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dae

Differences between data sources

Can someone explain why there are differences between Google and Yahoo
in openings, lows, volume) are occurring, and which source is correct?
(data downloaded 2012-08-04 2:40pm PDT)

> library("blotter")
Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following object(s) are masked from ‘package:base’:

as.Date, as.Date.numeric

Loading required package: FinancialInstrument
Loading required package: quantmod
Loading required package: Defaults
Loading required package: TTR
> getSymbols("IBM", from="2012-08-01", src="yahoo")
[1] "IBM"
Warning message:
In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, :
downloaded length 258 != reported length 200
> IBM
IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.Adjusted
2012-08-01 196.96 197.85 194.72 195.18 2559300 195.18
2012-08-02 194.16 196.60 193.02 194.45 2812600 194.45
2012-08-03 196.48 198.95 196.16 198.50 2668200 198.52
2012-08-03 196.48 198.95 196.16 198.52 3278100 198.52
> getSymbols("IBM", from="2012-08-01", src="google")
[1] "IBM"
Warning message:
In download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", :
downloaded length 169 != reported length 200
> IBM
IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume
2012-08-01 196.96 197.85 194.72 195.18 2559365
2012-08-02 194.12 196.60 193.02 194.45 2812511
2012-08-03 196.73 198.95 196.18 198.52 736918

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Jun Zhu

Re: Differences between data sources

Both Yahoo and Google are free data sources and their quality are not 100% reliable. Â Yahoo seems to be better. Â Professional money manager usually don't use them and Â buy the information from reliable sources such as bloomberg.
I checked 8/3/2012 data using my Schwab account and it is:
Open Â Â Â Low Â Â Â Â High Â Â Â Â Close Â Â Â Â Volume196.48 Â 196.16 Â 198.95 Â 198.52 Â Â Â 3,2,78,231
In general, they are good enough for doing some research and manage small amount of money.Â
--- On Sat, 8/4/12, Doug Edmunds <[hidden email]> wrote:

From: Doug Edmunds <[hidden email]>
Subject: [R-SIG-Finance] Differences between data sources
To: [hidden email]
Date: Saturday, August 4, 2012, 4:44 PM

Can someone explain why there are differences between Google and Yahoo in openings, lows, volume) are occurring, and which source is correct? (data downloaded 2012-08-04 2:40pm PDT)

> library("blotter")
Loading required package: xts
Loading required package: zoo

Attaching package: âzooâ

The following object(s) are masked from âpackage:baseâ:

Â Â as.Date, as.Date.numeric

Loading required package: FinancialInstrument
Loading required package: quantmod
Loading required package: Defaults
Loading required package: TTR
> getSymbols("IBM", from="2012-08-01", src="yahoo")
[1] "IBM"
Warning message:
In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,Â :
Â downloaded length 258 != reported length 200
> IBM
Â Â Â Â Â Â Â IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.Adjusted
2012-08-01Â Â Â 196.96Â Â Â 197.85Â 194.72Â Â 195.18Â Â 2559300Â Â Â Â Â 195.18
2012-08-02Â Â Â 194.16Â Â Â 196.60Â 193.02Â Â 194.45Â Â 2812600Â Â Â Â Â 194.45
2012-08-03Â Â Â 196.48Â Â Â 198.95Â 196.16Â Â 198.50Â Â 2668200Â Â Â Â Â 198.52
2012-08-03Â Â Â 196.48Â Â Â 198.95Â 196.16Â Â 198.52Â Â 3278100Â Â Â Â Â 198.52
> getSymbols("IBM", from="2012-08-01", src="google")
[1] "IBM"
Warning message:
In download.file(paste(google.URL, "q=", Symbols.name, "&startdate=",Â :
Â downloaded length 169 != reported length 200
> IBM
Â Â Â Â Â Â Â IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume
2012-08-01Â Â Â 196.96Â Â Â 197.85Â 194.72Â Â 195.18Â Â 2559365
2012-08-02Â Â Â 194.12Â Â Â 196.60Â 193.02Â Â 194.45Â Â 2812511
2012-08-03Â Â Â 196.73Â Â Â 198.95Â 196.18Â Â 198.52Â Â Â Â 736918

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