similar to: How download Yahoo Quote?

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 -- View this message in context: http://www.nabble.com/yahoo-finance-into-R-tp19385481p19385481.html 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 >