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at August 11, 2011 11:45 by mjaniec
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# http://www.rhinocerus.net/forum/lang-php/662887-how-read-download-attachment-uri.html - inspiration :) library(RCurl) getStooqData <- function(asset_code,static_cookie=TRUE) { data_tmp <- tempfile() # "data.csv" cookie_tmp <- "cookie.txt" u1 <- paste("http://stooq.com/q/d/?s=",asset_code,sep="") u2 <- paste("http://stooq.com/q/d/l/?s=",asset_code,"&i=d",sep="") if (!static_cookie) { h <- c(paste("GET ",u1," HTTP/1.0",sep=""), Accept="image/gif",Accept="image/x-xbitmap",Accept="image/jpeg",Accept="mage/pjpeg",Accept="application/x-shockwave-flash",Accept="application/vnd.ms-excel",Accept="application/msword",Accept="*/*", 'Accept-Language'="pl, en-us;q=0.7",'User-Agent'="Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1;SV1)",'Proxy-Connection'="Keep-Alive") u1Opts <- curlOptions(header=TRUE,httpheader=h,cookiejar=cookie_tmp) curlPerform(url=u1,.opts=u1Opts,verbose=TRUE) h <- c(paste("GET",u2,"HTTP/1.0"), Accept="image/gif",Accept="image/x-xbitmap",Accept="image/jpeg",Accept="mage/pjpeg",Accept="application/x-shockwave-flash",Accept="application/vnd.ms-excel",Accept="application/msword",Accept="*/*", 'Accept-Language'="pl, en-us;q=0.7",'User-Agent'="Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1;SV1)",'Proxy-Connection'="Keep-Alive") u2Opts <- curlOptions(header=TRUE,httpheader=h,cookiefile=cookie_tmp) } else { h <- c(paste("GET",u2,"HTTP/1.0"), Accept="image/gif",Accept="image/x-xbitmap",Accept="image/jpeg",Accept="mage/pjpeg",Accept="application/x-shockwave-flash",Accept="application/vnd.ms-excel",Accept="application/msword",Accept="*/*", 'Accept-Language'="pl, en-us;q=0.7",'User-Agent'="Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1;SV1)",'Proxy-Connection'="Keep-Alive",Cookie=paste("cookie_uu=p;cookie_user=%3F0001dllg000011500d1300%7C",asset_code,sep="")) u2Opts <- curlOptions(header=TRUE,httpheader=h) } reader <- basicTextGatherer() w <- getURLContent(url=u2,.opts=u2Opts) write(w,file=data_tmp) stooq_data <- read.csv(data_tmp) stooq_data } stooq_data <- getStooqData("es.f",static_cookie=TRUE)
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http://mjaniec.bloger.com
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Downloading market data from Stooq to R
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R