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POdownloading FRED data with quantmod: can dates be specified?
 

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    <p>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? </p> <p>The help page does not list "from" and "to" as options of quandmod's getSymbols function, from which I'm inferring that it is not currently possible.</p> <p>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?</p> <p>Thanks for your help. Below the code that illustrates the context:</p> <p>The dates are ignored when downloading from FRED:</p> <pre><code># environment in which to store data data &lt;- new.env() # set dates date.start &lt;- "2000-01-01" date.end &lt;- "2012-12-31" # set tickers tickers &lt;- 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 </code></pre> <p><strong>EDIT: Solution</strong></p> <p>Thanks to <strong>GSee</strong>'s suggestion below, I am using the following code to subset the data to within the range of dates specified above:</p> <pre><code># subset data to within time range dtx &lt;- data$FEDFUNDS dtx[paste(date.start,date.end,sep="/")] </code></pre> <p>Here I extracted the xts data from the environment before acting upon it. My follow-up question explores alternatives.</p> <p><strong>Follow-Up Question</strong></p> <p>I have asked some follow-up questions there: <a href="https://stackoverflow.com/questions/15980985/get-xts-objects-from-within-an-environment">get xts objects from within an environment</a></p>
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