[R-SIG-Finance] Yahoo data

[Jeff Ryan]

Erik,

Yahoo does not support intraday historical data.

If you are looking for intraday/snapshot style data, getQuote in
quantmod will do what you need.  getSymbols is the quantmod version of
get.hist.quote.  getSymbols also supports a variety of other data
sources.

A cheap/free with account data source for historical intraday data is
Interactive Brokers.  There is an API for R on CRAN called IBrokers as
well that will provide historical data.

Your best bet is to buy the data from a vendor like CSI (the supplier
to yahoo, google, etc).  There is a package on R-forge to access that
API as well (called RCSI).

HTH
Jeff

On Mon, Nov 17, 2008 at 8:37 AM, mats pistol <mats_pistol at yahoo.com> wrote:
> Hi
>
> I have been using get_hist_quote(), to obtain historical data from Yahoo, and this workds well.
>
> I would like to access intraday data from 'today' but have had no success, get_hist_quote() has no time paramater.
>
> Is there a way to obtain intraday quotes from Yahoo (I am happy if they are delayed 20mins or even a full day or more) But I need to obtain 1 minute data or 5 minute data.
>
> I would appreciate any suggestions or advice.
>
> Thanks
>
> Erik
>
>
>
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com