[R-SIG-Finance] yahoo data request policy - quantstrat/quantmod

[Jeff Ryan]

The code itself (getSymbols) uses a 1s between request convention. If you pass a request of less than 5 symbols at a time the request has no delay. 

I general, 1s between requests seems like a reasonable number, but entirely arbitrary. You can of course modify the internals if you want, but it isn't just a parameter to somewhat force quantmod users to be friendly toward the free providers. 

Best,
Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Feb 20, 2012, at 12:25 PM, Ben quant <ccquant at gmail.com> wrote:

> Re-posting as a (new) member this time...
> 
> Hello,
> 
> For testing I am requesting data via the quantstrat/quantmod package using
> getSymbols() via the default settings. It uses Yahoo Finance as the data
> provider by default. I assume that the data is sourced directly from Yahoo
> each request (because of this sentence from ?getSymbols: "The �sourcing� of
> data is managed internally through a complex lookup procedure.").
> 
> What is yahoo's data request frequency policy? How often and how much data
> can I request from Yahoo (and/or other available sources) without hearing
> from the Yahoo data team? I'm use to using our internal sources so I am not
> very familiar with external sources.
> 
> PS - I have an email out to Yahoo support already, but would like to get
> the "in practice" feedback from the community.
> 
> Regards,
> 
> Ben
> 
>    [[alternative HTML version deleted]]
> 
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