Quantmod getFX function error

5
votes

I have been using the function the last months but the last couple of day it stopped working:

library(quantmod)
getFX("USD/JPY")

Error in open.connection(con, "rb") : HTTP error 404.

Anyone else having the same problem? Any alternatives in R for downloading FX data?

UPDATE: the quantmod creator provided a fix for the issue, just copying the code for installing it:

install.packages("curl")
library(devtools)
devtools::install_github("joshuaulrich/quantmod", ref="225_getsymbols_oanda")
2
rquantmod
It seems that quantmod uses the oanda v1 REST API which is deprecated. Until the package authors implement the v20 REST API or another workaround you better use other sources to aquire the FX data. - wici

2 Answers

2
votes

I can reproduce your problems. You can use Yahoo or FRED:

library(quantmod)
getSymbols("DEXJPUS", src = "FRED")
getSymbols("JPY=X", src = "yahoo")

According to https://github.com/joshuaulrich/quantmod/issues/225 this has been fixed in a development branch.

2
votes

Could be Quandl, but you have to sign up. The key is free.

library(Quandl)

Quandl.api_key("NEED_FREE_KEY!!")

#q <- Quandl.search(query = "DEXJPUS", database_code = "FRED")
#Japan / U.S. Foreign Exchange Rate
#Code: FRED/DEXJPUS
#Desc: Japanese Yen to One U.S. Dollar Not Seasonally Adjusted, Noon buying     rates in New York City for cable transfers payable in foreign currencies. 
#Freq: daily
#Cols: Date | Value

jpus <- Quandl(code = "FRED/DEXJPUS", 
               type = "raw", 
               collapse = "monthly", 
               start_date = "2018-01-01", 
               end_date = "2018-03-01")