[R] Problem with get.hist.quote (tseries library)....

[Peter Dalgaard BSA]

"Patrick Hausmann" <patrick.hausmann at uni-bremen.de> writes:

> At 21:48 - 6 Jun 2002, Peter Dalgaard BSA <p.dalgaard at biostat.ku.dk> wrote:
> 
> > "Patrick Hausmann" <patrick.hausmann at uni-bremen.de> writes:
> > 
> > > At 16:36 - 6 Jun 2002, Carlos Ortega wrote:
> > > 
> > > > I am having a problem with the get.hist.quote command (tseries library) in
> > > > the Windows version.
> > > 
> > > I am having a similar problem:
> > > 
> > > ++++++++++++++ ERROR MESSAGE +++++++++++++++++++
> > > > library(tseries)
> > > > x <- get.hist.quote(instrument = "ibm", quote = c("Cl", "Vol"))
> [...]
> 
> > Not happening here. 
> > 
> > a) is your tseries package up to date?
> First lines from ChangeLog:
> 2002-04-26  Adrian Trapletti <a.trapletti at bluewin.ch>
> 	* DESCRIPTION (Version): New version is 0.9-0.	

Same here. (Doesn't it identify itself on load?)

> > b) could you show us a few lines of output from
> > 
> > readLines("http://chart.yahoo.com/table.csv?s=ibm&a=01&b=02&c=1991&d=06&e=05&f=2002&g=d&q=q&y=0&z=ibm&x=.csv")
> The first two lines:

(...that didn't scoll off the top I assume.)

> [2047] "21-Apr-94,13.60,14.50,13.36,14.44,8758100"      "20-Apr-94,13.17,13.23,12.80,12.92,2207700"     
> [2049] "19-Apr-94,13.23,13.30,12.71,13.20,2094000"      "18-Apr-94,13.08,13.39,13.05,13.20,3120000" 
> [...]   
> The last two lines:
> [2881] "4-Jan-91,27.89,27.95,27.67,27.73,1085100"       "3-Jan-91,27.79,28.16,27.76,27.82,1307400"      
> [2883] "2-Jan-91,27.92,28.13,27.73,27.73,1037700" 

Same here.

Could you try debug(get.hist.quote) and see what line causes the
error? My bet is this one:

        dat <- as.POSIXct(strptime(dat, "%d-%b-%y"), tz = "GMT")

If so, what is in `dat' at that point?

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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