[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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