Displaying 20 results from an estimated 800 matches similar to: "Quantmod getSymbol.MySQL"
2008 Sep 02
1
R Newbie: quantmod and zoo: Warning in rbind.zoo(...) : column names differ
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
2011 Oct 18
1
problem with quantmod package
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.....
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2010 Feb 13
1
Using getSYMBOL, annotate package on a list with empty elements.
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"
2010 Aug 07
0
Fwd: quantmod Example-google data download-problems
---------- Forwarded message ----------
From: Velappan Periasamy <veepsirtt at gmail.com>
Date: Sat, Aug 7, 2010 at 11:20 PM
Subject: quantmod Example-google data download-problems
To: r-sig-finance at stat.math.ethz.ch
getSymbols("YHOO",src="google") is working
getSymbols("NSE:RCOM",src="google") is not working.
then how to download the stock data
2009 Aug 17
3
Newbie question re stddev, quantmod and performanceanalytics
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!
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2012 Jul 07
1
Getting objects from quantmod ticker list
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',
2017 Sep 06
1
Using quantmod to obtain current Dow Jones index
R 3.4.1
OS X
Colleagues,
I am just learning to use the quantmod package and I have encountered something that I don?t understand.
This works:
getSymbols("^DJI")
This does not work:
getQuote("^DJI?)
It returns only NAs:
Trade Time Last Change % Change Open High Low Volume
^DJI <NA> N/A N/A N/A N/A N/A N/A N/A
Two questions:
1. Is there some way to obtain the
2010 Jan 20
1
Quantmod error
Hi all I have installed quantmod package but when I try to obtain GOOG data
appers this message: Can anyone inform why itappears?
I type getSymbols("GOOG",src="google")
Thanks and Best Regards for all
Error en download.file(paste(google.URL, "q=", Symbols.name, "&startdate=",
:
no fue posible abrir la URL '
2010 Sep 10
2
[xts, quantmod] segfault probelm when I work with memcpy function
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(*,
2011 Nov 20
2
Continuasly Compunded Returns with quantmod-data
Hey guys,
i want to calculate the continuasly compounded returns for stock prices.
Formula for CCR:
R_t = ln(P_t/P_{t-1})*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
2018 Jan 07
1
help needed on quantmod....
dear members,
I am using quantmod to work with stock prices...
I am trying to append the data got from getQuote to the one got by getSymbols. The function is named "apnd". The code is as follows:
function(x){
if ((class(x) == "xts") || (class(x) == "zoo")){
sym <- deparse(substitute(x))
2018 Mar 15
1
Adjusting OHCL data via quantmod
Hello,
I'm trying to do two things:
-1. Ensure that I understand how quantmod adjust's OHLC data
-2. Determine how I ought to adjust my data.
My overarching-goal is to adjust my OHLC data appropriately to minimize the
difference between my backtest returns, and the returns I would get if I
was trading for real (which I'll be doing shortly).
Background:
-1. I'm using Alpha
2012 May 22
1
Quantmod, Xts, TTR and Postgresql
Hi Everyone,
I'm currently using the latest build of R and R-Studio server (both are
amazing products)
I'm still very new to this but I came across this issue:
I'm trying to do a select from postgres and put the data into and xts
object like so:
# Libs
library('RPostgreSQL') # http://code.google.com/p/rpostgresql/
library('quantmod')
library('TTR')
2017 Sep 01
3
How to use getSymbols() to get annual data
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 week!
Best regards,
Yingrui Liu
[[alternative HTML
2009 Feb 03
1
Using getSymbols
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 file but couldn't find anything.
Another newbie question, can I
2009 Jan 10
0
RMySQL CREATE TABLE error
Hi all-
I am stumped. The code in A. returns errors at lines 14 and 15 and fails
to load series1 and series2. However, in B., if temp1 and temp2 are
called again (which returns a "Table exists" error; see lines 14-17 in
B.) series1 and series2 load correctly. Any ideas? Also-I am open to any
suggestions to improve the code as I am a horrific programmer. Thanks
A.
1 >
2017 Dec 27
1
Error in dimnames in R
Could anyone help me with some little problem? When I plot the frontier I
get the following message: *"Error in dimnames(x) <- dn : length of
'dimnames' [1] not equal to array extent"*(see below for detail). How could
I solve this. Thanks a lot.
##---------------------------- Portfolio construction &
Optimisation------------------------
#Assets: LUTAX,
2010 Jun 05
1
How to get the closing price from the the GOOGLE FINANCE site for NSEINDIA stocks
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
2011 Feb 23
3
Using string to call/manipulate an object
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) <-
2011 Dec 07
1
scatterplotting stock returns using quantmod and pairs()
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")