[R-SIG-Finance] get.hist.quote() and Yahoo

josh.m.ulrich at gmail.com josh.m.ulrich at gmail.com
Thu Sep 6 16:21:53 CEST 2007


On 9/4/07, Sergio Correia <sergio.correia at gmail.com> wrote:
>
> About the adjusted close data.. is there a way to use the
> dividend/split historical data to correctly generate the adjusted
> close information? Anyone has more info about that?

I have been working on a technical analysis package (TTR).  It has a
function ('yahoo.data') to pull OHLC, volume, split, and dividend
information from Yahoo! Finance and to correctly adjust the OHLC and
volume data for splits and dividends.  Comments and suggestions are
welcome.  You can find the package here:
http://bodanker.t35.com/ttr.html

Best,
Josh



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