Revision: 50133
Initial Code
Initial URL
Initial Description
Initial Title
Initial Tags
Initial Language
at August 11, 2011 11:45 by mjaniec
Initial Code
# 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)
Initial URL
http://mjaniec.bloger.com
Initial Description
Initial Title
Downloading market data from Stooq to R
Initial Tags
Initial Language
R