[R] Yahoo data download problem

[bren at juanantonio.info]

I have some function to solve your problem. 


#Plot stock quote
PSQ <- function(INSTRUMENT,FROM,TO,START){
   #Procedure to download Stock Quote Information
   DATA <-yahoo.get.hist.quote(
       instrument = INSTRUMENT,
       destfile = paste(INSTRUMENT, ".csv", sep = ""),
       start=FROM,
       end=TO,
       quote = c("Close"),
       adjusted = TRUE,
       download = TRUE,
       origin = "1970-01-01",
       compression = "d"); 

   #Conversion procedure to Time Series R Objetct;
   DATA.TS = ts(DATA,frequency = 365, start = c(START, 1))
   plot(DATA.TS);
   return(DATA.TS);
} 

#To compare
COMPARE_QUOTES <- function(QUOTES,FROM,TO,START){
   L = length(COMPANIES);
   par(mfrow=c(L,1));
   for  (i in 1:L){
       PSQ(QUOTES[i],FROM,TO,START);
   }
   par(mfrow=c(1,1));
} 

COMPANIES <-c("GE","MMM","IBM"); 

COMPARE_QUOTES(COMPANIES,"1990-01-01","2006-06-16",1990);
IBM <- PSQ("IBM","1990-01-01","2006-06-16",1990); 

> 
> Message: 1
> Date: Fri, 16 Jun 2006 12:10:53 +0200
> From: "Petr Pikal" <petr.pikal en precheza.cz>
> Subject: Re: [R] Yahoo data download problem
> To: SUMANTA BASAK <r_econometrics en yahoo.co.in>,	R HELP
> 	<r-help en stat.math.ethz.ch>
> Message-ID: <44929FCD.26976.F5A06E en localhost>
> Content-Type: text/plain; charset=US-ASCII 
> 
> Hi 
> 
> 
> On 16 Jun 2006 at 8:52, SUMANTA BASAK wrote: 
> 
> Date sent:      	Fri, 16 Jun 2006 08:52:22 +0100 (BST)
> From:           	SUMANTA BASAK <r_econometrics en yahoo.co.in>
> To:             	R HELP <r-help en stat.math.ethz.ch>,
> 	r-sig-finance-request en stat.math.ethz.ch
> Subject:        	[R] Yahoo data download problem 
> 
>> Hi all R-Experts, 
>> 
>> I'm facing one problem in yahoo data downloading. I'm suing Windows
>> XP, R 2.2.0, and i'm using yahoo.get.hist.quote function to download
>> data. I need 500 companies of S&P index daily 'closing price' data for
>> last ten years. My questions are: 
>> 
>> 1) I have all the ticker names of S&P 500 companies in a .csv format.
>> I'm reading those names in R and they are coming as data.frame object.
>> How can i change this to a vector?
> 
> df<-data.frame(x=sample(letters,10))  
> 
>  as.vector(df$x)
>  [1] "g" "b" "p" "u" "r" "q" "j" "h" "o" "k"
>>
> 
> HTH
> Petr 
> 
> 
>> 
>> 2) How can i get all companies data downloaded using a simple "for"
>> loop? 
>> 
>> I'm using the following function for a single stock data. 
>> 
>> 
>> library(gdata)
>> s<-yahoo.get.hist.quote(instrument = "mo", destfile = paste("mo",
>> ".csv", sep = ""), start="1996-01-01",
>>                      end="2006-06-16", quote = c("Close"), adjusted =
>>                      TRUE, download = TRUE, origin = "1970-01-01",
>>                      compression = "d") 
>> 
>> 
>> Thanks,
>> Sumanta Basak. 
>> 
>> 
>> --------------------------------- 
>> 
>> 
>>  [[alternative HTML version deleted]] 
>> 
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> 
> Petr Pikal
> petr.pikal en precheza.cz 
> 
 

Juan Antonio Breña Moral.
Advanced Marketing Ph.D. , URJC, Spain (Now)
Industrial Organisation Engineering, ICAI, Spain.
Technical Computer Programming Engineering, ICAI, Spain
Web: http://www.juanantonio.info
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