[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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