Yahoo and OandA provide only daily data, but the history goes back quite a ways:
> msft <- get.hist.quote(instrument="MSFT", start="1986-03-31",
> end="2008-09-10", quote=c("O","H","L","C","A","V"), provider="yahoo",
> retclass="zoo")
> NROW(msft)
[1] 5663
That's 22 years of data.
Not sure what you were expecting.
David L. Reiner, PhD
Head Quant
Rho Trading Securities, LLC
-----Original Message-----
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of thomastos
Sent: Tuesday, September 09, 2008 10:18 PM
To: r-help@r-project.org
Subject: Re: [R] yahoo finance into R
thanks a lot. i thought it was more difficult.
however i am dissapointed that i get so little data.
thanks again
thomas
Peter Dalgaard wrote:
>
> thomastos wrote:
>> Hi R,
>>
>> I am familiar with the basics of R.
>> To learn more I would like how to get data from Yahoo!finance directly
>> into
>> R. So basically I want a data frame or matrix to do some data analysis.
>> How do I do this?
>>
> RSiteSearch("yahoo")
>
> get.hist.quote() from tseries
> yahooSeries() from fImport (untried)
>
> --
> O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
> (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
> ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
>
> ______________________________________________
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