[R-SIG-Finance] Split-adjusted yahoo data
Dirk Eddelbuettel
edd at debian.org
Sat Mar 15 04:32:56 CET 2014
Ralph,
On 14 March 2014 at 23:21, R Vince wrote:
| I know this has been asked many times before, but for the life of me I
| cannot find the answer in my notes. How do I get the column for
| split-adjusted data from yahoo finance? The script I use to download the
| data is:
Maybe use a different script?
R> library(quantmod)
Loading required package: Defaults
Loading required package: xts
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: TTR
Version 0.4-0 included new data defaults. See ?getSymbols.
R> IBM <- getSymbols("IBM", auto.assign=FALSE)
R> head(IBM)
IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.Adjusted
2007-01-03 97.18 98.40 96.26 97.27 9196800 85.57
2007-01-04 97.25 98.79 96.88 98.31 10524500 86.48
2007-01-05 97.60 97.95 96.91 97.42 7221300 85.70
2007-01-08 98.50 99.50 98.35 98.90 10340000 87.00
2007-01-09 99.08 100.33 99.07 100.07 11108200 88.03
2007-01-10 98.50 99.05 97.93 98.89 8744800 86.99
R> tail(IBM)
IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.Adjusted
2014-03-07 188.35 188.92 187.18 187.68 4117800 187.68
2014-03-10 187.55 188.37 185.85 186.39 4591200 186.39
2014-03-11 187.41 188.45 186.04 186.76 4229500 186.76
2014-03-12 186.01 187.45 185.89 186.22 4833000 186.22
2014-03-13 186.41 187.00 183.71 183.90 4912600 183.90
2014-03-14 183.89 184.29 182.21 182.21 5479700 182.21
R>
Dirk
--
Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com
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