similar to: yahoo finance into R

I am using the getQuote function in the Quantmod package to retrieve the % change for a stock as follows: > getQuote("aapl",what=yahooQF(c("Change Percent (Real-time)"))) Trade Time %Change (RT) aapl 2012-10-11 03:41:00 N/A - -1.67% How can I extract the numeric "change %" which is being returned as a factor so that I can use it in other

Hi R ?users, ? I am using R-2.14.0 on Windows XP. ? May I request you to assist me for the following please. ? I like to extract all the fields (example: a : Ask, b : Bid, ??, w : 52-week Range, x: Stock Exchange) ?for certain period of time, say, 1 October 2011 to 31 October 2011. ? Is there any R-Package(s) & any R- script please? ? Once again, thank you very much for the time you have

Hi, I have been learning the quantmod package over the last several days. I went to check some of my data pulls against other sources and was surprised to find that a few tickers that have single characters do not successfully scrape from Google Finance using getFin(). Particularly require(quantmod) getFin("A") getFin("E") getFin("F") getFin("G")

Dear all Is there any R function that would perform currency conversion using up-to-date exchange rates? I would be looking for a function that allows to download recent exchange rates (say, from Yahoo!) and then use these in converting currencies (say, USD to EUR). I am not sure whether r-sig-finance would be more appropriate, but the (off-)topic feels general enough to me. Thank you Liviu --

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))

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

i am new to the quantmod package . so if the answer is trivial please excuse me. i want to study stock values within a day. i get current stock updates using getQuotes and then want to produce usual quantmod graphs with that values. also the graph should be able of adding technical indicators. please help. in addition it will be helpful if anyone suggests how to run that code continuously to get

Dear R Helpers, I am trying to adjust the attribute of an R object pulled from quantmod. Since I want to do this for many such objects, I was trying to make the adjustment programmatic. Unfortunately, I am having a huge amount of trouble using attr in combination with paste (and perhaps get, and perhaps assign, none of which seem to help). When I hard-code the change it works fine. Your help

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

I was on vacation the last week and wrote some code to run a 500-day correlation between the Nasdaq tracking stock (QQQ) and 191 currency pairs for 500 days. The initial run took 9 hours(!) and I'd like to make it faster. So, I'm including my code below, in hopes that somebody will be able to figure out how to make it faster, either through parallelisation, or by making changes. I've

Guys, I wrote to the finance mailing list earlier with my questions but was directed here. Sorry for the repeat. --------------- library(quantmod) .... now <- Sys.time() midnight <- strptime() # <---- I want to make this a static variable that will be equal to 12:00:00 am but I dont know what to put here. I keep getting NA for everything I do if(now == midnight) {

This script below pulls yahoo data via a function in quantmod, then massages the data around to forumalate a 3D graph with RGL library, attached is a ggplot to show the data i'm trying to create a surface with in separate line geoms . the issue is that the 3D graph looks very ugly and cut up because of the limited quantities of points on the front month expirations.. can anyone tell me whats

Dear All, I'm new at R, but I really just need a couple of things. The first thing I need is to figure out how to get each individual financial statement (CF,BS,IS). I need each individual one because getting them all at once allows for formatting issues once it is a CSV. The date subsetting is what I need because I will be running a statistical model in excel. I know I could probably

I would like to have a function which gets data, does a calculation and prints a result and then waits some number of seconds and repeats. If I use Sys.sleep, the execution is pausing but the function output is buffered so that it all comes out when the function terminates. How can I get output while the function continues to execute?

Hi everyone, Following this post: http://r.789695.n4.nabble.com/currency-conversion-function-tt906056.html#a906061 I was trying to run the code: foo <- function(from, to, date){ url <- " http://www.oanda.com/convert/classic?script=..%2Fconvert%2Fclassic&language=en&value=1 " params <-

dear members, I have a list of stocks by name snlcq2: snlcq2 <- c("ICICIBANK.NS" "IBULHSGFIN.NS" "INDUSINDBK.NS" "INFY.NS" "KOTAKBANK.NS" "LTI.NS" "LT.NS" "LUPIN.NS" "M&M.NS" "M&MFIN.NS" "NTPC.NS" "ONGC.NS"

R/Finance 2009: Applied Finance with R April 24 & 25, Chicago, IL, US The first annual R/Finance conference for applied finance using R , the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 24 and Saturday April 25. The two-day conference will cover topics as diverse as portfolio theory,

R/Finance 2009: Applied Finance with R April 24 & 25, Chicago, IL, US The first annual R/Finance conference for applied finance using R , the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 24 and Saturday April 25. The two-day conference will cover topics as diverse as portfolio theory,

Call for Papers The Finance Department of the University of Illinois at Chicago (UIC), the International Center for Futures and Derivatives at UIC, and members of the R finance community are pleased to announce R/Finance 2009: Applied Finance with R on April 24 and 25, 2009, in Chicago, IL, USA Confirmed keynote speakers include: Patrick Burns (Burns

Call for Papers The Finance Department of the University of Illinois at Chicago (UIC), the International Center for Futures and Derivatives at UIC, and members of the R finance community are pleased to announce R/Finance 2009: Applied Finance with R on April 24 and 25, 2009, in Chicago, IL, USA Confirmed keynote speakers include: Patrick Burns (Burns