[R-SIG-Finance] download yahoo quotes using tseries get.hist.quote(), error 404

Marco Bianchi marcolondonuk at googlemail.com
Sat Dec 12 12:45:10 CET 2009


I am using the command get.hist.quote() from the tseries library to  
download daily equity prices for European stocks.
As I am looping over a long list of tickers, at some point the R code  
is crushing on some tickers giving error 404,
as if the ticker was unknown to Yahoo.

The problem is that I have experienced this 404 error with tickers  
like TEF.MC or HSBA.L (Telefonica and Barclays) which are liquid  
stocks and correct tickers in finance.yahoo.com.

Are other R-finance users experiencing the same problem? Is this  
related to R or the nature is more operating system problem (I am  
running R under Windows XP)?

I have also investigated the possibility to use getSymbols() command  
in quantmod library, but then it seems that a number of European  
stocks are not available? Also,
using get.hist.quote() gives the possibility to download the time  
series as calendar days (rather than trading days), hence producing a  
series of equal length for each ticker.
I do not seem to see the same feature available in quantmod  
getSymbols() command...

Any help from other R-finance users very much appreciated.

Marco



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