search for: tickers

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 tri...

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 object using my original string my.ticker? I want to do: colnames(my.ticker) <-

i need to find the best ticker from the group of some tickers.? i also need to know on what basis we calculate the best ticker? i have some idea about the if the risk rate low, or the market price high we can say the ticker is best. but i dont know is it true. Anyone can help me . Thank you -- View this message in context: http://r.789695.n...

I want to get data for a set of ticker symbols and compute the daily return of the adjusted close using quantmod, and then scatterplot returns using pairs(). The following gets data for the list of tickers: tickers <- c("SHY","TLT","SPY","IWM","GLD","IEV","ILF","EWJ","EPP","SAF","ASA") AdjClosePrices <- do.call(merge, lapply(tickers, function(x) Ad(get(x)))) #get adjusted close prices...

Hi All, I have a character vector by name tickers > head(tickers,10) V1 1 ADARSHPL.BO 2 AGR.V 3 AGU 4 AGU.TO 5 AIMCO.BO 6 ALUFLUOR.BO 7 AMZ.V 8 AVD 9 ANILPROD.BO 10 ARIES.BO I would like to extract all elements that has ".BO" in it. I tried > grep("\.BO",...

....Dimnames = list(NULL, c("LA1 COMDTY", "LA2 COMDTY", "LA3 COMDTY", "LA4 COMDTY", "LA5 COMDTY", "LA6 COMDTY", "LA7 COMDTY", "LA8 COMDTY"))) I also have a following variable (used in RBloomberg) in my environment: me.la.tickers <- c("LA1 Comdty", "LA2 Comdty", "LA3 Comdty", "LA4 Comdty", "LA5 Comdty", "LA6 Comdty", "LA7 Comdty", "LA8 Comdty") What I need to do is to automate the following manual piece of code: me.la$LA2tr <- 0 me.la$LA...

Hi, I have what I think is an easy question. I have a data frame, called stockdata, of stock prices that looks like this: date ticker close 1 01/02/1998 GE 24.667 2 01/05/1998 GE 25.104 3 01/06/1998 GE 24.771 4 01/07/1998 GE 24.979 5 01/08/1998 GE 24.750 6 01/02/1998 HIT 71.125 7 01/05/1998 HIT 72.313

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built

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Hi, I do not understand why after I called apply on a function that returns an xts (getIdvAdjSeries) it returns a matrix whose columns are just numeric value of time series in xts instead of a list of xts objects. Basically, I called the following: apply(matrix(tickers,ncol=1),1,FUN=getDivAdjSeries) getDivAdjSeries <- function(ticker) { seriesName <- paste(ticker,"Adjusted",sep="."); command <- parse(text=paste(ticker,"[,'",seriesName,"']",sep="")); s <- eval(command); dimnames...

Hi all, I would need to put datas downloaded with quantmod into a matrix or a data frame. Suppose to start from here: *require(quantmod) ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO', 'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG',

...<- cast(prices, Date ~ Ticker, add.missing=TRUE) Error in data.frame(data[, c(variables), drop = FALSE], result = data$value) : arguments imply differing number of rows: 308188, 0 (I tried various other arguments to cast - all gave the same error message.) It is a fact that the various tickers have data for different date ranges in the data frame and there are lots of NA's, but the toy example above has different date ranges for the two tickers and an NA, so I don't know what else to look for in my data, or what args to cast might make it work. Any insights or direction wou...

Dear experts, I?ve been on this for weeks now, and couldn?t find a solution..Sorry for the long description. I figured I post many details, so you get the problem entirely, although it?s not hard to grasp. **Situation:** Data frame consisting of 4 million entries (total size: 250 MB). Two columns: `ID` and `TEXT`. Text strings are each up to 200 characters. **Task:** Preprocessing the text

I have an array called "stocks" which contains numeric dates, ticker symbols,prices, etc. > stocks[1:3,] DATE TICKER PERMNO EXCHCD TSYMBOL TRDSTAT SHROUT PRC RET 1 19950131 EWST 10001 3 EWST A 2224 -7.75000 -0.031250 2 19950228 EWST 10001 3 EWST A 2224 7.54688 -0.026210 3 19950331 EWST

...t tried with ticker works. So, any problem with ISIN's? -----Original Message----- From: davidr at rhotrading.com [mailto:davidr at rhotrading.com] Sent: Friday, September 14, 2007 10:24 PM To: Shubha Vishwanath Karanth; r-help at stat.math.ethz.ch Subject: RE: [R] ISIN numbers into Bloomberg tickers You can try > blpGetData(conn, "US912828HA15 Govt", c("ticker", "cpn", "maturity", "market_sector_des"), retval="raw") and paste together the parts. HTH, David L. Reiner Rho Trading Securities, LLC -----Original Message-----...

Hello, Could anybody help me with this question? Example data frame NAME TICKER SHARES PERFORMANCE John ABC 100 0.05 John ABC 1000 1.5 Alice EFG 20 0.3 Paul HIJ 50 1.0 Paul JKL 60 2.0 Paul MNO 12 3.0 I would like to aggregate this dataframe by

Hi group, I am trying to convert the organization of a data frame so I can do some correlations between stocks, I have something like this: stock.returns <- data.frame(rbind(c("MSFT","20110301",0.05),c("MSFT","20110302",0.01),c("GOOG","20110301",-0.01),c("GOOG","20110302",0.04))) colnames(stock.returns) <-

Dear R Helpers, I am trying to change the name of an object using the assign function. When I use paste on the new object but not the old, everything is fine: The new object is a direct copy of the old object. When I use a paste for both the new and the old object, however, the new object is simply the character representation of the old object name, not the old object itself. The example

Hi, I am trying to download data from Bloomberg through R. If I try to download intraday data for multiple tickers and only one field, I get the error, written below in red. How do I get rid of this error? > dat<-blpGetData(conn, c("NOK1V FH Equity","AUA AV Equity"), "LAST_PRICE", start=as.chron(as.Date("2006-9-13","%Y-%m-%d")),barfields="VOLUM...

Hi R, Can I convert ISIN numbers into Bloomberg tickers in the RBloomberg package? BR, Shubha [[alternative HTML version deleted]]