[R-SIG-Finance] [R-sig-finance] yahoo historical data quality

gug guygreen at netvigator.com
Fri Apr 10 18:45:59 CEST 2009


You have to go through their help pages:
http://help.yahoo.com/l/us/yahoo/finance/basics/fin-01.html
It is not always easy and not immediate, but you can usually get them to
change something.


Andy Zhu wrote:
> 
> Hi,
> 
> Encountered problem with historical price, missing data from
> yahoo/finance. Here is an example: ticker = 'ATML', dates =
> c('2000-08-28', '2000-08-29') (Mon and Tue). Yahoo doesn't show data for
> these two dates so Quantmod simply doesn't pick them up with Yahoo.
> However, when I check with Google/finance, it does show up data for these
> 2 dates. How do you guys handle these missing data in a systematical way?
> do you have any information of how to communicate with Yahoo person?
> 
> Thanks.
> 

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