[R-SIG-Finance] getSymbols problem in quantmod

[Joshua Ulrich]

Costas,

Thanks for the session info.  Please tell us which version of quantmod
you are using.  I cannot replicate your issue using the latest
quantmod from CRAN or from r-forge. I am using Windows XP.

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com



On Thu, Dec 16, 2010 at 8:29 AM, Costas <risk2009 at ath.forthnet.gr> wrote:
> WRT my previous email, I am using R:
>
> platform       i386-pc-mingw32
> arch           i386
> os             mingw32
> system         i386, mingw32
> status
> major          2
> minor          12.0
> year           2010
> month          10
> day            15
> svn rev        53317
> language       R
> version.string R version 2.12.0 (2010-10-15)
>
> On a windows XP machine....
>
> I seems that the same code in a linux platform (Ubuntu) exhibits no such
> problem...
>
> The data downloads ok...
>
> So I assume it is a problem of the windows quantmod library....
>
> I hope this helps...
>
>
> On 16/12/2010 16:21, Costas wrote:
>>
>> 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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