Just like David said, I doubt you can get the symbology databased for free (distribution license/fee reasons). (Or if you know any please let me know :-)
I'm sure nobody would like to prepare this mapping manually. This is what I would try: 1. Get today's open or close price from Bloomberg for your symbol pool. This is should be cheap enough. 2. Find a large list of Yahoo symbols' current open/close prices. 2. Then write some code to match them based on the prices. Well this will not magically give all you want but it's a good start and I'm sure it will give you a big chunk of what you needed. Cheers, Bo > Date: Thu, 13 Mar 2008 08:18:47 -0500 > From: [EMAIL PROTECTED] > To: [EMAIL PROTECTED]; r-help@r-project.org > Subject: Re: [R] R Finance > > I guess I would create a mapping table to convert between the symbols > from Bloomberg and from Yahoo. > You should be able to just create it once and add to it as new symbols > appear on your screens. Most of the symbols should be the same so you > could omit those. If it all has to be automated, you could use > RBloomberg to get the tickers from the ISINs in one call, but there may > still be other transformations needed, such as "XYZ/A" to "XYZA" or > whatever. > HTH, > > David L. Reiner, PhD > Head Quant > Rho Trading Securities, LLC > > > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > On Behalf Of Ruby > Sent: Thursday, March 13, 2008 6:44 AM > To: r-help@r-project.org > Subject: [R] R Finance > > Hi, > > I am an R novice working with financial data. I am developing a > portfolio strategy evaluation technique to back-test the performance > of our screens; checking how the screened stock would've performed > over the period in question. > > I am using quantmod in R to download the historical data from yahoo > and then analyzing it using PerformanceAnalytics. My problem is that, > as our screens are done using Bloomberg, my list of screened stocks > only has Bloomberg tickers and ISINs. Does anybody know of a method > which could convert ISINs to yahoo tickers/symbols?? Or a method of > accessing yahoo historical data from an ISIN (instead of a symbol > call)? I would prefer not to use RBloomberg to download the data as > the data calls would be extensive in testing. > > Thank you!! > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. _________________________________________________________________ Need to know the score, the latest news, or you need your Hotmail®-get your "fix". [[alternative HTML version deleted]]
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