Change getSymbols to get most recent data

Previous Topic Next Topic
 
classic Classic list List threaded Threaded
2 messages Options
Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Change getSymbols to get most recent data

Rmetrics mailing list
In the R package quantmod, using getSymbols in the evening used to get prices up to the latestclose, but since Yahoo Finance changed their data service, it only gets data through yesterday.I suggest that getSymbols make a call to getQuote to see if more recent data can be appendedto the end of the data returned. The script below explains what the problem is. Yahoo Finance"knows" the OHLCV data of today, but getSymbols does not return it.
At 10:30 PM EST 2017-07-13 the output of
options(warn=-1)suppressMessages(library("quantmod"))options("getSymbols.yahoo.warning"=FALSE)options("getSymbols.warning4.0"=FALSE)sym <- "SPY"xx <- getSymbols(sym,auto.assign=FALSE,from="1990-01-01")print(tail(xx))last <- getQuote(sym)print(last)
is
           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted2017-07-05   242.63   243.01  241.70    242.77   54427600       242.772017-07-06   241.89   242.03  240.34    240.55   65400800       240.552017-07-07   241.21   242.28  240.56    242.11   57972300       242.112017-07-10   242.11   242.80  241.76    242.37   36663300       242.372017-07-11   242.37   242.55  240.85    242.19   50354600       242.192017-07-12   243.30   244.20  243.30    244.01   59610400       244.01             Trade Time   Last Change % Change   Open   High    Low   VolumeSPY 2017-07-13 04:00:00 244.42   0.41   +0.17% 244.02 244.55 243.76 39471637
Vivek RaoBoston, MA
        [[alternative HTML version deleted]]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Change getSymbols to get most recent data

Rmetrics mailing list
My previous message was formatted as HTML and became garbled, so here it is as plain text,
which I hope will work.

In the R package quantmod, using getSymbols in the evening used to get prices up to the latest
close, but since Yahoo Finance changed their data service, it only gets data through yesterday.
I suggest that getSymbols make a call to getQuote to see if more recent data can be appended
to the end of the data returned. The script below explains what the problem is. Yahoo Finance
"knows" the OHLCV data of today, but getSymbols does not return it.

At 10:30 PM EST 2017-07-13 the output of

options(warn=-1)
suppressMessages(library("quantmod"))
options("getSymbols.yahoo.warning"=FALSE)
options("getSymbols.warning4.0"=FALSE)
sym <- "SPY"
xx <- getSymbols(sym,auto.assign=FALSE,from="1990-01-01")
print(tail(xx))
last <- getQuote(sym)
print(last)

is

SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
2017-07-05   242.63   243.01  241.70    242.77   54427600       242.77
2017-07-06   241.89   242.03  240.34    240.55   65400800       240.55
2017-07-07   241.21   242.28  240.56    242.11   57972300       242.11
2017-07-10   242.11   242.80  241.76    242.37   36663300       242.37
2017-07-11   242.37   242.55  240.85    242.19   50354600       242.19
2017-07-12   243.30   244.20  243.30    244.01   59610400       244.01
Trade Time   Last Change % Change   Open   High    Low   Volume
SPY 2017-07-13 04:00:00 244.42   0.41   +0.17% 244.02 244.55 243.76 39471637

Vivek Rao
Boston, MA
________________________________
From: Vivek Rao via R-SIG-Finance <[hidden email]>
To: Rsig <[hidden email]>
Sent: Thursday, July 13, 2017 10:46 PM
Subject: [R-SIG-Finance] Change getSymbols to get most recent data


In the R package quantmod, using getSymbols in the evening used to get prices up to the latestclose, but since Yahoo Finance changed their data service, it only gets data through yesterday.I suggest that getSymbols make a call to getQuote to see if more recent data can be appendedto the end of the data returned. The script below explains what the problem is. Yahoo Finance"knows" the OHLCV data of today, but getSymbols does not return it.
At 10:30 PM EST 2017-07-13 the output of
options(warn=-1)suppressMessages(library("quantmod"))options("getSymbols.yahoo.warning"=FALSE)options("getSymbols.warning4.0"=FALSE)sym <- "SPY"xx <- getSymbols(sym,auto.assign=FALSE,from="1990-01-01")print(tail(xx))last <- getQuote(sym)print(last)
is
           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted2017-07-05   242.63   243.01  241.70    242.77   54427600       242.772017-07-06   241.89   242.03  240.34    240.55   65400800       240.552017-07-07   241.21   242.28  240.56    242.11   57972300       242.112017-07-10   242.11   242.80  241.76    242.37   36663300       242.372017-07-11   242.37   242.55  240.85    242.19   50354600       242.192017-07-12   243.30   244.20  243.30    244.01   59610400       244.01             Trade Time   Last Change % Change   Open   High    Low   VolumeSPY 2017-07-13 04:00:00 244.42   0.41   +0.17% 244.02 244.55 243.76 39471637
Vivek RaoBoston, MA
    [[alternative HTML version deleted]]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Loading...