[R-sig-finance] Its function and yahoo

BBands bbands at gmail.com
Sat Apr 30 00:44:08 CEST 2005


For some reason priceIts does not handle the "Adj. Close" field.

However, tseries will: get.hist.quote("ge", quote=c("Cl", "Ad"))

I recently contributed a tseires patch that also allows it to handle
daily, weekly or monthly compression: get.hist.quote("ge",
compression="w", quote=c("Cl", "Ad"))

The difference between the "Close" and the "Adj. Close*" fields is far
more than just dividends, splits are a major factor. Please note that
Yahoo! only split adjusts the "Adj. Close*" field, you'll have to back
into an adjustment for the other fields if needed.

    jab
-- 
John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.



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