[R-SIG-Finance] get.hist.quote stalls

Markus Loecher markus at insightfromdata.com
Wed Dec 26 21:50:44 CET 2007


Dear all,
I am trying to download a few thousand financial timeseries from
yahoo.finance using get.hist.quote().
It worked great initially, but for some reason, my loop seems to always get
stuck after ~1500 requests. R becomes completely unresponsive and I need to
restart it (MAC OS). As these are daily aggregates for just a year, this
should not be a memory/data size problem.
Does Yaho protect itself against such automated scripts ?
If so, why does my get.hist.quote function not simply time out after a few
minutes ?

Any help would be immensely useful,

Thanks,
Markus



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