})*100 With R: First i have to modify the vectors, so that they have the same length and we start at the second observation. log(GOOG1[-1]/GOOG1[1:length(GOOG1)-1])*100 That does work with normal vectors. My Questions: 1) I want to use this for stock prices. so i use: library(quantmod) getSymbols("GOOG",from="2011-11-01") GOOG1<-GOOG[,1] If i use my formula i get only the value "1" for every observation :( Thanks for your time and help! I appreciate it Regards Tonio -- View this message in context: http://r.789695.n4.nabble.com/Continuasly-Compunded...

...bols <- c('XLE','XLV','XLI','XLU','XLP','IYZ','XLK','XLY','XLF','XLB','GLD','SLV','E FA','EEM','FXA','FXE','FXY','HYG','LQD', '^GSPC') getSymbols(symbols,from='2007-01-01') getSymbols('SPY',from='2007-01-01') SP500 <- Cl(SPY) colnames(SP500)[1] <- 'SPY' #Function to build a dataframe form a list of symbols symbolFrame <- function(symbolList) { Data <- data.frame(NULL) for (S in symbolList)...

Hi there, Using a quantmod function, I calculate the daily change between two points in a time series. However, I don't think I am using the data correctly. Code: getSymbols("^GSPC", src="yahoo") CloseData <- Cl(GSPC) Delta <- diff(CloseData, lag=1) for (i in 3:length(Delta)) { if (Delta[i]>Delta[i-1]) sum <- sum + Delta } I can't seem to use the Delta variable. Can anyone point me in the right direction to transform the variabl...