search

joshuaulrich / quantmod

Quantitative Financial Modelling Framework
http://www.quantmod.com/
GNU General Public License v3.0
809 stars 223 forks source link

GetSymbols.FRED Quantmod curreny symbols data needed #278

Closed sureshvigneshbe closed 3 years ago

sureshvigneshbe commented 4 years ago

Hello Team,

Needed the symbols list for FRED source in getSymbols function of quantmod. Can any one help on this?

getSymbols(Symbols = "EURUSD",
           reload.Symbols = FALSE,
           verbose = FALSE,
           warnings = TRUE,
           src = "FRED",
           symbol.lookup = TRUE,
           auto.assign = FALSE,
           from = Sys.Date() - 1,
           to = Sys.Date()-1)

In the place of Symbols = "EURUSD", what need to be used for different currency rate to the USD. Please assist.

joshuaulrich commented 4 years ago

Hi @sureshvigneshbe. The issue tracker isn't the best place to ask for help. It's better to ask on StackOverflow or the R-SIG-Finance mailing list (see the contributing guide for links to both).

Your question may be a good feature request, so I'm going to leave this issue open. But you should ask for help somewhere else, because few people will see your question here.

braverock commented 4 years ago

I have an R data.frame of all of these somewhere, but for the moment, the series themselves are all available manually here:

https://fred.stlouisfed.org/categories/94

Specifically for EURUSD, the FRED symbol is DEXUSEU.

To @joshuaulrich 's point about a feature request, it would probably be straightforward to use a lookup table to get the FRED series that corresponded to the more canonical naming for FX pairs.

joshuaulrich commented 4 years ago

@braverock your comment and link helped me find this page, where you can download all the data. The zip files contain a README that lists all the available series. We can use that for the lookup table.

sureshvigneshbe commented 4 years ago

Thanks Team for the support.

sureshvigneshbe commented 4 years ago

Hi Joshualrich,

Sorry i need a clarity on using of Getsymbols.oanda function as alternate currency datasource. whether it is a free source or Licensed paid one in R. whether the currency data Can be used for commercial purposes.? I have raised this query in Stock overflow, Yet to get the answer.

In R documentation it is mentioned to be supported for 180 days historical data.

Could you clarify . Thanks in advance,

sureshvigneshbe commented 4 years ago

Just for your information, in my previous issue i have reported "getSymbos.Yahoo" providing incorrect data. #277 . As a solution , You have suggested to use oanda as a source.

sureshvigneshbe commented 4 years ago

could any one please update

joshuaulrich commented 4 years ago

Hi Suresh. Tiingo is the only other quality FX currency source I know of that is free. Here's an example:

getSymbols("EURUSD", src = "tiingo", api.key = "[your free api key]")

@tiingo should be able to answer any specific questions you have.

sureshvigneshbe commented 4 years ago

Hi Joshualrich,

  whether i could use Getsymbols.oanda as one of the source as a free source for downloading daily rates. Since Tiingo , i have verified with my api key and mentioned as it can be used for only developement purpose and not as commercial purpose. Could you clarify.
tiingo commented 4 years ago

@sureshvigneshbe Tiingo's APIs can be used for both commercial internal use and for display redistribution. You can find pricing for internal commercial use here: https://api.tiingo.com/pricing and if you want to display prices on a website or app - E-mail sales@tiingo.com and somebody will help you shortly.

sureshvigneshbe commented 4 years ago

Hi Joshualrich,

But whether i could use Getsymbols.oanda as a free source. Could you please confirm.

Thanks, N.Suresh

joshuaulrich commented 4 years ago

@sureshvigneshbe I cannot confirm. I do not know Oanda's terms and conditions of use. You should investigate whether they allow what you want to do.

sureshvigneshbe commented 4 years ago

Hi Joshualrich,

I have tried to ask whether i could use the below function in Quantmod R and download currency rates . Currently it is working without any API key. So asked the below one is free source of usage. Could you clarify. I am not directly using anyother oanda Api.

getSymbols(Symbols = "EUR/USD", reload.Symbols = FALSE, verbose = FALSE, warnings = TRUE, src = "oanda", symbol.lookup = TRUE, auto.assign = FALSE, from = date, to = date)

Thanks, N.Suresh

joshuaulrich commented 4 years ago

I don't understand what you're asking that I haven't already answered. You originally asked about the symbol for FRED data, and @braverock answered that for you.

Then you asked:

i need a clarity on using of Getsymbols.oanda function as alternate currency datasource. whether it is a free source or Licensed paid one in R. whether the currency data Can be used for commercial purposes.?

I suggested you use Tiingo, because I know they provide quality data. Then you asked:

Since Tiingo , i have verified with my api key and mentioned as it can be used for only developement purpose and not as commercial purpose. Could you clarify.

And @tiingo answered that for you.

Then you asked:

But whether i could use Getsymbols.oanda as a free source. Could you please confirm.

I replied:

I do not know Oanda's terms and conditions of use. You should investigate whether they allow what you want to do.

Now you're asking again if you can use Oanda without an API key. You give an example of how you use getSymbols.oanda to get data, and you say that it's working. So I assume you're asking whether you can use the data for commercial purposes without an API key. I still cannot answer that question for you. You need to ask Oanda.

joshuaulrich commented 3 years ago

Closing, since this is a question and has been answered as best I can.