Downloading FRED data with quantmod: can dates be specified?

PatrickT picture PatrickT · Apr 10, 2013 · Viewed 10k times · Source

I am downloading data from FRED with the quantmod library (author Jeffrey A. Ryan). With Yahoo and Google data, I am able to set start and end dates. Can the same be done for FRED data?

The help page does not list "from" and "to" as options of quantmod's getSymbols function, from which I'm inferring that it is not currently possible.

Is there a way to set a range for the data to be downloaded or do I need to download the entire dataset and discard the data I don't need?

Thanks for your help. Below the code that illustrates the context:

The dates are ignored when downloading from FRED:

# environment in which to store data 
data <- new.env()

# set dates
date.start <- "2000-01-01"
date.end <- "2012-12-31"

# set tickers
tickers <- c("FEDFUNDS", "GDPPOT", "DGS10")

# import data from FRED database
library("quantmod")
getSymbols( tickers
  , src = "FRED"  # needed!
  , from = date.start  # ignored
  , to = date.end  # ignored
  , env = data
  , adjust = TRUE
)

head(data$FEDFUNDS)

head(data$FEDFUNDS)
           FEDFUNDS
1954-07-01     0.80
1954-08-01     1.22
1954-09-01     1.06
1954-10-01     0.85
1954-11-01     0.83
1954-12-01     1.28

EDIT: Solution

Thanks to GSee's suggestion below, I am using the following code to subset the data to within the range of dates specified above:

# subset data to within time range
  dtx <- data$FEDFUNDS
  dtx[paste(date.start,date.end,sep="/")]

Here I extracted the xts data from the environment before acting upon it. My follow-up question explores alternatives.

Follow-Up Question

I have asked some follow-up questions there: get xts objects from within an environment

Answer

GSee picture GSee · Apr 10, 2013

You have to download all the data and subset later. getSymbols.FRED does not support the from argument like getSymbols.yahoo does.