Help from R experienced user(trader), to download daily close

J

jk90029

Dear-

Let c:\\aa.txt have

BAC
DD
MSFT
ZTS

It is well-known that, in R,

install.packages("quantmod")
library(quantmod)
WatchList <- as.vector(as.matrix(read.csv(file="c:\\aa.txt", header=FALSE)))
getSymbols(WatchList,from ="2014-01-01")

gives us 4 daily prices (roughly 250) for this year.

*********************************************************

Now, when we like to make a matrix (250 row and 4 columns) with ONLY daily closes of the 4 stocks

Obviously cbind(BAC[,4], DD[,4], MSFT[,4], ZTS[,4]) gives us an answer.

********************************************************

However, when our WatchList contains 500 symbols (similar to SnP500), instead of the above 4, what is the appropriate R commands?

Please do NOT tell me to type the time-consuming 500 symbols with [,4].
 
...
getSymbols(WatchList,from ="2014-01-01")
Close <- do.call(merge,lapply(WatchList,function(x) Cl(get(x))))
# head(Close)
 
To [tdazio]

Would you please help me more for explaining

1) do.call
2) merge
3) function?
4) x?
5) Cl
6) get

***************************

And furthermore, are you successful to use R and API to BUY order delivery to IB server?
 
jk,
you can get good explains using r-help function (?merge, ?do.call..) or googoling R-Sig Archive (or stackoverflow).
Sorry, I don't use IB.

Another way to retrive yahoo data, using 'tawny' pachage (search CRAN packages repository):

#
library(tawny)
WatchList <- c("BAC","DD","MSFT","ZTS")
Close <- getPortfolioReturns(WatchList, start = "2014-01-01", fun = function(x) Cl(x))
# head(Close)

using tawny::getPortfolioReturns you can also download directly prices, returns, log-returns or other modifying 'fun'
happy new year
 
Here is error message. Please provide me detail on function() and Cl().
I am a R beginner.

****************************************************

> install.packages("tawny")
> library(tawny)

> WatchList <- c("BAC","DD","MSFT","ZTS")
> a <- getPortfolioReturns(WatchList, start = "2014-01-01", fun = function(x) Cl(x))

As of 0.4-0, ‘getSymbols’ uses env=parent.frame() and
auto.assign=TRUE by default.

This behavior will be phased out in 0.5-0 when the call will
default to use auto.assign=FALSE. getOption("getSymbols.env") and
getOptions("getSymbols.auto.assign") are now checked for alternate defaults

This message is shown once per session and may be disabled by setting
options("getSymbols.warning4.0"=FALSE). See ?getSymbol for more details
Error in fun(asset) : could not find function "Cl"
In addition: Warning message:
In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, :
downloaded length 12511 != reported length 200
 
Sorry, I haven't error message, but only a warnig about next release of getSymbols function. Script works for me with R version 3.1.2 (2014-10-31).

Code: 
Welcome at Sat Dec 27 03:35:05 2014
> library(tawny)
> WatchList <- c("BAC","DD","MSFT","ZTS")
> Close <- getPortfolioReturns(WatchList, start = "2014-01-01", fun = function(x) Cl(x))
    As of 0.4-0, ‘getSymbols’ uses env=parent.frame() and
auto.assign=TRUE by default.

This  behavior  will be  phased out in 0.5-0  when the call  will
default to use auto.assign=FALSE. getOption("getSymbols.env") and
getOptions("getSymbols.auto.assign") are now checked for alternate defaults

This message is shown once per session and may be disabled by setting
options("getSymbols.warning4.0"=FALSE). See ?getSymbol for more details
INFO [2014-12-27 03:35:14] Binding BAC for [2014-01-02,2014-12-26]
INFO [2014-12-27 03:35:15] Binding DD for [2014-01-02,2014-12-26]
INFO [2014-12-27 03:35:15] Binding MSFT for [2014-01-02,2014-12-26]
INFO [2014-12-27 03:35:15] Binding ZTS for [2014-01-02,2014-12-26]
> head(Close)
             BAC    DD  MSFT   ZTS
2014-01-03 16.41 63.78 36.91 32.05
2014-01-06 16.66 62.96 36.13 31.98
2014-01-07 16.50 62.33 36.41 32.10
2014-01-08 16.58 63.13 35.76 31.74
2014-01-09 16.83 63.94 35.53 31.96
2014-01-10 16.77 63.54 36.04 32.54
>
 
Today, I found that your code works fine in R, even with version 3.0.2

However your code does NOT work in RStudio,

I do NOT know why.
 
Furthermore, those code seems ONLY daily close.

How about during the 9:30 and 4:00, can we download intraday price?

1) I do NOT need tick or every seconds but 1-min or 5-min or 15-min data are fine.
2) I heard that 15-min delayed data is free in some place.
3) I can pay some money for the data that I want.
4) Hope to use similar code as above / Hope to use R preferably, or Python possibly if not.
5) I heard IB provides ONLY 100 stocks to the trader, a lot smaller than my personal watchlist with about 200~300.
 
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