I want to get OHLC data from google finance from London Stock Exchange. I've tried using:
> require(quantmod)
> getSymbols("LON:DRTY", src="google")
[1] "LON:DRTY"
> head(LON:DRTY)
Error in head(LON:DRTY) : object 'LON' not found
getSymbols seems to have returned the data, but I cannot access it. How do I actually get the data from the returned object?
Actually, I want to download data from Japan. For example:"TYO:2501" (https://www.google.com/finance?q=TYO%3A2501&ei=2aC6VOHcKsX1wAPa3YCoCg). However, getSymbols can't find it under tickers like "TYO:2501", "2501", "TYO%3A2501". I get '404 Not Found' or '400 Bad Request'.
> getSymbols("TYO:2502", from="2014-01-01", to="2014-05-03", src="google")
In this case getSymbols does not return a syntactically valid name. : is a binary operator in R, used to create sequences of numbers. So when you type head(LON:DRTY) R is looking for an object named LON and an object named DRTY in order to create a sequence. For example:
> LON <- 1
> DRTY <- 10
> head(LON:DRTY)
[1] 1 2 3 4 5 6
I will fix this in a future release, but you can use one of these work-arounds in the meantime:
> require(quantmod)
> getSymbols("LON:DRTY",src="google")
[1] "LON:DRTY"
> # use backticks to reference the object
> head(`LON:DRTY`)
LON:DRTY.Open LON:DRTY.High LON:DRTY.Low LON:DRTY.Close LON:DRTY.Volume
2012-08-01 0.43 0.45 0.41 0.44 410093
2012-08-02 41.25 42.75 40.00 41.50 751816
2012-08-03 41.00 44.00 41.00 42.75 582187
2012-08-06 42.00 44.41 42.00 42.50 370042
2012-08-07 42.00 44.00 40.75 42.00 1366845
2012-08-08 42.00 42.50 42.00 42.25 437467
> # manually assign the object to a "valid" name
> LON.DRTY <- getSymbols("LON:DRTY",src="google",auto.assign=FALSE)
> head(LON.DRTY)
LON:DRTY.Open LON:DRTY.High LON:DRTY.Low LON:DRTY.Close LON:DRTY.Volume
2012-08-01 0.43 0.45 0.41 0.44 410093
2012-08-02 41.25 42.75 40.00 41.50 751816
2012-08-03 41.00 44.00 41.00 42.75 582187
2012-08-06 42.00 44.41 42.00 42.50 370042
2012-08-07 42.00 44.00 40.75 42.00 1366845
2012-08-08 42.00 42.50 42.00 42.25 437467
> # use setSymbolLookup to specify the name
> setSymbolLookup(LON.DRTY=list(name="LON:DRTY",src="google"))
> getSymbols("LON.DRTY")
[1] "LON.DRTY"
> head(LON.DRTY)
LON:DRTY.Open LON:DRTY.High LON:DRTY.Low LON:DRTY.Close LON:DRTY.Volume
2012-08-01 0.43 0.45 0.41 0.44 410093
2012-08-02 41.25 42.75 40.00 41.50 751816
2012-08-03 41.00 44.00 41.00 42.75 582187
2012-08-06 42.00 44.41 42.00 42.50 370042
2012-08-07 42.00 44.00 40.75 42.00 1366845
2012-08-08 42.00 42.50 42.00 42.25 437467