Comments on: Screencast: Downloading Return Data from Yahoo! Finance using R

By: Yahoo Forex Csv | forexbank.xyz

Yahoo Forex Csv | forexbank.xyz — Sun, 15 Feb 2015 08:41:48 +0000

[…] Screencast: Downloading Return Data … – In this screencast, I demonstrate how to use R to download historical price data from Yahoo! Finance. I also demonstrate how to convert the price data …… […]

By: Hilary

Hilary — Tue, 10 Feb 2015 20:48:50 +0000

Sorry, didn’t post the right thing previously. This is what I got.

> # Load security data from Yahoo! Finance
> prices1
> prices1
> # To make week end prices:
> nextfri.Date weekly.prices
> # To convert month end prices:
> monthly.prices
> # Convert weekly prices into weekly returns
> r.weekly r1.weekly
> # Convert monthly prices into monthly returns
> r.monthly r1.monthly
> # Write output data to csv file
> write.zoo(r1.weekly, file=”weekly.csv”,sep=”,”,col.names=c(“Dates”,”Percent Return”))
Error: could not find function “write.zoo”
> write.zoo(r1.monthly, file=”monthly.csv”,sep=”,”,col.names=c(“Dates”,”Percent Return”))
Error: could not find function “write.zoo”
>

By: Hilary

Hilary — Tue, 10 Feb 2015 20:47:50 +0000

Don’t know if you will reply me, but I used your script and got this

I already installed zoo and tseries,but R still can’t find the functions. Please help!

By: Hilary

Hilary — Tue, 10 Feb 2015 20:45:55 +0000

Don’t know if you will reply me, but I used your script and got this
>
> # Load security data from Yahoo! Finance
> prices1
> prices1
> # To make week end prices:
> nextfri.Date weekly.prices
> # To convert month end prices:
> monthly.prices
> # Convert weekly prices into weekly returns
> r.weekly r1.weekly
> # Convert monthly prices into monthly returns
> r.monthly r1.monthly
> # Write output data to csv file
> write.zoo(r1.weekly, file=”weekly.csv”,sep=”,”,col.names=c(“Dates”,”Percent Return”))
Error: could not find function “write.zoo”
> write.zoo(r1.monthly, file=”monthly.csv”,sep=”,”,col.names=c(“Dates”,”Percent Return”))
Error: could not find function “write.zoo”
>

I already installed zoo and tseries,but R still can’t find the functions. Please help!

By: Bernard

Bernard — Sat, 06 Dec 2014 01:14:52 +0000

Just to thank you for the script. Very handy. Well done.
best regards,
B.

By: calcinv

calcinv — Thu, 25 Sep 2014 12:37:26 +0000

In reply to Daniel.

Hi, thanks for the feedback.

I showed how to download returns for multiple securities in a later post:

http://www.calculatinginvestor.com/2013/09/19/downloading-batch-returns/

-Chad

By: Daniel

Daniel — Wed, 24 Sep 2014 15:23:16 +0000

Hello,

this is pretty useful. I am trying to figure out however, how you can load data for multiple securities, rather than just for one.

So, I’m wandering how the following needs to be changed

prices1 <- get.hist.quote("SPY", quote="Adj", start="2005-12-25", retclass="zoo")

so that I get data both for SPY and for AGZD for example. Any help will be appreciated

By: Kalpana

Kalpana — Sun, 03 Aug 2014 23:38:24 +0000

I get the error : Error in aggregate.zoo(prices1, as.yearmon, tail, 1) :
object ‘as.yearmon’ not found

Is there any package that I need to install for using as.yearmon? I have installed the ‘zoo’ package and ‘tseries’ already

By: calcinv

calcinv — Mon, 07 Apr 2014 14:11:37 +0000

In reply to Rick. I'll take a look. The "get.hist.quote" function was recently broken because the Yahoo! link changed, and I haven't updated the script. I was hoping that the function would be updated. Maybe it has and the parameters have changed.

By: Rick

Rick — Sat, 05 Apr 2014 23:56:46 +0000

very useful script

i got error on function na.locf()
should it be an argument in get.hist.quote?
maybe na.omit is sufficient if you’re dealing with securities with the same missing dates?