[R-SIG-Finance] Bloomberg Data
I'm trying to obtain data for certain South African stocks through the Bloomberg site, like: http://www.bloomberg.com/quote/ASR:SJ and am wondering if there is not an api available much like there is with yahoo or google that anyone is aware of. Thanks, R. Vince [[alternative HTML version deleted]] ___ R-SIG-Finance@r-project.org 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.
Re: [R-SIG-Finance] Bloomberg Data
Thank you Brian, I wasn't sure of this (thinking perhaps it has been created and I wasn't aware). Thank yo ufor confirming thisto me. Ralph Vince On Mon, Sep 2, 2013 at 11:27 AM, Brian G. Peterson br...@braverock.comwrote: On 09/02/2013 10:21 AM, Ralph Vince wrote: I'm trying to obtain data for certain South African stocks through the Bloomberg site, like: http://www.bloomberg.com/**quote/ASR:SJhttp://www.bloomberg.com/quote/ASR:SJ and am wondering if there is not an api available much like there is with yahoo or google that anyone is aware of. Ralph, There is, to the best of my knowledge, no way to download historical data from the Bloomberg website. These 'Download' links are the hooks taken advantage of by the getSymbols methods for Yahoo, Google, the Fed, and other data sources. There is of course the 'Rbbg' (formerly RBloomberg) package which can extract information from a Bloomberg terminal, if you have one handy. Regards, Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock __**_ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/**listinfo/r-sig-financehttps://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. [[alternative HTML version deleted]] ___ R-SIG-Finance@r-project.org 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.
Re: [R-SIG-Finance] Statistical analysis
Percentage of time at equity highs, within 1% of equity highs, 5%, 10%, 20%. On Sat, Dec 22, 2012 at 1:49 PM, Ron Michael ron_michae...@yahoo.com wrote: Hi all, I employed in a company which actively trades on various stocks, currency etc. Assuming those entire trading activities as a single portfolio, this portfolio's components are fixed (i.e. the constituent assets) however there are daily buy, sell happen on those assets. I was asked to provide Statistical insight on this portfolio, over last month. Can friends here give me some suggestions what should I put on such analysis? I am really looking for some bang therefore just do not want to create some mere time series of this portfolio's returns and VaR estimates! Thanks for your inputs. ___ R-SIG-Finance@r-project.org 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. ___ R-SIG-Finance@r-project.org 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.
[R-SIG-Finance] Linux Commandline and Packages
I frequently use RKWard IDE. However, Ive been trying to run a script from the command line (in either Centos 6, or Ubuntu 10,10). I have all of my packages installed in ~/R/Packages, and am invoking ~/R/R CMD BATCH ~/R/Work/myscript.R and, in doing so, it doesn't seem to find the installed packages ( in this case, quantmod and plan) as seen in the output: How do I get the comandline to recognize my installed packages? Thanks, Ralph VInce R version 2.11.1 (2010-05-31) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. Natural language support but running in an English locale R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. [Previously saved workspace restored] require(quantmod) Loading required package: quantmod Warning message: In library(package, lib.loc = lib.loc, character.only = TRUE, logical.return = TRUE, : there is no package called 'quantmod' library(plan) Error in library(plan) : there is no package called 'plan' Execution halted ___ R-SIG-Finance@r-project.org 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.
[R-SIG-Finance] Slow data EOD
I'm downloading certain equity data from yahoo on an eod basis, using
the code, below. It works wonderfully, formatting the data and dates
precisely as I am looking for EXCEPT often the data is late. Often,
the latest market day's data is not up until 10, 11 pm that night.
Is there something I am doing wrong here? Surely, yahoo must have the
data by the close. is the way I am invoking calling the file, below,
causing this? Or is there a way to obtain it from google earlier? I;d
be very grateful for any help along these lines. Ralph Vince
require(quantmod)
library(plan)
brsym - c(
AAPL,
ABT,
...
WMT,
XOM
);
for (i in 1:length(brsym)) {
tryCatch({
j - paste(http://table.finance.yahoo.com/table.csv?s=,brsym[[i]],sep=;);
j - paste(j,g=dignore=.csv,sep=);
print(j);
X - read.csv(j, header=TRUE);
# Convert the Date column from a factor class to a Date class
X$Date - as.Date(X$Date)
# Sort the X object by the Date column -- order(-X$Date) will sort it
in the other direction
X - X[order(X$Date),]
# Format the date column as you want
X$Date - format(as.Date(X$Date),%Y%m%d);
X - X[,1:6]
kk - trim.whitespace(brsym[[i]]);
k - paste(/home/oracle/broadbaseddata/, kk, sep=);
k - trim.whitespace(k);
k - paste(k,.csv, sep=);
write.table(X, k, append = FALSE, quote = FALSE, sep = ,,
eol = \n, na = NA, dec = ., row.names = FALSE,
col.names = FALSE, qmethod = c(escape, double));
print(k);
ko - paste(X$Date[1], -,X$Date[length(X$Date)]);
print(ko);
}, interrupt = function(ex) {
cat(An interrupt was detected.\n);
print(ex);
}, error = function(ex) {
cat(An error was detected.\n);
print(ex);
}, finally = {
cat(done\n);
})
}
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Re: [R-SIG-Finance] Slow data EOD
Thanks Garrett, Im really just looking for timely end-of-day data on
this though. Ralph
On Tue, Oct 9, 2012 at 12:40 PM, G See gsee...@gmail.com wrote:
Hi Ralph,
You can get real time intraday data from yahoo or google:
http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market
Or you can get delayed data with quantmod::getQuote.
Maybe that will work better for you.
I'm not sure about your particular issue, but one of the issues with
yahoo's daily data is that sometimes it has duplicate timestamps (and
different volume) for the most recent observation.
HTH,
Garrett
On Tue, Oct 9, 2012 at 11:26 AM, Ralph Vince rvinc...@gmail.com wrote:
I'm downloading certain equity data from yahoo on an eod basis, using
the code, below. It works wonderfully, formatting the data and dates
precisely as I am looking for EXCEPT often the data is late. Often,
the latest market day's data is not up until 10, 11 pm that night.
Is there something I am doing wrong here? Surely, yahoo must have the
data by the close. is the way I am invoking calling the file, below,
causing this? Or is there a way to obtain it from google earlier? I;d
be very grateful for any help along these lines. Ralph Vince
require(quantmod)
library(plan)
brsym - c(
AAPL,
ABT,
...
WMT,
XOM
);
for (i in 1:length(brsym)) {
tryCatch({
j - paste(http://table.finance.yahoo.com/table.csv?s=,brsym[[i]],sep=;);
j - paste(j,g=dignore=.csv,sep=);
print(j);
X - read.csv(j, header=TRUE);
# Convert the Date column from a factor class to a Date class
X$Date - as.Date(X$Date)
# Sort the X object by the Date column -- order(-X$Date) will sort it
in the other direction
X - X[order(X$Date),]
# Format the date column as you want
X$Date - format(as.Date(X$Date),%Y%m%d);
X - X[,1:6]
kk - trim.whitespace(brsym[[i]]);
k - paste(/home/oracle/broadbaseddata/, kk, sep=);
k - trim.whitespace(k);
k - paste(k,.csv, sep=);
write.table(X, k, append = FALSE, quote = FALSE, sep = ,,
eol = \n, na = NA, dec = ., row.names = FALSE,
col.names = FALSE, qmethod = c(escape, double));
print(k);
ko - paste(X$Date[1], -,X$Date[length(X$Date)]);
print(ko);
}, interrupt = function(ex) {
cat(An interrupt was detected.\n);
print(ex);
}, error = function(ex) {
cat(An error was detected.\n);
print(ex);
}, finally = {
cat(done\n);
})
}
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Re: [R-SIG-Finance] Slow data EOD
Ah, okthen I can create a function to perhaps append it onto the file I am downloading entirely end of day or something like that. On Tue, Oct 9, 2012 at 1:02 PM, G See gsee...@gmail.com wrote: On Tue, Oct 9, 2012 at 11:58 AM, Ralph Vince rvinc...@gmail.com wrote: Thanks Garrett, Im really just looking for timely end-of-day data on this though. Ralph For example, getQuote(SPY), will return end of day data if you call it late in the afternoon ;-) ___ R-SIG-Finance@r-project.org 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.
Re: [R-SIG-Finance] Dividend-adjusted data
Ah right right. Exactly what I am looking for, thank you. On Tue, Oct 2, 2012 at 1:54 PM, Zachary Mayer zach.ma...@gmail.com wrote: I use quantmod::adjustOHLC to adjust for splits and dividends, based on yahoo: http://rgm2.lab.nig.ac.jp/RGM2/func.php?rd_id=quantmod:adjustOHLC On Tue, Oct 2, 2012 at 1:50 PM, Ralph Vince rvinc...@gmail.com wrote: How do you guys get dividend-adjusted data (from, say, yahoo) ? In other words, if a stock goes ex-div today, on a 50 cent/share dividend today, how do I obtain that data with it 50 cents less each day prior? Is there a way to get yahoo or google data like that ? Thanks ___ R-SIG-Finance@r-project.org 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. ___ R-SIG-Finance@r-project.org 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.
Re: [R-SIG-Finance] Equities Data
Thanks for the replies. I'm not looking for data adjusted for splits and dividends, but rather the ex-dates when the dividend or split will be affecting prices, and the amount of the dividends/ splits. It appears Yahoo finance might have this information, Im just not sure how, in R, to extract anything other than prices in R. Ralph Vince On Thu, Sep 6, 2012 at 6:48 AM, FJ M chicagobrownb...@hotmail.com wrote: Tickdata provides daily and intraday data very early the next morning. Their 1-minute intraday data is cheaper than every single trade data. Tickdata.com Yahoo Finance provides daily data available between 7 PM CST and 9 PM each evening. Google Finance provides daily data also, not sure about when it is available. Dividend adjusted data is problematic. If you want just log normal price returns, you will want to exclude the dividend from the close on ex-dividend eve when calculating the return on ex-dividend day. If you are looking to calculate your cost basis by subtracting out the cumulative dividend, you need to pick a starting point. If you want the cumulative return you can add the dividend to the stock price, but you need to pick a starting point. If you want to re-invest the dividend, you will need to keep track of both the dividend, the pay date to be accurate and pick a start date. Yahoo Finance provides the dividend on the ex-dividend date. I do not have a source for the pay date. I suspect most analysts re-invest the dividend on the ex-dividend date at the ex-dividend price. Good luck. Date: Wed, 5 Sep 2012 21:39:04 -0400 From: rvinc...@gmail.com To: r-sig-finance@r-project.org Subject: [R-SIG-Finance] Equities Data I'm looking for a reliable vendor of equity data, one that also provides information regarding corporate actions (dividends, splits, ex-dates, etc). Anyone know of any good sources? R. Vince ___ R-SIG-Finance@r-project.org 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. ___ R-SIG-Finance@r-project.org 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.
Re: [R-SIG-Finance] Equities Data
Ah, thank you! It must be in the Quantmod API / Thank you. Ralph Vince On Thu, Sep 6, 2012 at 9:05 AM, G See gsee...@gmail.com wrote: On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince rvinc...@gmail.com wrote: Thanks for the replies. I'm not looking for data adjusted for splits and dividends, but rather the ex-dates when the dividend or split will be affecting prices, and the amount of the dividends/ splits. It appears Yahoo finance might have this information, Im just not sure how, in R, to extract anything other than prices in R. Ralph Vince library(quantmod) ?getDividends ?getSplits ?adjRatios ?getQuote ?yahooQF That is much more on topic that can someone tell me where to get some data? ;-) Best, Garrett ___ R-SIG-Finance@r-project.org 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.
Re: [R-SIG-Finance] Equities Data
I don't think this is going to do what I'm trying to accomplish here, which is determine the next, future, pending ex-date for dividends or splits, if there is one announced, so that I can prepare the systems for this in advance. It seems to be an nasty problem and I'm trying to get out of maintaining this by hand! On Thu, Sep 6, 2012 at 9:05 AM, G See gsee...@gmail.com wrote: On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince rvinc...@gmail.com wrote: Thanks for the replies. I'm not looking for data adjusted for splits and dividends, but rather the ex-dates when the dividend or split will be affecting prices, and the amount of the dividends/ splits. It appears Yahoo finance might have this information, Im just not sure how, in R, to extract anything other than prices in R. Ralph Vince library(quantmod) ?getDividends ?getSplits ?adjRatios ?getQuote ?yahooQF That is much more on topic that can someone tell me where to get some data? ;-) Best, Garrett ___ R-SIG-Finance@r-project.org 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.
Re: [R-SIG-Finance] Equities Data
Yes, I'm willing to pay for it, but I would like to get it automatically into a format I can parse and use, not even sure where that exists at the moment. (Doesn't Yahoo Finance get their data from CSI?) Ralph Vince On Thu, Sep 6, 2012 at 12:04 PM, G See gsee...@gmail.com wrote: On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson br...@braverock.com wrote: The only way I know of to get out of maintaining it by hand is to pay for data. On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned already I think. Rbbg of course talks to Bloomberg. On the other vendor side, I think Interactive Brokers has this data, and it may be available via the IBrokers package if it is available via the IB API. Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP, Telekurs, etc all sell this data, at varying prices and quality. Interactive Brokers does provide an Upcoming Dividend Schedule for stocks, but it is a rough estimate that is often wrong. Also, I don't think you can get it from their API (although if someone knows how, please speak up). I think you have to go into the GUI, right-click a stock and select Dividend Schedule. -Garrett ___ R-SIG-Finance@r-project.org 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. ___ R-SIG-Finance@r-project.org 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.
Re: [R-SIG-Finance] Equities Data
THis looks pretty good, and could be parsed -- I just wish they had it for cash dividends as well; http://biz.yahoo.com/c/s.html Ralph Vince On Thu, Sep 6, 2012 at 1:44 PM, Ralph Vince rvinc...@gmail.com wrote: Hi Jeff, Yes, but they only offer dividends not splits. I;ve been working off of sites like this and looking to automate it somehow, hopefully through R. On Thu, Sep 6, 2012 at 12:15 PM, Jeff Ryan jeff.a.r...@gmail.com wrote: You might be able to use this: http://www.dividend.com/ex-dividend-dates.php Jeff On Thu, Sep 6, 2012 at 11:13 AM, Ralph Vince rvinc...@gmail.com wrote: Yes, I'm willing to pay for it, but I would like to get it automatically into a format I can parse and use, not even sure where that exists at the moment. (Doesn't Yahoo Finance get their data from CSI?) Ralph Vince On Thu, Sep 6, 2012 at 12:04 PM, G See gsee...@gmail.com wrote: On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson br...@braverock.com wrote: The only way I know of to get out of maintaining it by hand is to pay for data. On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned already I think. Rbbg of course talks to Bloomberg. On the other vendor side, I think Interactive Brokers has this data, and it may be available via the IBrokers package if it is available via the IB API. Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP, Telekurs, etc all sell this data, at varying prices and quality. Interactive Brokers does provide an Upcoming Dividend Schedule for stocks, but it is a rough estimate that is often wrong. Also, I don't think you can get it from their API (although if someone knows how, please speak up). I think you have to go into the GUI, right-click a stock and select Dividend Schedule. -Garrett ___ R-SIG-Finance@r-project.org 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. ___ R-SIG-Finance@r-project.org 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. -- Jeffrey Ryan jeffrey.r...@lemnica.com www.lemnica.com ___ R-SIG-Finance@r-project.org 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.
Re: [R-SIG-Finance] Equities Data
Garrett,
This is great. Do you think it would be possible to pass in a given
ticker to get that informatoin, rather than getting the whole gulp?
Ralph Vince
On Thu, Sep 6, 2012 at 2:27 PM, G See gsee...@gmail.com wrote:
Ralph,
This will parse that yahoo link you provided. I'll add it (along with
a wrapper) to the qmao package tonight.
.getSplitsCalendar - function(YM=format(Sys.Date(), %Y%m)) {
stopifnot(length(YM) == 1)
if (is.timeBased(YM) || nchar(YM) == 10) {
YM - format(as.Date(YM), %Y%m)
} else if (nchar(YM) == 5) {
YM - paste0(substr(YM, 1, 4), 0, substr(YM, 5, 5))
} else if (nchar(YM) == 7 length(grep(-, YM) == 1)) {
YM - sub(-, , YM)
}
if (nchar(YM) != 6) stop('YM' should be 6 digits or a Date)
Y - substr(YM, 3, 4)
M - as.numeric(substr(YM, 5, 6))
# there is a different URL for the current month than for other months
URL - if (identical(format(Sys.Date(), %Y%m), YM)) {
http://biz.yahoo.com/c/s.html;
} else paste0(http://biz.yahoo.com/c/;, Y, /s, M, .html)
rt - try(readHTMLTable(URL, stringsAsFactors=FALSE), silent=TRUE)
if (inherits(rt, 'try-error')) return(NULL)
dat - rt[[which.max(sapply(rt, nrow))]]
colnames(dat) - make.names(dat[1, ])
dat - dat[-c(1,2), -NCOL(dat)]
#read.zoo(dat, index.column=1:2
dat[[1]] - as.Date(paste(substr(YM, 1, 4), dat[[1]]), %Y %b %d)
dat[[2]] - as.Date(paste(substr(YM, 1, 4), dat[[2]]), %Y %b %d)
dat[, NCOL(dat)] - as.Date(paste(substr(YM, 1, 4), dat[, NCOL(dat)]),
%Y %b %d)
dat
}
R .getSplitsCalendar()
PayableEx.Date Company Symbol Optionable. Ratio Announced
3 2012-09-07 2012-09-10 Old Dominion ODFL Y 3-2 2012-08-13
4 2012-09-18 2012-09-19 LKQLKQ Y 2-1 2012-08-17
5 2012-09-21 2012-09-24 Medivation MDVN Y 2-1 2012-08-28
R .getSplitsCalendar('201208')
PayableEx.DateCompany Symbol Optionable. Ratio Announced
3 2012-08-10 2012-08-13 Brown-Forman BF.B Y 3-2 2012-06-14
4 NA 2012-08-13 Coca-Cola KO Y 2-1 2012-04-25
5 2012-08-14 2012-08-15 Oi SA OIBR Y 3-1 2012-08-10
6 2012-08-21 2012-08-22 Schweitzer-MauduitSWM Y 2-1 2012-08-01
getDividendsCalendar gets it's data from earnings.com which is Reuters
data. So, it should be good (except that it's way too much data if
you only want to know the dividend date of a particular ticker)
Regards,
Garrett
On Thu, Sep 6, 2012 at 12:56 PM, Ralph Vince rvinc...@gmail.com wrote:
THis looks pretty good, and could be parsed -- I just wish they had it
for cash dividends as well;
http://biz.yahoo.com/c/s.html
Ralph Vince
On Thu, Sep 6, 2012 at 1:44 PM, Ralph Vince rvinc...@gmail.com wrote:
Hi Jeff,
Yes, but they only offer dividends not splits. I;ve been working off
of sites like this and looking to automate it somehow, hopefully
through R.
On Thu, Sep 6, 2012 at 12:15 PM, Jeff Ryan jeff.a.r...@gmail.com wrote:
You might be able to use this:
http://www.dividend.com/ex-dividend-dates.php
Jeff
On Thu, Sep 6, 2012 at 11:13 AM, Ralph Vince rvinc...@gmail.com wrote:
Yes, I'm willing to pay for it, but I would like to get it
automatically into a format I can parse and use, not even sure where
that exists at the moment. (Doesn't Yahoo Finance get their data from
CSI?) Ralph Vince
On Thu, Sep 6, 2012 at 12:04 PM, G See gsee...@gmail.com wrote:
On Thu, Sep 6, 2012 at 10:54 AM, Brian G. Peterson br...@braverock.com
wrote:
The only way I know of to get out of maintaining it by hand is to pay
for
data.
On the GUI side, Bloomberg, Factset, and Reuters have all been mentioned
already I think. Rbbg of course talks to Bloomberg.
On the other vendor side, I think Interactive Brokers has this data,
and it
may be available via the IBrokers package if it is available via the IB
API.
Additional vendors, such as CSIdata, tickdata.com, Reuters, CRSP,
Telekurs,
etc all sell this data, at varying prices and quality.
Interactive Brokers does provide an Upcoming Dividend Schedule for
stocks, but it is a rough estimate that is often wrong. Also, I don't
think you can get it from their API (although if someone knows how,
please speak up). I think you have to go into the GUI, right-click a
stock and select Dividend Schedule.
-Garrett
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Re: [R-SIG-Finance] Equities Data
Garrett, this is really great. So I only need to get the latest qmao
to do this? It's in CRAN? Ralph VInce
On Thu, Sep 6, 2012 at 2:49 PM, G See gsee...@gmail.com wrote:
I guess since you really only care about the future, this would be
more appropriate
sc - getSplitsCalendar(from='2012-09-05', to='2012-12-31')
sc[sc$Symbol ==LKQ, ]
PayableEx.Date Company Symbol Optionable. Ratio Announced
4 2012-09-18 2012-09-19 LKQLKQ Y 2-1 2012-08-17
On Thu, Sep 6, 2012 at 1:44 PM, G See gsee...@gmail.com wrote:
That's not really how the website is setup. So, I don't think that's
how the function should be setup by default. But, you can easily
filter the results by Symbol.
Here is the wrapper I mentioned.
getSplitsCalendar - function(from, to) {
qmao:::getCalendarByMonth(.getSplitsCalendar, from=from, to=to)
}
This allows you to get and merge several months of splits calendars.
sc - getSplitsCalendar(from='2012-01-01', to='2012-08-31')
Now you have the splits calendar from January to August. You can
filter that by the symbol you care about.
sc[sc$Symbol == ALK, ]
PayableEx.DateCompany Symbol Optionable. Ratio Announced
52 2012-03-16 2012-03-19 Alaska AirALK Y 2-1 2012-02-16
Good enough?
Garrett
On Thu, Sep 6, 2012 at 1:34 PM, Ralph Vince rvinc...@gmail.com wrote:
Garrett,
This is great. Do you think it would be possible to pass in a given
ticker to get that informatoin, rather than getting the whole gulp?
Ralph Vince
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[R-SIG-Finance] Equities Data
I'm looking for a reliable vendor of equity data, one that also provides information regarding corporate actions (dividends, splits, ex-dates, etc). Anyone know of any good sources? R. Vince ___ R-SIG-Finance@r-project.org 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.
