[R] yahoo finance into R

[davidr at rhotrading.com]

Yahoo and OandA provide only daily data, but the history goes back quite a ways:
> msft <- get.hist.quote(instrument="MSFT", start="1986-03-31", end="2008-09-10", quote=c("O","H","L","C","A","V"), provider="yahoo", retclass="zoo")
> NROW(msft)
[1] 5663
That's 22 years of data.
Not sure what you were expecting.

David L. Reiner, PhD
Head Quant
Rho Trading Securities, LLC
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of thomastos
Sent: Tuesday, September 09, 2008 10:18 PM
To: r-help at r-project.org
Subject: Re: [R] yahoo finance into R


thanks a lot. i thought it was more difficult.

however i am dissapointed that i get so little data. 

thanks again

thomas
  

Peter Dalgaard wrote:
> 
> thomastos wrote:
>> 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?
>>   
> RSiteSearch("yahoo")
> 
> get.hist.quote() from tseries
> yahooSeries() from fImport (untried)
> 
> -- 
>    O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
>   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
>  (*) \(*) -- University of Copenhagen   Denmark      Ph:  (+45) 35327918
> ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)              FAX: (+45) 35327907
> 
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