[R-SIG-Finance] Differences between data sources

Doug Edmunds dougedmunds at gmail.com
Sat Aug 4 23:44:48 CEST 2012


Can someone explain why there are differences between Google and Yahoo 
in openings, lows, volume) are occurring, and which source is correct? 
(data downloaded 2012-08-04 2:40pm PDT)

 > library("blotter")
Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following object(s) are masked from ‘package:base’:

     as.Date, as.Date.numeric

Loading required package: FinancialInstrument
Loading required package: quantmod
Loading required package: Defaults
Loading required package: TTR
 > getSymbols("IBM", from="2012-08-01", src="yahoo")
[1] "IBM"
Warning message:
In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
   downloaded length 258 != reported length 200
 > IBM
            IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.Adjusted
2012-08-01   196.96   197.85  194.72    195.18    2559300       195.18
2012-08-02   194.16   196.60  193.02    194.45    2812600       194.45
2012-08-03   196.48   198.95  196.16    198.50    2668200       198.52
2012-08-03   196.48   198.95  196.16    198.52    3278100       198.52
 > getSymbols("IBM", from="2012-08-01", src="google")
[1] "IBM"
Warning message:
In download.file(paste(google.URL, "q=", Symbols.name, "&startdate=",  :
   downloaded length 169 != reported length 200
 > IBM
            IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume
2012-08-01   196.96   197.85  194.72    195.18    2559365
2012-08-02   194.12   196.60  193.02    194.45    2812511
2012-08-03   196.73   198.95  196.18    198.52     736918



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