[R] Downloading S&P monthly data into R

Pete Brecknock Peter.Brecknock at bp.com
Sat Feb 12 06:11:33 CET 2011


1. Using the quantmod package.....

Look at ?getSymbols

e.g. getSymbols("^GSPC",src="yahoo") 

then use the to.monthly function


2. Using the tseries package .....

Look at ?get.hist.quote

e.g. get.hist.quote(instrument = "^GSPC", start = as.yearmon("Jan 1950")
,compression = "m", quote = "Close")

There will be many other approaches.

HTH

Pete
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