[R-SIG-Finance] high frequency data
zubin
binabina at bellsouth.net
Sun Jul 19 02:12:53 CEST 2009
hello, using R for some high frequency research.
-loading data using getSymbols method, but see no options for fetching a
current data query in 1 minute increments, looks like day is lowest
level. Maybe back 100 minutes or such, with the ability to split by
Premarket, active, post market trading. Google does provide this real
time data, i notice it when i get a quote at google before 9:30AM and
after 4:00PM. Google also seems to provide real time pricing that
reconciles pretty well to other feeds i see.
-which vendor (google or yahoo) provide split adjusted data: example
test with symbol (FAS, it recently split) both do not using
getSymbols('FAS') or getSymbols('FAS',src='google')
basically my question, before I write this code, does this feature exist
already in a package?
thx
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