Re: [R-SIG-Finance] Slow data EOD

2012-10-13 Thread G See 
And Jeff's already provided a quoteFormat (which I had forgotten
about) so that you don't have to rearrange columns.

 getQuote(SPY, what=yahooQuote.EOD)
 Trade Time   Open   HighLow  CloseVolume
SPY 2012-10-12 04:00:00 143.46 143.95 142.58 142.89 124181904


On Tue, Oct 9, 2012 at 12:04 PM, Ralph Vince rvinc...@gmail.com wrote:
 Ah, okthen I can create a function to perhaps append it onto the
 file I am downloading entirely end of day or something like that.

 On Tue, Oct 9, 2012 at 1:02 PM, G See gsee...@gmail.com wrote:
 On Tue, Oct 9, 2012 at 11:58 AM, Ralph Vince rvinc...@gmail.com wrote:
 Thanks Garrett, Im really just looking for timely end-of-day data on
 this though. Ralph

 For example, getQuote(SPY), will return end of day data if you call
 it late in the afternoon ;-)

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[R-SIG-Finance] Slow data EOD

2012-10-09 Thread Ralph Vince 
I'm downloading certain equity data from yahoo on an eod basis, using
the code, below. It works wonderfully, formatting the data and dates
precisely as I am looking for EXCEPT often the data is late. Often,
the latest market day's data is not up until 10, 11 pm that night.

Is there something I am doing wrong here? Surely, yahoo must have the
data by the close. is the way I am invoking calling the file, below,
causing this? Or is there a way to obtain it from google earlier? I;d
be very grateful for any help along these lines. Ralph Vince

require(quantmod)
library(plan)
brsym - c(
AAPL,
ABT,
...
WMT,
XOM
);
for (i in 1:length(brsym)) {
tryCatch({
j - paste(http://table.finance.yahoo.com/table.csv?s=,brsym[[i]],sep=;);
j - paste(j,g=dignore=.csv,sep=);
print(j);
X - read.csv(j, header=TRUE);
# Convert the Date column from a factor class to a Date class
X$Date - as.Date(X$Date)
# Sort the X object by the Date column -- order(-X$Date) will sort it
in the other direction
X - X[order(X$Date),]
# Format the date column as you want
X$Date - format(as.Date(X$Date),%Y%m%d);
X - X[,1:6]
kk - trim.whitespace(brsym[[i]]);
k - paste(/home/oracle/broadbaseddata/, kk, sep=);
k - trim.whitespace(k);
k - paste(k,.csv, sep=);
write.table(X, k, append = FALSE, quote = FALSE, sep = ,,
eol = \n, na = NA, dec = ., row.names = FALSE,
col.names = FALSE, qmethod = c(escape, double));
print(k);
ko - paste(X$Date[1], -,X$Date[length(X$Date)]);
print(ko);
}, interrupt = function(ex) {
cat(An interrupt was detected.\n);
print(ex);
}, error = function(ex) {
cat(An error was detected.\n);
print(ex);
}, finally = {
cat(done\n);
})
}

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Re: [R-SIG-Finance] Slow data EOD

2012-10-09 Thread G See 
Hi Ralph,

You can get real time intraday data from yahoo or google:
http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market

Or you can get delayed data with quantmod::getQuote.

Maybe that will work better for you.

I'm not sure about your particular issue, but one of the issues with
yahoo's daily data is that sometimes it has duplicate timestamps (and
different volume) for the most recent observation.

HTH,
Garrett

On Tue, Oct 9, 2012 at 11:26 AM, Ralph Vince rvinc...@gmail.com wrote:
 I'm downloading certain equity data from yahoo on an eod basis, using
 the code, below. It works wonderfully, formatting the data and dates
 precisely as I am looking for EXCEPT often the data is late. Often,
 the latest market day's data is not up until 10, 11 pm that night.

 Is there something I am doing wrong here? Surely, yahoo must have the
 data by the close. is the way I am invoking calling the file, below,
 causing this? Or is there a way to obtain it from google earlier? I;d
 be very grateful for any help along these lines. Ralph Vince

 require(quantmod)
 library(plan)
 brsym - c(
 AAPL,
 ABT,
 ...
 WMT,
 XOM
 );
 for (i in 1:length(brsym)) {
 tryCatch({
 j - paste(http://table.finance.yahoo.com/table.csv?s=,brsym[[i]],sep=;);
 j - paste(j,g=dignore=.csv,sep=);
 print(j);
 X - read.csv(j, header=TRUE);
 # Convert the Date column from a factor class to a Date class
 X$Date - as.Date(X$Date)
 # Sort the X object by the Date column -- order(-X$Date) will sort it
 in the other direction
 X - X[order(X$Date),]
 # Format the date column as you want
 X$Date - format(as.Date(X$Date),%Y%m%d);
 X - X[,1:6]
 kk - trim.whitespace(brsym[[i]]);
 k - paste(/home/oracle/broadbaseddata/, kk, sep=);
 k - trim.whitespace(k);
 k - paste(k,.csv, sep=);
 write.table(X, k, append = FALSE, quote = FALSE, sep = ,,
 eol = \n, na = NA, dec = ., row.names = FALSE,
 col.names = FALSE, qmethod = c(escape, double));
 print(k);
 ko - paste(X$Date[1], -,X$Date[length(X$Date)]);
 print(ko);
 }, interrupt = function(ex) {
 cat(An interrupt was detected.\n);
 print(ex);
 }, error = function(ex) {
 cat(An error was detected.\n);
 print(ex);
 }, finally = {
 cat(done\n);
 })
 }

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 -- Also note that this is not the r-help list where general R questions 
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Re: [R-SIG-Finance] Slow data EOD

2012-10-09 Thread Ralph Vince 
Thanks Garrett, Im really just looking for timely end-of-day data on
this though. Ralph

On Tue, Oct 9, 2012 at 12:40 PM, G See gsee...@gmail.com wrote:
 Hi Ralph,

 You can get real time intraday data from yahoo or google:
 http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market

 Or you can get delayed data with quantmod::getQuote.

 Maybe that will work better for you.

 I'm not sure about your particular issue, but one of the issues with
 yahoo's daily data is that sometimes it has duplicate timestamps (and
 different volume) for the most recent observation.

 HTH,
 Garrett

 On Tue, Oct 9, 2012 at 11:26 AM, Ralph Vince rvinc...@gmail.com wrote:
 I'm downloading certain equity data from yahoo on an eod basis, using
 the code, below. It works wonderfully, formatting the data and dates
 precisely as I am looking for EXCEPT often the data is late. Often,
 the latest market day's data is not up until 10, 11 pm that night.

 Is there something I am doing wrong here? Surely, yahoo must have the
 data by the close. is the way I am invoking calling the file, below,
 causing this? Or is there a way to obtain it from google earlier? I;d
 be very grateful for any help along these lines. Ralph Vince

 require(quantmod)
 library(plan)
 brsym - c(
 AAPL,
 ABT,
 ...
 WMT,
 XOM
 );
 for (i in 1:length(brsym)) {
 tryCatch({
 j - paste(http://table.finance.yahoo.com/table.csv?s=,brsym[[i]],sep=;);
 j - paste(j,g=dignore=.csv,sep=);
 print(j);
 X - read.csv(j, header=TRUE);
 # Convert the Date column from a factor class to a Date class
 X$Date - as.Date(X$Date)
 # Sort the X object by the Date column -- order(-X$Date) will sort it
 in the other direction
 X - X[order(X$Date),]
 # Format the date column as you want
 X$Date - format(as.Date(X$Date),%Y%m%d);
 X - X[,1:6]
 kk - trim.whitespace(brsym[[i]]);
 k - paste(/home/oracle/broadbaseddata/, kk, sep=);
 k - trim.whitespace(k);
 k - paste(k,.csv, sep=);
 write.table(X, k, append = FALSE, quote = FALSE, sep = ,,
 eol = \n, na = NA, dec = ., row.names = FALSE,
 col.names = FALSE, qmethod = c(escape, double));
 print(k);
 ko - paste(X$Date[1], -,X$Date[length(X$Date)]);
 print(ko);
 }, interrupt = function(ex) {
 cat(An interrupt was detected.\n);
 print(ex);
 }, error = function(ex) {
 cat(An error was detected.\n);
 print(ex);
 }, finally = {
 cat(done\n);
 })
 }

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 https://stat.ethz.ch/mailman/listinfo/r-sig-finance
 -- Subscriber-posting only. If you want to post, subscribe first.
 -- Also note that this is not the r-help list where general R questions 
 should go.

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-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should 
go.

Re: [R-SIG-Finance] Slow data EOD

2012-10-09 Thread G See 
On Tue, Oct 9, 2012 at 11:58 AM, Ralph Vince rvinc...@gmail.com wrote:
 Thanks Garrett, Im really just looking for timely end-of-day data on
 this though. Ralph

For example, getQuote(SPY), will return end of day data if you call
it late in the afternoon ;-)

___
R-SIG-Finance@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should 
go.

Re: [R-SIG-Finance] Slow data EOD

2012-10-09 Thread Ralph Vince 
Ah, okthen I can create a function to perhaps append it onto the
file I am downloading entirely end of day or something like that.

On Tue, Oct 9, 2012 at 1:02 PM, G See gsee...@gmail.com wrote:
 On Tue, Oct 9, 2012 at 11:58 AM, Ralph Vince rvinc...@gmail.com wrote:
 Thanks Garrett, Im really just looking for timely end-of-day data on
 this though. Ralph

 For example, getQuote(SPY), will return end of day data if you call
 it late in the afternoon ;-)

___
R-SIG-Finance@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should 
go.