[R-SIG-Finance] getSymbols problem in quantmod

Costas risk2009 at ath.forthnet.gr
Thu Dec 16 15:21:19 CET 2010


Hi,

It seems that getting SP500 daily prices before 1980 or so from 
yahoo.finance via the getSymbols() in quantmod becomes problematic:

> > getSymbols('^GSPC',src='yahoo',  from='1950-01-03', 
> return.class='xts');tail(GSPC)
> [1] "GSPC"
>            GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume 
> GSPC.Adjusted
> 2010-12-13   1242.52   1246.73  1240.34    1240.46  4361240000       
> 1240.46
> 2010-12-14   1241.84   1246.59  1238.17    1241.59  4132350000       
> 1241.59
> 2010-12-15   1241.58   1244.25  1234.01    1235.23  4407340000       
> 1235.23
> <NA>          100.18    100.74    99.36      99.85    13880000         
> 99.85
> <NA>           80.86     81.45    80.49      81.10     5070000         
> 81.10
> <NA>           18.05     18.05    18.05      18.05     2950000         
> 18.05
> > getSymbols('^GSPC',src='yahoo',  from='2010-01-03', 
> return.class='xts');tail(GSPC)
> [1] "GSPC"
>            GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume 
> GSPC.Adjusted
> 2010-12-08   1225.02   1228.93  1219.50    1228.28  4607590000       
> 1228.28
> 2010-12-09   1230.14   1234.71  1226.85    1233.00  4522510000       
> 1233.00
> 2010-12-10   1233.85   1240.40  1232.58    1240.40  4547310000       
> 1240.40
> 2010-12-13   1242.52   1246.73  1240.34    1240.46  4361240000       
> 1240.46
> 2010-12-14   1241.84   1246.59  1238.17    1241.59  4132350000       
> 1241.59
> 2010-12-15   1241.58   1244.25  1234.01    1235.23  4407340000       
> 1235.23
> > getSymbols('^GSPC',src='yahoo',  from='1990-01-03', 
> return.class='xts');tail(GSPC)
> [1] "GSPC"
>            GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume 
> GSPC.Adjusted
> 2010-12-08   1225.02   1228.93  1219.50    1228.28  4607590000       
> 1228.28
> 2010-12-09   1230.14   1234.71  1226.85    1233.00  4522510000       
> 1233.00
> 2010-12-10   1233.85   1240.40  1232.58    1240.40  4547310000       
> 1240.40
> 2010-12-13   1242.52   1246.73  1240.34    1240.46  4361240000       
> 1240.46
> 2010-12-14   1241.84   1246.59  1238.17    1241.59  4132350000       
> 1241.59
> 2010-12-15   1241.58   1244.25  1234.01    1235.23  4407340000       
> 1235.23
> > getSymbols('^GSPC',src='yahoo',  from='1980-01-03', 
> return.class='xts');tail(GSPC)
> [1] "GSPC"
>            GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume 
> GSPC.Adjusted
> 2010-12-08   1225.02   1228.93  1219.50    1228.28  4607590000       
> 1228.28
> 2010-12-09   1230.14   1234.71  1226.85    1233.00  4522510000       
> 1233.00
> 2010-12-10   1233.85   1240.40  1232.58    1240.40  4547310000       
> 1240.40
> 2010-12-13   1242.52   1246.73  1240.34    1240.46  4361240000       
> 1240.46
> 2010-12-14   1241.84   1246.59  1238.17    1241.59  4132350000       
> 1241.59
> 2010-12-15   1241.58   1244.25  1234.01    1235.23  4407340000       
> 1235.23
> > getSymbols('^GSPC',src='yahoo',  from='1970-01-03', 
> return.class='xts');tail(GSPC)
> [1] "GSPC"
>            GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume 
> GSPC.Adjusted
> 2010-12-09   1230.14   1234.71  1226.85    1233.00  4522510000       
> 1233.00
> 2010-12-10   1233.85   1240.40  1232.58    1240.40  4547310000       
> 1240.40
> 2010-12-13   1242.52   1246.73  1240.34    1240.46  4361240000       
> 1240.46
> 2010-12-14   1241.84   1246.59  1238.17    1241.59  4132350000       
> 1241.59
> 2010-12-15   1241.58   1244.25  1234.01    1235.23  4407340000       
> 1235.23
> <NA>          100.18    100.74    99.36      99.85    13880000         
> 99.85
> >
Look at the appended data row under the last dated price.....

Why so?

Anyone else with the same problems out there?

Best,
Costas



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