[R-SIG-Finance] quantmod: corp action

Josh Ulrich josh.m.ulrich at gmail.com
Wed Mar 18 05:30:16 CET 2009


Hi Andy,

getDividends() returns dividends (adjusted for splits) from Yahoo.

The TTR fuction getYahooData() allows you to pull prices, splits and
dividends from Yahoo.

# Pull prices (adjusted for splits and dividends),
# volume (adjusted for splits), splits, and dividends
# (adjusted for splits).
x <- getYahooData("GE")

# Pull only splits and dividends
x <- getYahooData("GE",type="split")

Best,
Josh
--
http://quantemplation.blogspot.com



On Tue, Mar 17, 2009 at 7:54 PM, Andy Zhu <andyzhu35 at yahoo.com> wrote:
> Hi,
>
> It seems that quantmod doesn't provide functions to get series for stock split which in original Yahoo series has this data.
>
> second, does getDividends give stock dividends?
>
> If not, how do you extract stock dividends and split from the public sources?
>
> Thanks.
>
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