[R-SIG-Finance] yahoo dates

[G See]

FWIW, I download 33 fields from yahoo every night at 10 p.m. CDT using
quantmod::getQuote, and the prices and volumes (and everything else
except 50-day MA, 200-day MA and Ave. Daily Volume) reported by
getQuote at 10 p.m. CDT on 2012-07-03 were the same as those reported
at 10 p.m. CDT on 2012-07-04

I only download data for stocks (not stock indexes), but using SPY as
an example, the Volume as reported by getQuote was 80450168 on both
dates.  If I use getSymbols now, it tells me that the volume was
80450000 (i.e. the same, but rounded).

getQuote reported the same volume on both days for all of the roughly
7500 stocks and ETFs that are listed in the U.S. for which I collect
data.

So, at least for stocks, the extra volume never showed up using
getQuote.  But, since I wasn't downloading data for indexes, I can't
say whether it would have shown up there.

Regards,
Garrett

On Thu, Jul 5, 2012 at 4:47 PM, Motley Fool <motleyfool at dawgstar.org> wrote:
> On Thu, Jul 5, 2012 at 11:33 AM, Paul Gilbert <pgilbert902 at gmail.com> wrote:
>> Occasionally this week it seems that yahoo is using the previous day's date
> SNIP
>>
>> Does anyone know what is going on at yahoo?  What is the convention at other
>> data suppliers for adjustment data on holidays, or are these  real prices
>> and volume that occurred after July 3?
>>
>> Paul
>
> Paul
>
> I saw this start Tueday, the closing $amount for the previous day is
> the same, but
> the volume is different.  I've used Yahoo data though Holiday periods
> before and
> this is the first time I've seen this happen.
>
> diana
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.