[R-SIG-Finance] get.hist.quote() and Yahoo
nbryant at optonline.net
Wed Sep 5 00:24:31 CEST 2007
jefe goode wrote:
> I am using get.hist.quote() to download data from
> Yahoo. But there are problems.
> 1) Many tickers eg III.L download cleanly with 100% of
> the timeseries OK.
> 2) But for others eg HMSO.L the timeseries truncates
> at 10-Aug for some reason. (should be data to today)
> 3) for yet others there are missing elements in the
There are bigger problems than this. You can't rely on Yahoo's "Adjusted
Close" column. The formula they use to adjust for splits and dividends
is wrong, so I'm told. Occasionally I've even seen them load their
previously buggered "adjusted close" data into their "close" column,
when reloading their database. This seems to only occur for certain
ticker symbols and is probably a case of operator error...
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