[R-SIG-Finance] TSE ticker problems
I have been having trouble retrieving some TSE series from yahoo: require(quantmod) getSymbols(BMO.TO, dbname=yahoo) works but getSymbols(COS.TO, dbname=yahoo) appears to have worked but has actually failed: str(COS.TO) An 'xts' object of zero-width It seems to be getting the header, but no data. I have also tried with Google Finance: getSymbols(TSE:COS, dbname=google) Error in download.file(paste(yahoo.URL, s=, Symbols.name, a=, from.m, : cannot open URL 'http://chart.yahoo.com/table.csv?s=TSE:COSa=0b=01c=2007d=6e=11f=2012g=dq=qy=0z=TSE:COSx=.csv' In addition: Warning message: In download.file(paste(yahoo.URL, s=, Symbols.name, a=, from.m, : cannot open: HTTP status was '404 Not Found' I'm not sure if I have the syntax correct for indicating an exchange on google. Does anyone have suggestions? Thanks, Paul ___ 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] TSE ticker problems
Hi Paul, Are you sure you're not looking for the src= argument of getSymbols()? Best, Michael On Wed, Jul 11, 2012 at 12:49 PM, Paul Gilbert pgilbert...@gmail.com wrote: I have been having trouble retrieving some TSE series from yahoo: require(quantmod) getSymbols(BMO.TO, dbname=yahoo) works but getSymbols(COS.TO, dbname=yahoo) appears to have worked but has actually failed: str(COS.TO) An 'xts' object of zero-width It seems to be getting the header, but no data. I have also tried with Google Finance: getSymbols(TSE:COS, dbname=google) Error in download.file(paste(yahoo.URL, s=, Symbols.name, a=, from.m, : cannot open URL 'http://chart.yahoo.com/table.csv?s=TSE:COSa=0b=01c=2007d=6e=11f=2012g=dq=qy=0z=TSE:COSx=.csv' In addition: Warning message: In download.file(paste(yahoo.URL, s=, Symbols.name, a=, from.m, : cannot open: HTTP status was '404 Not Found' I'm not sure if I have the syntax correct for indicating an exchange on google. Does anyone have suggestions? Thanks, Paul ___ 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. ___ 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] TSE ticker problems
I don't think google provides that data in a nice format (i.e. CSV) If you go to http://www.google.com/finance/historical?q=NYSEARCA:SPY you can see that on the right side of the page there is a section called Export with a link called Download to spreadsheet However, if you go the analogous page for COS, there is no such link. http://www.google.com/finance/historical?q=TSE:COS On Wed, Jul 11, 2012 at 1:57 PM, Paul Gilbert pgilbert...@gmail.com wrote: My bad. Indeed the examples should have been: getSymbols(BMO.TO, src=yahoo) getSymbols(COS.TO, src=yahoo) getSymbols(TSE:COS, src=google) They lost something in translation from my code. The problem is not resolved by this correction, however the yahoo retrieval is fixed by the getSymbols.yahoo URL change suggested. The google retrieval still causes problems: getSymbols(TSE:COS, src=google) Error in download.file(paste(google.URL, q=, Symbols.name, startdate=, : cannot open URL 'http://finance.google.com/finance/historical?q=TSE:COSstartdate=Jan+01,+2007enddate=Jul+11,+2012output=csv' In addition: Warning message: In download.file(paste(google.URL, q=, Symbols.name, startdate=, : cannot open: HTTP status was '404 Not Found' Any further suggestions appreciated. Thanks, Paul ___ 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] TSE ticker problems
On http://finance.yahoo.com/q/hp?s=COS.TO , the link to Historical Prices has no data. Probably why you only get headers. getSymbols(COS.TO, src=yahoo) ___ 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] TSE ticker problems
The format that getSymbols uses internally is: http://chart.yahoo.com/table.csv?s=COS.TOa=0b=01c=2007d=6e=11f=2012g=dq=qy=0z=COS.TOx=.csv Which somehow doesn't resolve to the data in this instance. I'll investigate. Thanks, Jeff On Wed, Jul 11, 2012 at 2:42 PM, G See gsee...@gmail.com wrote: But... I see plenty of data there... including a link to Download to Spreadsheet http://ichart.finance.yahoo.com/table.csv?s=COS.TOd=6e=11f=2012g=da=7b=13c=1996ignore=.csv On Wed, Jul 11, 2012 at 2:39 PM, Doug Edmunds dougedmu...@gmail.com wrote: On http://finance.yahoo.com/q/hp?s=COS.TO , the link to Historical Prices has no data. Probably why you only get headers. getSymbols(COS.TO, src=yahoo) ___ 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. ___ 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. -- Jeffrey Ryan jeffrey.r...@lemnica.com www.lemnica.com www.esotericR.com ___ 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] TSE ticker problems
Paul, Although, changing the yahoo URL seemed to work to get yahoo's data for COS.TO, beware that there is a 4+ month gap in their data in 2012. tail(COS.TO) COS.TO.Open COS.TO.High COS.TO.Low COS.TO.Close COS.TO.Volume 2012-02-22 23.25 23.61 23.2323.61 1473800 2012-02-23 23.68 23.75 23.4123.62 1560800 2012-02-24 23.74 23.96 23.6223.66 1639300 2012-02-27 23.60 23.60 23.2623.34 1261100 2012-02-28 23.34 23.70 23.2723.34 2038900 2012-07-11 19.13 19.59 18.9219.40 1286400 COS.TO.Adjusted 2012-02-22 23.61 2012-02-23 23.62 2012-02-24 23.66 2012-02-27 23.34 2012-02-28 23.34 2012-07-11 23.34 Garrett On Wed, Jul 11, 2012 at 1:57 PM, Paul Gilbert pgilbert...@gmail.com wrote: snip however the yahoo retrieval is fixed by the getSymbols.yahoo URL change suggested. ___ 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.
