[R-SIG-Finance] Google data download with getSymbols - is there a limit/quota ?

[Joshua Ulrich]

On Sat, Mar 23, 2013 at 11:18 AM, me <me at censix.com> wrote:
>
> Use google finance data to make investment
> decisions ? Who whould do such a thing ? not me :)
>
>> getSymbols has for years included a pause between requests for
>> multiple symbols
>
> Ah, interesting, but I am not seeing such a pause anywhere in the
> getSymbols.google() source (quantmod version 0.4-0 from CRAN)
>
Brian's thinking of getSymbols.yahoo.  It has a 1-second pause every 5 symbols.

>
> Anyway, thanks for the suggestions. I have found that it works well if
> I have a pause of 15 minutes between each batch of 500 symbols. Could
> probably investigate if it can be pushed even lower, but 15 mins is
> fine for me.
>
> Bon weekend!
>
>

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com

R/Finance 2013: Applied Finance with R  | www.RinFinance.com


> On Sat, 23 Mar 2013 09:35:17 -0500
> "Brian G. Peterson" <brian at braverock.com> wrote:
>
>> On 03/23/2013 04:14 AM, me wrote:
>> >
>> > I am trying to use getSymbols(...,src='google') from the quantmod
>> > package for downloading google finance data for about 1600 symbols,
>> > once a week. Some of that will be used in several quantstrat
>> > strategies.
>> >
>> > I am seeing that after having gotten about 500 symbols, trying to
>> > download more will produce http errors.  If I re-try those symbols
>> > the next day, then the quota seems to have been reset and I can
>> > download around 500 symbols again.
>> >
>> > Question: Is anyone else experiencing this ?  Would anyone know
>> > what is the minimum time I have to wait before I can download the
>> > next batch of 500 symbols (I hope it's somewhere around several
>> > minutes or several hours, but not more than that) ?
>>
>> getSymbols has for years included a pause between requests for
>> multiple symbols, to try to limit the impact you have on their
>> infrastructure, and avoid some throttling.
>>
>> I suspect that if you space out your requests, you'll naturally hit
>> different servers, and probably be fine, but I can't speak from
>> personal experience.
>>
>> Obviously, if you intend to use this data for investment decisions,
>> you're likely violating the Google or Yahoo terms of use anyway, and
>> you'd likely be better off getting the data from a broker source such
>> as InteractiveBrokers.
>>
>> Regards,
>>
>>   - Brian
>>
>
>
>
> ------------------------------------------------------------------
> Soren Wilkening
>
> http://censix.com
>
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