Downloading FRED data with quantmod: can dates be specified?

Question

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

Artima

Thanks. To help others who need to get dates from another series, say fund returns, and you are using FRED to get riskfree rate FEDfunds. You can use start() and end() on your xts return series as parameters for your subset i.e. xts["Startdate/enddate"]. Rf <- dtx[paste(start(returns), end(returns), sep="/")] – Rafaellle

Answer 1

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

Cenacle

...because FRED itself does not allow you to specify a date range. It only provides all the data. – Massachusetts

Answer 2

Alternatively you can download FRED data from Quandl (http://www.quandl.com/help/r) which offers more than 4 million datasets including all of the FRED data. There is an API and R package available. ("Quandl"). Data can be returned in several formats formats e.g. data frame ("raw"), ts ("ts"), zoo ("zoo") and xts ("xts"). For example to download GDPPOT10 and specify the dates and have it returned as an xts object all you have to do is:

require(Quandl)
mydata = Quandl("FRED/GDPPOT", start_date="2005-01-03",end_date="2013-04-10",type="xts")

Oporto

Oh that's great hvollmeier, I haven't used the Quandl package before, I'm off to explore it now! Your suggestion is indeed simple. Great to know. – Artima

btw, I have already accepted GSee's answer, so a big thank you for adding your suggestion. – Artima

Answer 3

Quandl doesn't seem to offer all data from FRED, at least in terms data frequency. Quandl most likely offers only annual data which is not useful in many circumstance.

Salpinx

can you give a specific example and an alternative download source? – Artima

Funny how I reached this thread a year later. I have found that, in some cases, Quandl has renamed the Fred datasets. Example: This data can be found on the Fred website as LRHUTTTTUSA156N and on the Quandl website as AUSURHARMADSMEI. I did find quarterly and annual data, but the change of name is very inconvenient... – Artima