Hi Josh Thanks a lot - appreciate the answer. Figured it may have worked that way but investigating the url called by the package was a smart move. Guess I'll need to get the info from Bloomberg!
Thanks again David Sent from my iPhone > On 27 May 2016, at 9:52 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > > On Mon, May 23, 2016 at 8:57 PM, David Menezes > <david.n.mene...@gmail.com> wrote: >> Hi >> >> Apologies if this has already been asked and answered or if I've labelled >> the subject incorrectly but I can't find a solution using the search >> function for this group; the vignette documentation for quantmod or general >> google searches. >> >> I'm attempting to use quantmod to download foreign currency exchange >> rates. I'm using the call "getFX" however the output results are always >> restricted to 4 decimal places. Generally this is fine but when comparing >> developing and mature economies this can lead to no answer being returned >> due to how weak a specific currency is (in relative terms). >> >> For example, compare the following two results for converting USD to >> Vietnamese Dong (VND): >> >> a) *1/getFX("USD/VND",from="2016-05-22",to ="2016-05-22", source = >> "oanda", auto.assign=FALSE)* >> >> This yields… >> >> USD.VND >> >> 2016-05-22 4.473272e-05 >> >> However my preferred call would be: >> >> b)* getFX("VND/USD",from="2016-05-22",to ="2016-05-22", source = >> "oanda", auto.assign=FALSE)* >> >> However this yields a zero result: >> >> VND.USD >> >> 2016-05-22 0 >> >> >> which is clearly wrong. > That's the data Oanda provides via the URL quantmod::getSymbols.oanda > uses. Look for yourself: > > http://www.oanda.com/currency/historical-rates/download?quote_currency=VND&end_date=2016-05-22&start_date=2016-05-22&period=daily&display=absolute&rate=0&data_range=d7&price=mid&view=table&base_currency_0=USD&base_currency_1=&base_currency_2=&base_currency_3=&base_currency_4=&download=csv > >> >> I've tried various things including trying to invoke options (digits = 10) >> at the start of the script, and even within the getFX wrapper as an extra >> argument, but it doesn't work. I can of course run select cross currency >> rates and invert the results, but that is pretty awkward and it feels like >> there ought to be a smarter and simpler solution. > In case it's not clear from what I said above, there's nothing you can > do to fix this after you've retrieved the data. You need a more > accurate data source. > >> Any help greatly appreciated. >> >> Thanks >> Dave >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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. > > > > -- > Joshua Ulrich | about.me/joshuaulrich > FOSS Trading | www.fosstrading.com > R/Finance 2016 | www.rinfinance.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.