How to get currency exchange rates in R

Question

Are there are any R packages/functions to get exchange rates in real time, e.g. from Google Finance? Would prefer to avoid RCurl or other parsers if something\'s already out

Answer 1

Looks like TFX and quantmod have functions for this (thanks to @RStudent and @KFB for the tips). I preferred quantmod since it didn't require setting up an account, but AFAICT there's no vectorized current-snapshot function like what I'm seeking. This function GetExchangeRates does this:

GetExchangeRates <- function(from, to, dt=Sys.Date()) {
  require(quantmod)
  obj.names <- getFX(paste0(from, "/", to), from=dt, to=dt)
  result <- numeric(length(obj.names))
  names(result) <- obj.names
  for (obj.name in obj.names) {
    result[obj.name] <- as.numeric(get(obj.name))[1]
    # Clean up    
    rm(obj.name)
  }
  return(result)
}

TestExchangeRates <- function() {
  from <- c("CAD", "JPY", "USD")
  to <- c("USD", "USD", "EUR")
  GetExchangeRates(from, to)
}