On Mar 13, 2011, at 1:28 AM, Dennis Murphy wrote:
Hi:
(1) The first argument to get.hist.quote() is instrument, not
instruments. I
concur with David that get.hist.quote()
takes a single character string as an argument.
(2) I tried running this with lapply() but got a download error on
the last
one:
getStockData("PBR-B")
trying URL '
http://chart.yahoo.com/table.csv?s=PBR-B&a=0&b=01&c=2011&d=0&e=31&f=2011&g=d&q=q&y=0&z=PBR-B&x=.csv
'
Error in download.file(url, destfile, method = method, quiet =
quiet) :
cannot open URL '
http://chart.yahoo.com/table.csv?s=PBR-B&a=0&b=01&c=2011&d=0&e=31&f=2011&g=d&q=q&y=0&z=PBR-B&x=.csv
'
In addition: Warning message:
In download.file(url, destfile, method = method, quiet = quiet) :
cannot open: HTTP status was '404 Not Found'
If we take out that (last) symbol , convert the remaining symbols to a
vector, create a simple download function and use lapply(), then...
Tickers <- as.vector(unlist(tickers))[-6] # character vector
getStockData <- function(symbols) {
coredata(get.hist.quote(instrument = symbols,
Is there a particular reason to use `coredata` here? I got pretty much
identical results with the method I illustrated without it, except
that my approach preserved the dates, while yours removed the date
rownames. That would not seem to be an improvement.
> res[[1]]
Close
2011-01-03 74.55
2011-01-04 74.90
2011-01-05 74.70
snipped
2011-01-28 78.99
2011-01-31 80.68
start="2011-01-01", end="2011-01-31",
quote=c("Close"), provider="yahoo"))
}
stockdata <- lapply(Tickers, getStockData) # produces a list of
five
components
names(stockdata) <- Tickers
stockdata[[1]]
$XOM
Close
[1,] 74.55
[2,] 74.90
[3,] 74.70
<snip>
[18,] 79.88
[19,] 78.99
[20,] 80.68
HTH,
Dennis
On Sat, Mar 12, 2011 at 9:18 PM, algotr8der <algotr8...@gmail.com>
wrote:
Thanks David for the reply. I just tried the following with the same
result:
library(tseries)
tickers <- read.csv("testticker.txt", header=FALSE, sep=",")
tickers <- tickers[1]
V1
1 XOM
2 COP
3 PBR-A
4 FFIV
5 SU
6 PBR-B
tickers$V1 <- as.character(tickers$V1)
tickers$V1
[1] "XOM" "COP" "PBR-A" "FFIV" "SU" "PBR-B"
symbols <- tickers$V1
symbols
[1] "XOM" "COP" "PBR-A" "FFIV" "SU" "PBR-B"
stockdata <- data.frame()
stockdata <- coredata(get.hist.quote(instruments=symbols,
start="2011-01-01", end="2011-01-31", quote=c("Close"),
provider="yahoo"))
Error in get.hist.quote(instruments = symbols, start =
"2011-01-01", end =
"2011-01-31", :
unused argument(s) (instruments = symbols)
David Winsemius, MD
West Hartford, CT
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