Re: [R] pass character vector in instrument field of get.hist.quote function

From: Dennis Murphy <djmuser_at_gmail.com>
Date: Sat, 12 Mar 2011 22:28:07 -0800

Hi:

(1) The first argument to get.hist.quote() is instrument, not instruments. I concur with David that get.hist.quote()

      takes a single character string as an argument.

(2) I tried running this with lapply() but got a download error on the last one:

getStockData("PBR-B")
trying URL '
http://chart.yahoo.com/table.csv?s=PBR-B&a=0&b=01&c=2011&d=0&e=31&f=2011&g=d&q=q&y=0&z=PBR-B&x=.csv '
Error in download.file(url, destfile, method = method, quiet = quiet) :   cannot open URL '
http://chart.yahoo.com/table.csv?s=PBR-B&a=0&b=01&c=2011&d=0&e=31&f=2011&g=d&q=q&y=0&z=PBR-B&x=.csv '
In addition: Warning message:
In download.file(url, destfile, method = method, quiet = quiet) :   cannot open: HTTP status was '404 Not Found'

If we take out that (last) symbol , convert the remaining symbols to a vector, create a simple download function and use lapply(), then...

Tickers <- as.vector(unlist(tickers))[-6] # character vector getStockData <- function(symbols) {

     coredata(get.hist.quote(instrument = symbols,
              start="2011-01-01", end="2011-01-31",
              quote=c("Close"), provider="yahoo"))
    }
stockdata <- lapply(Tickers, getStockData)     # produces a list of five
components
names(stockdata) <- Tickers
stockdata[[1]]
$XOM
      Close
 [1,] 74.55
 [2,] 74.90
 [3,] 74.70

<snip>
[18,] 79.88
[19,] 78.99
[20,] 80.68

HTH,
Dennis

On Sat, Mar 12, 2011 at 9:18 PM, algotr8der <algotr8der_at_gmail.com> wrote:

> Thanks David for the reply. I just tried the following with the same
> result:

>

> >library(tseries)
> >tickers <- read.csv("testticker.txt", header=FALSE, sep=",")
> >tickers <- tickers[1]
> V1
> 1 XOM
> 2 COP
> 3 PBR-A
> 4 FFIV
> 5 SU
> 6 PBR-B
>
>

> > tickers$V1 <- as.character(tickers$V1)
> > tickers$V1
> [1] "XOM" "COP" "PBR-A" "FFIV" "SU" "PBR-B"
>

> > symbols <- tickers$V1
> > symbols
> [1] "XOM" "COP" "PBR-A" "FFIV" "SU" "PBR-B"
>

> > stockdata <- data.frame()
> > stockdata <- coredata(get.hist.quote(instruments=symbols,
> > start="2011-01-01", end="2011-01-31", quote=c("Close"),
> provider="yahoo"))
> Error in get.hist.quote(instruments = symbols, start = "2011-01-01", end =
> "2011-01-31", :
> unused argument(s) (instruments = symbols)
>
>
>

> --
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> Sent from the R help mailing list archive at Nabble.com.
>

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