quantmod data from FRED and Yahoo

[Shlomo Katchmalik]

Hi All,

I'm having trouble using quantmod (one of my favorite packages) to
download forex data from FRED and stock data from Yahoo.

First, using the following commands:

library(quantmod)
getSymbols("DEXUSJP",src="FRED")

I get the following error message:

Error in download.file(paste(FRED.URL, "/", Symbols[[i]], "/",
"downloaddata/",  :
  cannot open URL
'http://research.stlouisfed.org/fred2/series/DEXUSJP/downloaddata/DEXUSJP.csv'
In addition: Warning message:
In download.file(paste(FRED.URL, "/", Symbols[[i]], "/", "downloaddata/",  :
  cannot open: HTTP status was '404 Not Found'

It looks like FRED's url has changed.  Is anyone else having this problem?

Second, using the commands:

library(quantmod)
getSymbols("GOOG")

I get a number of error messages essentially repeating the following:

 In structure(.Internal(as.POSIXct(x, tz)), class = c("POSIXt", "POSIXct"),  :
  unknwon timezone '
XXXST'

where "XXX" is some weird character.

Am I doing something wrong?

Thanks,
Shlomo.
(Using R2.7.0 in Windows).

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[Jeff Ryan]

Hi Shlomo,

The FRED data is only available as DEXJPUS, see
http://research.stlouisfed.org/fred2/categories/94

Try:

getSymbols("DEXJPUS",src="FRED")

you could also fetch from oanda, though that is a slightly different
data periodicity.

getFX("USD/JPY")
 --or--
getFX("JPY/USD")


As far as the second issue, I am not too sure myself.  Try updating
quantmod, or attaching your sessionInfo() output.  It isn't likely to
be quantmod per se, I would guess it has something to do with your
locale...

Please post as much information about your install as possible (and
requested in the posting guide).

Jeff

On Tue, Jun 17, 2008 at 12:59 PM, Shlomo Katchmalik
<katchmalik@...> wrote:

> Hi All,
>
> I'm having trouble using quantmod (one of my favorite packages) to
> download forex data from FRED and stock data from Yahoo.
>
> First, using the following commands:
>
> library(quantmod)
> getSymbols("DEXUSJP",src="FRED")
>
> I get the following error message:
>
> Error in download.file(paste(FRED.URL, "/", Symbols[[i]], "/",
> "downloaddata/",  :
>  cannot open URL
> 'http://research.stlouisfed.org/fred2/series/DEXUSJP/downloaddata/DEXUSJP.csv'
> In addition: Warning message:
> In download.file(paste(FRED.URL, "/", Symbols[[i]], "/", "downloaddata/",  :
>  cannot open: HTTP status was '404 Not Found'
>
> It looks like FRED's url has changed.  Is anyone else having this problem?
>
> Second, using the commands:
>
> library(quantmod)
> getSymbols("GOOG")
>
> I get a number of error messages essentially repeating the following:
>
>  In structure(.Internal(as.POSIXct(x, tz)), class = c("POSIXt", "POSIXct"),  :
>  unknwon timezone ' XXXST'
>
> where "XXX" is some weird character.
>
> Am I doing something wrong?
>
> Thanks,
> Shlomo.
> (Using R2.7.0 in Windows).
>
> _______________________________________________
> R-SIG-Finance@... mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>

--
Jeffrey Ryan
jeffrey.ryan@...

ia: insight algorithmics
www.insightalgo.com

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