[R-SIG-Finance] Having troubles with timezone retrieving intraday bar data

Hi All I want to retrieve the intraday closing prices per minute of an ETF in the US, namely EWQ UP Equity. I am located in Amsterdam, my timezone in R is configured as CET, nowdays shown as CEST with the summer adjustment. I make the following query: startDate - as.Date(2010-12-01) endDate -

Re: [R-SIG-Finance] problem with getting Historical data for futures using I Brokers package

try adding include_expired = '1' to the contract definition; see ?twsContract regards, enrico -Ursprüngliche Nachricht- Von: r-sig-finance-boun...@r-project.org [mailto:r-sig-finance-boun...@r-project.org] Im Auftrag von Gautam Garg Gesendet: Montag, 13. Juni 2011 11:53 An:

Re: [R-SIG-Finance] Return.Calculate vs ROC

Thanks for all the replies. There was something wrong with my installations of the relevant packages. When I reinstalled, the problem seized... Maybe some code overwritten or mixed up with some of my routines. Thanks again for your time and replies, Costas On 12 June 2011 23:43, G See

Re: [R-SIG-Finance] Converting data for use in TTR and PerformanceAnalytics

On Mon, Jun 13, 2011 at 8:55 AM, Kenneth Rose kennethros...@gmail.com wrote: Hi guys, I'm a complete newbie so I'm not sure if my question is stupid. But anyway, I can't figure it out! I'm trying to do calculate returns in TTR and PerformanceAnalytics (inspired by

Re: [R-SIG-Finance] problem with getting Historical data for futures using I Brokers package

Thanks that helped but now it is giving another error. here is the code: t-twsFUT(symbol=WPRO,exch=NSE,expiry=201105,currency=INR,include_expired = '1') WPRO - reqHistoricalData(tws,t ,file=Wipro.csv ,bar=1 min, dur=5 D) TWS Message: 2 -1 2104 Market data farm connection is OK:hkfarm