[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
More information about the R-SIG-Finance
mailing list