[R-SIG-Finance] Slow data EOD

[Ralph Vince]

Thanks Garrett, Im really just looking for timely end-of-day data on
this though. Ralph

On Tue, Oct 9, 2012 at 12:40 PM, G See <gsee000 at gmail.com> wrote:
> Hi Ralph,
>
> You can get real time intraday data from yahoo or google:
> http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market
>
> Or you can get delayed data with quantmod::getQuote.
>
> Maybe that will work better for you.
>
> I'm not sure about your particular issue, but one of the issues with
> yahoo's daily data is that sometimes it has duplicate timestamps (and
> different volume) for the most recent observation.
>
> HTH,
> Garrett
>
> On Tue, Oct 9, 2012 at 11:26 AM, Ralph Vince <rvince99 at gmail.com> wrote:
>> I'm downloading certain equity data from yahoo on an eod basis, using
>> the code, below. It works wonderfully, formatting the data and dates
>> precisely as I am looking for EXCEPT often the data is late. Often,
>> the latest market day's data is not up until 10, 11 pm that night.
>>
>> Is there something I am doing wrong here? Surely, yahoo must have the
>> data by the close. is the way I am invoking calling the file, below,
>> causing this? Or is there a way to obtain it from google earlier? I;d
>> be very grateful for any help along these lines. Ralph Vince
>>
>> require(quantmod)
>> library(plan)
>> brsym <- c(
>> "AAPL",
>> "ABT",
>> ...
>> "WMT",
>> "XOM"
>> );
>> for (i in 1:length(brsym)) {
>> tryCatch({
>> j <- paste("http://table.finance.yahoo.com/table.csv?s=",brsym[[i]],sep="");
>> j <- paste(j,"&g=d&ignore=.csv",sep="");
>> print(j);
>> X <- read.csv(j, header=TRUE);
>> # Convert the "Date" column from a factor class to a Date class
>> X$Date <- as.Date(X$Date)
>> # Sort the X object by the Date column -- order(-X$Date) will sort it
>> in the other direction
>> X <- X[order(X$Date),]
>> # Format the date column as you want
>> X$Date <- format(as.Date(X$Date),"%Y%m%d");
>> X <- X[,1:6]
>> kk <- trim.whitespace(brsym[[i]]);
>> k <- paste("/home/oracle/broadbaseddata/", kk, sep="");
>> k <- trim.whitespace(k);
>> k <- paste(k,".csv", sep="");
>> write.table(X, k, append = FALSE, quote = FALSE, sep = ",",
>>             eol = "\n", na = "NA", dec = ".", row.names = FALSE,
>>             col.names = FALSE, qmethod = c("escape", "double"));
>> print(k);
>> ko <- paste(X$Date[1], "-",X$Date[length(X$Date)]);
>> print(ko);
>> }, interrupt = function(ex) {
>> cat("An interrupt was detected.\n");
>> print(ex);
>> }, error = function(ex) {
>> cat("An error was detected.\n");
>> print(ex);
>> }, finally = {
>> cat("done\n");
>> })
>> }
>>
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