Cannot download Brent Crude oil data from yahoo finance R

问题

I am very new to R, so this question might seem very easy for most of you. I am trying to download brent oil price from yahoo finance, but R is giving me an error. So here's what I did:

getSymbols(Symbols = "BZK16.NYM",from="2015-11-02",to="2016-03-10",src="yahoo")

and R gives me this:

Error in download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : cannot open URL 'http://ichart.finance.yahoo.com/table.csv?s=BZK16.NYM&a=10&b=02&c=2015&d=2&e=10&f=2016&g=d&q=q&y=0&z=BZK16.NYM&x=.csv' In addition: Warning message: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : cannot open: HTTP status was '404 Not Found'

Also I tried to download data from russian source: Finam.ru:

getSymbols("BR",from="2015-11-02",to="2016-03-10",src="Finam")

And R gives me just:

[1] "BR"

I don't know if I am doing something wrong or is it my computer/R problem?

回答1:

BZK16.NYM is the Brent crude oil price at the NYMEX. Yahoo does not provide this data as far as I know, but you can obtain it from Quandl using the homonymous R package. The only difference is that the price provided by Quandl is established at the Chicago Mercantile Exchange, and not at the New York Mercantile Exchange.

To load this time series data using R, try

library(Quandl)
BR <- Quandl("CME/BZK2016")
#> head(BR)
#        Date  Open  High   Low  Last Change Settle Volume Open Interest
#1 2016-03-11 40.25 41.02 40.03 40.32   0.34  40.39  22689         15498
#2 2016-03-10 40.84 41.00 39.65 40.30   1.02  40.05  28194         16081
#3 2016-03-09 39.52 41.24 39.40 40.84   1.42  41.07  29231         16117
#4 2016-03-08 40.84 41.48 39.31 39.52   1.19  39.65  35089         16606
#5 2016-03-07 38.99 41.04 38.88 40.73   2.12  40.84  33252         18177
#6 2016-03-04 36.96 38.98 36.83 38.94   1.65  38.72  32203         18575

Hope this helps.

来源：https://stackoverflow.com/questions/35973551/cannot-download-brent-crude-oil-data-from-yahoo-finance-r

标签

yahoo

finance