[R] currency conversion function?

David Winsemius dwinsemius at comcast.net
Wed Oct 14 14:54:56 CEST 2009


There was such a function in the form of getFX in package=quantmod ,  
but testing it makes me think there might have been a change in how  
the website on which it depended might be expecting to get requests.

library(quantmod)
 > getFX("EUR/USD",from=as.Date("2008-01-01"))
Error: oanda.com limits data to 500 days per request

You might look at how they implemented it and see if it could be  
modified to work with your selected target web-server.

Or you could see if Rowlingson's reply to james in the archives was  
helpful:

http://finzi.psych.upenn.edu/Rhelp08/2009-June/202979.html

-- 
David

On Oct 14, 2009, at 5:40 AM, Liviu Andronic wrote:

> 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
>
>
>
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David Winsemius, MD
Heritage Laboratories
West Hartford, CT




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