Displaying 20 results from an estimated 3000 matches similar to: "How download Yahoo Quote?"
2011 Sep 11
1
How download to spreadsheet?
Hello all:
As everyone knows the stock quotes in Yahoo can be downloaded directly
on EXCEL spreadsheet.
we can also use the simple sentence of package tseries of R to download
Yahoo quote:
x <- get.hist.quote(instrument = "ibm", start = "2010-01-01",
quote = "close")
x
The result will display on the R console.
2017 Aug 07
1
tidyquant error downloading symbols for Index
Hi R Helpers,
I recently tried to take advantage of the ability to download all the
tickers in the S&P 500 using the functionality of tidyquant, but it threw
an error.
For summary, the set of commands that I ran was
library(tidyquant)
tq_index_options()
tq_index("SP500")
sessionInfo()
R feedback including error message and sessionInfo are provided below.
Guidance would be
2012 Aug 05
1
R: Help xts object Subset Date by Day of the Week
I have a xts object made of daily closing prices I have acquired using
quantmod.
Here is my code:
library(xts)
library(quantmod)
library(lubridate)
# Gets SPY data
getSymbols("SPY")
# Subset Prices to just closing price
SP500 <- Cl(SPY)
# Show day of the week for each date using 2-6 for monday-friday
SP500wd <- wday(SP500)
# Add Price and days of week together
2012 Dec 06
1
Fuction Error
I'm calling a list of symbols and then using a function to build a data
frame from that symbol list. It works great until I introduce this index
symbol from yahoo '^GSPC'. When and index symbol is introduced I get and
error which is below.
> Data <- symbolFrame(symbols)
Error in get(S) : object '^GSPC' not found
Since R does not like the ^ in front of a name it
2009 Feb 07
1
Yahoo data downloading problem
Hi,
I got some problems while was trying to download data from Yahoo using
yahoo.get.hist.quote() function. My script is as follows :
app <- yahoo.get.hist.quote("aapl", start="02/07/09", end="02/07/06",
quote="close")
However I got following error :
trying URL
2008 Sep 09
2
yahoo finance into R
Hi R,
I am familiar with the basics of R.
To learn more I would like how to get data from Yahoo!finance directly into
R. So basically I want a data frame or matrix to do some data analysis.
How do I do this?
Thank you very much.
Thomas
--
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Sent from the R help mailing list archive at Nabble.com.
2009 Sep 24
1
Downloading currency data from from Yahoo
Hi,
I wanted to download some currency data using "quantmod" package, however
got following error :
> getSymbols('USD/GBP',src='yahoo')
Error in download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,
:
cannot open URL
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!
--
View this message in context: http://www.nabble.com/Newbie-question-re-stddev%2C-quantmod-and-performanceanalytics-tp25001293p25001293.html
Sent from the R help
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
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
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) <-
2024 Dec 18
1
get.symbols doesn' work
Please look at what you wrote.
get.symbols vs. getSymbols.
-- Bert
On Wed, Dec 18, 2024 at 7:56?AM Phil Smith via R-help
<r-help at r-project.org> wrote:
>
> Hello r-project:
>
> I want to load and use the tiny quant libary.
>
> Hello R-project:
>
> get.symbols doesn't work this morning.
>
> I use this code:
>
>
2024 Dec 18
1
get.symbols doesn' work
Hello r-project:
I want to load and use the tiny quant libary.
Hello R-project:
get.symbols doesn't work this morning.
I use this code:
#############################################
#
# install.packages(c("quantmod", "TTR", "xts", "zoo" , "tidyquant" ))
# Load the tidyquant package
library("tidyquant")
library(TTR)
library(xts)
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',
2009 Mar 05
3
character string as object name
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.
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(*,
2009 Feb 05
4
eval and as.name
I'm sure there is a more general way to ask this question but how do
you use the elements of a character vector as names of objects in an
expression?
For example, say you have:
a = c(1,3,5,7)
b = c(2,4,6,8)
n=c("a","b")
and you want to use the names a and b in a function (e.g. sum)
sum(eval(as.name(n[1])),eval(as.name(n[2])))
works but
what is a simpler way to
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
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
2011 Mar 12
3
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
>