Dirk Eddelbuettel <[EMAIL PROTECTED]> writes: > Both get.hist.quote, and its derivative priceIts, rely on download.file() to > fetch financial data series from Yahoo! in .csv format. They allow for nice > interactive demonstrations of what one can do with R.
Er, how does this affect get.hist.quote? I see some flakiness, but the basic conversion appears to work: > spc <- get.hist.quote(instrument = "spc", start = "1998-01-01") trying URL `http://chart.yahoo.com/table.csv?s=spc&a=0&b=01&c=1998&d=3&e=24&f=2004&g=d&q=q&y=0&z=spc&x=.csv' Error in download.file(url, destfile, method = method) : cannot open URL `http://chart.yahoo.com/table.csv?s=spc&a=0&b=01&c=1998&d=3&e=24&f=2004&g=d&q=q&y=0&z=spc&x=.csv' In addition: Warning message: cannot open: HTTP status was `404 Not Found' > spc <- get.hist.quote(instrument = "spc", start = "1998-01-01") trying URL `http://chart.yahoo.com/table.csv?s=spc&a=0&b=01&c=1998&d=3&e=24&f=2004&g=d&q=q&y=0&z=spc&x=.csv' Content type `application/octet-stream' length unknown opened URL .......... .......... .......... .......... .......... .......... .......... .. downloaded 72Kb time series starts 1998-01-02 time series ends 2004-04-01 (Yes, that's the same URL, a few seconds later!) > Unfortunately, both are currently broken as Yahoo! decided to add a somewhat > useless html comment at the end of the csv 'stream', breaking the regular > format of n rows with k columns. Here is an example for the S&P500 index > since the beginning of the month (to keep it compact): > > Date,Open,High,Low,Close,Volume,Adj. Close* > 23-Apr-04,1140.81,1141.75,1134.89,1140.60,1820460032,1140.60 > 22-Apr-04,1122.01,1142.53,1121.98,1139.93,2147280000,1139.93 > 21-Apr-04,1119.24,1125.66,1116.07,1124.09,1995879936,1124.09 > 20-Apr-04,1137.60,1139.27,1118.09,1118.15,1806850048,1118.15 > 19-Apr-04,1132.81,1136.17,1129.87,1135.82,1374380032,1135.82 > 16-Apr-04,1133.86,1136.75,1126.92,1134.61,1723180032,1134.61 > 15-Apr-04,1130.45,1133.72,1120.85,1128.84,1895289984,1128.84 > 14-Apr-04,1122.44,1132.47,1122.33,1128.17,1682800000,1128.17 > 13-Apr-04,1145.20,1147.73,1127.72,1129.44,1616720000,1129.44 > 12-Apr-04,1141.98,1147.24,1139.32,1145.20,1194080000,1145.20 > 9-Apr-04,1149.73,1139.32,1139.32,1139.32,0,1139.32 > 8-Apr-04,1140.53,1148.91,1134.54,1139.32,1435520000,1139.32 > 7-Apr-04,1146.25,1148.16,1138.48,1140.53,1658200064,1140.53 > 6-Apr-04,1144.26,1150.57,1143.35,1148.16,1551449984,1148.16 > 5-Apr-04,1141.81,1150.57,1141.63,1150.57,1614749952,1150.57 > 2-Apr-04,1144.15,1144.73,1132.17,1141.81,2134489984,1141.81 > 1-Apr-04,1128.14,1135.53,1126.21,1132.17,1765560064,1132.17 > <!-- chart2.finance.scd.yahoo.com uncompressed Sat Apr 24 15:27:40 PDT 2004 --> > > Is there an _elegant and portable_ way of reading this with the last line? > I needed this, and used the somewhat clunky > > data <- read.csv(destfile) > unlink(destfile) > data <- data[-(nlines-1),] # skip very last line with commment > > which uses nlines, which had already been computed (as has a offset of one > because of the header line). How about this? > v <- > readLines(url("http://chart.yahoo.com/table.csv?s=ibm&a=0&b=01&c=1998&d=3&e=24&f=2004&g=d&q=q&y=0&z=ibm&x=.csv";)) > x <- read.csv(textConnection(v[-grep("^<!",v)])) > str(x) `data.frame': 1586 obs. of 7 variables: $ Date : Factor w/ 1586 levels "1-Apr-02","1-Ap..",..: 786 732 681 629 524 368 315 263 210 157 ... $ Open : num 91.0 90.5 91.2 92.0 91.9 ... $ High : num 91.6 91.5 91.4 92.5 92.3 ... $ Low : num 90.4 89.7 90.7 90.7 91.7 ... $ Close : num 91.3 90.7 91.3 90.7 91.9 ... $ Volume : int 5063200 7988000 4623400 4260200 4159400 1111800 6844200 5316300 5013600 3112600 ... $ Adj..Close.: num 91.3 90.7 91.3 90.7 91.9 ... -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-devel
