[R] Downloading Reuters data from R

0 views
Skip to first unread message

Shubha Vishwanath Karanth

unread,
Dec 11, 2008, 2:40:54 AM12/11/08
to r-h...@stat.math.ethz.ch
Hi R,

Can we download Reuters (3000 Xtra) data from R? Does ODBC package help
me in this? Or otherwise, is there a way to extract daily closing prices
data of Reuters from R?

Thank you very much,

Shubha

This e-mail may contain confidential and/or privileged i...{{dropped:13}}

______________________________________________
R-h...@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Rory.W...@rbs.com

unread,
Dec 11, 2008, 11:13:42 AM12/11/08
to shu...@ambaresearch.com, r-h...@stat.math.ethz.ch
Hi Shubha

I have created an extension DLL for downloading time series data from Reuters. You can download it from here:

http://www.theresearchkitchen.com/blog/archives/287

There is also a short manual available at the same location:

http://www.theresearchkitchen.com/blog/wp-content/uploads/2008/12/intro.pdf

I am currently in the process of uploading a separate extension DLL for retrieval of real-time data from Reuters.

Thanks
Rory


Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476

Hi R,

Thank you very much,

Shubha

***********************************************************************************
The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB.
Authorised and regulated by the Financial Services Authority

This e-mail message is confidential and for use by the=2...{{dropped:22}}

Tony Breyal

unread,
Dec 11, 2008, 6:40:37 AM12/11/08
to r-h...@r-project.org
Hi Shubha,

I'm replying offlist because although I don't have an answer to your
question, i thought i would point you in the direction of Rmetrics
(http://www.rmetrics.org/rmetricsPackages.htm) as there might be
something in there that may be helpful if you don't get a more direct
answer from your thread. Or maybe a search on r-sig-finance (https://
stat.ethz.ch/pipermail/r-sig-finance/) might bring up something
helpful to you.

Hope that helps a little bit :-)

Tony Breyal.

On 11 Dec, 07:40, "Shubha Vishwanath Karanth"


<shub...@ambaresearch.com> wrote:
> Hi R,
>
> Can we download Reuters (3000 Xtra) data from R? Does ODBC package help
> me in this? Or otherwise, is there a way to extract daily closing prices
> data of Reuters from R?
>
> Thank you very much,
>
> Shubha
>
> This e-mail may contain confidential and/or privileged i...{{dropped:13}}
>
> ______________________________________________

> R-h...@r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html

Shubha Vishwanath Karanth

unread,
Dec 12, 2008, 6:28:43 AM12/12/08
to Rory.W...@rbs.com, r-h...@stat.math.ethz.ch
Thank you very much for this. But since I don't know much of DLL, I am
kind of a stuck with how to proceed with 'reuters_ts1.zip'. This zip
file contains the 'reuters_ts.dll' file.

dyn.load("reuters_ts.dll") generates the error,

> dyn.load("Z:\\reuters_ts1\\package\\reuters_ts.dll")
Error in inDL(x, as.logical(local), as.logical(now), ...) :
unable to load shared library 'C:/Documents and
Settings/shubhak/reuters_ts1/package/reuters_ts.dll':
LoadLibrary failure: This application has failed to start because the
application configuration is incorrect. Reinstalling the application may
fix this problem.

Where should the 'reuters_ts1.zip' to be stored? And how can I access
'reuters_ts.dll' file for my use? Even checked ?dyn.load, but a bit
confused. How do we use this?

I am sorry, if this troubles. Mine is a Windows XP Config.


Thanks again,
Shubha

Hi Shubha

http://www.theresearchkitchen.com/blog/archives/287

http://www.theresearchkitchen.com/blog/wp-content/uploads/2008/12/intro.
pdf

Thanks
Rory

Hi R,

Can we download Reuters (3000 Xtra) data from R? Does ODBC package help
me in this? Or otherwise, is there a way to extract daily closing prices
data of Reuters from R?

Thank you very much,

Shubha

This e-mail may contain confidential and/or privileged
i...{{dropped:13}}

______________________________________________


R-h...@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

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


***********
The Royal Bank of Scotland plc. Registered in Scotland No 90312.
Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB.
Authorised and regulated by the Financial Services Authority

This e-mail message is confidential and for use by the

addressee only. If the message is received by anyone other
than the addressee, please return the message to the sender
by replying to it and then delete the message from your
computer. Internet e-mails are not necessarily secure. The
Royal Bank of Scotland plc does not accept responsibility for
changes made to this message after it was sent.

Whilst all reasonable care has been taken to avoid the
transmission of viruses, it is the responsibility of the recipient to
ensure that the onward transmission, opening or use of this
message and any attachments will not adversely affect its
systems or data. No responsibility is accepted by The
Royal Bank of Scotland plc in this regard and the recipient should carry

out such virus and other checks as it considers appropriate.
Visit our websites at:
www.rbs.com
www.rbs.com/gbm
www.rbsgc.com
************************************************************************
***********

This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this
e-mail in error) please notify the sender immediately and destroy this e-mail. Any unauthorized copying, disclosure or distribution of
the material in this e-mail is strictly forbidden. Any views or opinions presented are solely those of the author and do not
necessarily represent those of Amba Holdings Inc., and/or its affiliates. Important additional terms relating to this email can be obtained
at http://www.ambaresearch.com/disclaimer

Rory.W...@rbs.com

unread,
Dec 12, 2008, 6:38:20 AM12/12/08
to shu...@ambaresearch.com, r-h...@stat.math.ethz.ch
Shubha

I suspect it may be because it cannot find a dependent DLL. I'll email you off-list and we can work through it.

Cheers
Rory


Thanks again,
Shubha

Hi Shubha

http://www.theresearchkitchen.com/blog/archives/287

http://www.theresearchkitchen.com/blog/wp-content/uploads/2008/12/intro.
pdf

Thanks
Rory

Hi R,

Thank you very much,

Shubha

This e-mail message is confidential and for use by the a...{{dropped:30}}

Reply all
Reply to author
Forward
0 new messages