Re: [R] Yahoo data download problem

From: Neuro LeSuperHéros <neuro3000_at_hotmail.com>
Date: Sat 17 Jun 2006 - 00:03:18 EST


Hi, this is what you asked for. You should consider transforming your ts data into something else as you get no column name or date in the basic form.

#Initialize empty table
closing <-NULL

#Downalod consituents since I don't have it on my comp download.file("http://www2.standardandpoors.com/spf/csv/index/sp500.csv", "c:/constituents.csv", "internal", quiet = FALSE, mode = "wb",cacheOK = TRUE)
constituents <-read.csv("c:/constituents.csv",header=TRUE,skip=2,as.is=TRUE)

for (i in constituents$Ticker) {
s<-yahoo.get.hist.quote(instrument = sub("\\.","\\-",i), destfile = paste(i, ".csv", sep = ""), start="1996-01-01", end="2006-06-16", quote = c("Close"), adjusted = TRUE, download = TRUE, origin = "1970-01-01", compression = "d") closing <-cbind.ts(closing ,s)
}

write.csv(closing,"c:/yahoooutput.csv")

Neuro

>From: SUMANTA BASAK <r_econometrics@yahoo.co.in>
>To: Petr Pikal <petr.pikal@precheza.cz>, R HELP <r-help@stat.math.ethz.ch>
>Subject: Re: [R] Yahoo data download problem
>Date: Fri, 16 Jun 2006 12:10:31 +0100 (BST)
>
>Hi Petr,
>
>Thanks for the solution. But my problem is still there. I have 500 company
>names in a single column in an excel sheet of S&P 500 index. I need to call
>all those compnies in a 'for' loop and write that whole dataset into a text
>file. I've developed the following one, but the problem is getting all
>those company names in a vector.
>
>h<-c("GE","MMM")
>s<-matrix(0,3818,2)
>for (i in 1:2)
>{
>s[,i]<-yahoo.get.hist.quote(instrument = h[i], destfile = paste(h[i],
>".csv", sep = ""), start="1996-01-01",
> end="2006-06-16", quote = c("Close"), adjusted =
>TRUE, download = TRUE, origin = "1970-01-01",
> compression = "d")
>write.csv(s,file="Z:/yahoo.out.csv")
>}
>
>Here i have taken only two compnies. But i want to fetch all the company
>names and put them in a vector so that i can call them in a 'for' loop.
>Please guide.
>
>Thanks,
>Sumanta Basak.
>
>Petr Pikal <petr.pikal@precheza.cz> wrote: Hi
>
>
>On 16 Jun 2006 at 8:52, SUMANTA BASAK wrote:
>
>Date sent: Fri, 16 Jun 2006 08:52:22 +0100 (BST)
>From: SUMANTA BASAK
>To: R HELP ,
> r-sig-finance-request@stat.math.ethz.ch
>Subject: [R] Yahoo data download problem
>
> > Hi all R-Experts,
> >
> > I'm facing one problem in yahoo data downloading. I'm suing Windows
> > XP, R 2.2.0, and i'm using yahoo.get.hist.quote function to download
> > data. I need 500 companies of S&P index daily 'closing price' data for
> > last ten years. My questions are:
> >
> > 1) I have all the ticker names of S&P 500 companies in a .csv format.
> > I'm reading those names in R and they are coming as data.frame object.
> > How can i change this to a vector?

>
>df<-data.frame(x=sample(letters,10))
>
> as.vector(df$x)
> [1] "g" "b" "p" "u" "r" "q" "j" "h" "o" "k"
> >
>
>HTH
>Petr
>
>
> >
> > 2) How can i get all companies data downloaded using a simple "for"
> > loop?
> >
> > I'm using the following function for a single stock data.
> >
> >
> > library(gdata)
> > s<-yahoo.get.hist.quote(instrument = "mo", destfile = paste("mo",
> > ".csv", sep = ""), start="1996-01-01",
> > end="2006-06-16", quote = c("Close"), adjusted =
> > TRUE, download = TRUE, origin = "1970-01-01",
> > compression = "d")
> >
> >
> > Thanks,
> > Sumanta Basak.
> >
> >
> > ---------------------------------
> >
> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide!
> > http://www.R-project.org/posting-guide.html
>
>Petr Pikal
>petr.pikal@precheza.cz
>
>
>
>
>---------------------------------
>
>
> [[alternative HTML version deleted]]
>
>______________________________________________
>R-help@stat.math.ethz.ch mailing list
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jun 17 01:18:56 2006

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