[R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.

Enrico Schumann enricoschumann at yahoo.de
Thu Sep 22 11:50:21 CEST 2011


It seems a convention that if the rate is USDCCY, you get it from Yahoo 
with CCY=X. At least I have had this with JPY=X, GBP=X. But I am not 
sure how consistent that is. The simple "trick" is to directly check on 




Am 22.09.2011 11:40, schrieb Ashim Kapoor:
> Dear Enrico,
>
> How / where did you discover that it should be "INR=X" instead of the symbol
> "USDINR=X"
>
> Many thanks,
> Ashim
>
> On Thu, Sep 22, 2011 at 2:46 PM, Enrico Schumann<enricoschumann at yahoo.de>wrote:
>
>>
>> Try this:
>>
>> require("quantmod")
>> INRUSD<- getSymbols("INR=X",src="yahoo"**, auto.assign = FALSE)
>>
>>
>> Regards,
>> Enrico
>>
>> Am 22.09.2011 10:42, schrieb Wolfgang Wu:
>>
>>   Ashim,
>>>
>>> Unfortunately I couldn't get any data from Yahoo or Google either. I
>>> thought you had to do something like getSymbols("CURRENCY:INRUSD",**src="google"),
>>> but that doesn't work anymore either.
>>>
>>> Best solution I can give you is to use the Oanda source for currency data.
>>> They do limit you to 500 days of data but you can easily write a loop
>>> changing the "from" and "to" times and rbind the xts object together
>>> afterwards.
>>>
>>> INRUSD<- getSymbols('INR/USD', src='oanda', auto.assign = FALSE)
>>>
>>>
>>> Regards,
>>>
>>> Wolfgang Wu
>>>
>>>
>>>
>>>
>>> ----- Ursprüngliche Message -----
>>> Von: Ashim Kapoor<ashimkapoor at gmail.com>
>>> An: r-sig-finance at r-project.org
>>> Cc:
>>> Gesendet: 8:32 Donnerstag, 22.September 2011
>>> Betreff: [R-SIG-Finance] Currency data from GOOGLE/Yahoo finance.
>>>
>>> Dear R-helpers,
>>>
>>> I am trying to use getSymbols to download INR/USD data from yahoo or
>>> google
>>> finance. In each case I 1st list the website and then the R error which I
>>> get on trying to download the symbol. Could someone please tell me where I
>>> am wrong?
>>>
>>> http://www.google.com/finance?**q=inrusd<http://www.google.com/finance?q=inrusd>
>>>
>>>   getSymbols("inrusd",src="**google")
>>>>
>>> Error in download.file(paste(google.**URL, "q=", Symbols.name,
>>> "&startdate=",
>>> :
>>>    cannot open URL '
>>> http://finance.google.com/**finance/historical?q=inrusd&**
>>> startdate=Jan+01,+2007&**enddate=Sep+22,+2011&output=**csv<http://finance.google.com/finance/historical?q=inrusd&startdate=Jan+01,+2007&enddate=Sep+22,+2011&output=csv>
>>> '
>>> In addition: Warning message:
>>> In download.file(paste(google.**URL, "q=", Symbols.name, "&startdate=",
>>>   :
>>>    cannot open: HTTP status was '400 Bad Request'
>>>
>>> http://in.finance.yahoo.com/q?**s=USDINR%3DX&ql=1<http://in.finance.yahoo.com/q?s=USDINR%3DX&ql=1>
>>>
>>>   getSymbols("USDINR=X",src="**yahoo")
>>>>
>>> Error in download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,
>>> :
>>>    cannot open URL '
>>> http://chart.yahoo.com/table.**csv?s=USDINR=X&a=0&b=01&c=**
>>> 2007&d=8&e=22&f=2011&g=d&q=q&**y=0&z=USDINR=X&x=.csv<http://chart.yahoo.com/table.csv?s=USDINR=X&a=0&b=01&c=2007&d=8&e=22&f=2011&g=d&q=q&y=0&z=USDINR=X&x=.csv>
>>> '
>>> In addition: Warning message:
>>> In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
>>>    unable to resolve 'chart.yahoo.com'
>>>
>>> Best Regards,
>>> Ashim
>>>
>>>      [[alternative HTML version deleted]]
>>>
>>> ______________________________**_________________
>>> R-SIG-Finance at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/**listinfo/r-sig-finance<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 at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/**listinfo/r-sig-finance<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.
>>>
>>>
>> --
>> Enrico Schumann
>> Lucerne, Switzerland
>> http://nmof.net/
>>
>

-- 
Enrico Schumann
Lucerne, Switzerland
http://nmof.net/



More information about the R-SIG-Finance mailing list