I've had this problem before. I think it is a bug. I got around it as follows.
rewrite getSymbols in your .GlobalEnv. Just type getSymbols, and copy and paste all the code, adding "<-" without the quotes between getSymbols and function(... Now replace this line towards the end: fr <- convert.time.series(fr = fr, return.class = return.class) with these lines: fr <- quantmod:::convert.time.series(fr = fr, return.class = return.class) fr <- fr[paste(from,to,sep='::')] #I added this so that from and to work It will still download all the data, but before returning it, it will subset it. HTH, Garret On Sat, May 14, 2011 at 11:08 AM, s <[email protected]> wrote: > Thank you Garrett and Brian. I will take a look. > > In the mean time I just saved one of my symbols in mySQL to an rda file. > I want to be able to retrieve a subset of the data using one of the > getSymbols variants. Is this possible? > > For example, the time series for AMKR starts on 2002-04-08. I want to > grab the subset between 2009-01-01 and end of day 2010-10-06. It appears > the entire object is loaded. Appreciate the help. > > > getSymbols('AMKR', from="2009-01-01 09:31:00", to="2010-10-06 > 16:00:00", src='rda', col.names=c("open", "high", "low", "close", > "volume")) > [1] "AMKR" > > > head(AMKR) > AMKR.open AMKR.high AMKR.low AMKR.close AMKR.volume > 2002-04-08 09:31:00 21.50 21.50 21.42 21.42 7300 > 2002-04-08 09:32:00 21.41 21.46 21.39 21.40 1100 > 2002-04-08 09:33:00 21.35 21.35 21.30 21.30 900 > 2002-04-08 09:34:00 21.37 21.44 21.37 21.43 4100 > 2002-04-08 09:35:00 21.43 21.43 21.43 21.43 400 > 2002-04-08 09:36:00 21.43 21.43 21.35 21.37 3200 > > Or even everything from 2009-01-01 onwards > > > getSymbols('AMKR', from="2009-01-01", src='rda', col.names=c("open", > "high", "low", "close", "volume")) > > [1] "AMKR" > > > head(AMKR) > AMKR.open AMKR.high AMKR.low AMKR.close AMKR.volume > 2002-04-08 09:31:00 21.50 21.50 21.42 21.42 7300 > 2002-04-08 09:32:00 21.41 21.46 21.39 21.40 1100 > 2002-04-08 09:33:00 21.35 21.35 21.30 21.30 900 > 2002-04-08 09:34:00 21.37 21.44 21.37 21.43 4100 > 2002-04-08 09:35:00 21.43 21.43 21.43 21.43 400 > 2002-04-08 09:36:00 21.43 21.43 21.35 21.37 3200 > > On 5/14/11 12:02 PM, G See wrote: > > You could have different data files for different days, and write a > wrapper > > for getSymbols to rbind it all together when you need it. I think > > getSymbols.FI, in the FinancialInstrument package, does this. > > > > On Sat, May 14, 2011 at 8:54 AM, s <[email protected]> wrote: > > > >> Now how do you maintain these rda files as new data arrives each day - > >> is there some way of adding incremental data to the object? For example > >> if I have minute data for QQQ from 2002-01-01 to 2011-05-13 I don't want > >> to pull all of the data beginning 2002-01-01 from my source to update > >> one day's worth of data at the end of business this coming Monday. > >> > >> > > [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
