[R-sig-finance] get.hist.quote from tseries package

Andrew West jgalt70 at yahoo.com
Mon Oct 24 17:40:37 CEST 2005

Yes, someone has used get.hist.quote. It's the same
data you get if you download data from yahoo finance,
as far as I can tell. If you use the adjusted close,
you can get split & dividend adjusted prices, eg:
,quote =c("Ad")
I haven't found problems with adjusted close pricing,
in my limited use of it to calculate long-term
Fama-French three-factor models, it seemed clean.
Check out the R-sig-finance archive and you'll see
discusions and uses of get.hist.quote.
There is no free source of intraday tick data that I
know of.

--- Weiwei Shi <helprhelp at gmail.com> wrote:

> Dear Listers:
> I am wondering if someone has ever used
> get.hist.quote to get data
> from www. How is the quality of the data, is there
> any record on
> splitting and etc?
> I am also wondering if it is possible to get
> intra-day tick data somehow.
> Any sharing of info will be appreciated.
> Thanks,
> --
> Weiwei Shi, Ph.D
> "Did you always know?"
> "No, I did not. But I believed..."
> ---Matrix III
> _______________________________________________
> R-sig-finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance

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