[R-SIG-Finance] Weird behavior of getSymbols for symbol PLL and PL
Andreas Voellenklee
wotuzu17 at gmail.com
Sun Mar 15 15:11:22 CET 2015
Hi,
I am getting strange results when using getSymbols for the symbols "PLL"
and "PL". The prices are all over the place. See the output below. Can
anybody reproduce this?
Thanks,
Andreas
voellenk at nucd:~$ R --vanilla
R version 3.1.3 (2015-03-09) -- "Smooth Sidewalk"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
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You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
Natural language support but running in an English locale
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit 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.
> getSymbols("PLL")
As of 0.4-0, ‘getSymbols’ uses env=parent.frame() and
auto.assign=TRUE by default.
This behavior will be phased out in 0.5-0 when the call will
default to use auto.assign=FALSE. getOption("getSymbols.env") and
getOptions("getSymbols.auto.assign") are now checked for alternate defaults
This message is shown once per session and may be disabled by setting
options("getSymbols.warning4.0"=FALSE). See ?getSymbol for more details
[1] "PLL"
> head(PLL)
PLL.Open PLL.High PLL.Low PLL.Close PLL.Volume PLL.Adjusted
2007-01-02 63.90 65.81 63.90 63.90 0 28.21
2007-01-03 35.08 35.19 34.53 34.89 652000 15.40
2007-01-04 34.69 34.74 34.32 34.69 504800 15.32
2007-01-05 34.00 34.25 33.61 33.75 1135000 14.90
2007-01-08 33.72 33.74 33.23 33.71 578800 14.88
2007-01-09 33.90 34.27 33.67 34.21 743400 15.10
> tail(PLL)
PLL.Open PLL.High PLL.Low PLL.Close PLL.Volume PLL.Adjusted
2015-03-06 1446.86 1446.86 1446.86 1446.86 0 1446.86
2015-03-09 1446.86 1446.86 1446.86 1446.86 0 1446.86
2015-03-10 1446.86 1446.86 1446.86 1446.86 0 1446.86
2015-03-11 1446.86 1446.86 1446.86 1446.86 0 1446.86
2015-03-12 1446.86 1446.86 1446.86 1446.86 0 1446.86
2015-03-13 1446.86 1446.86 1446.86 1446.86 0 1446.86
> getSymbols(PL)
Error in force(Symbols) : object 'PL' not found
> getSymbols("PL")
[1] "PL"
> chartSeries(PL)
> head(PL)
PL.Open PL.High PL.Low PL.Close PL.Volume PL.Adjusted
2007-01-01 2.82 2.82 2.82 2.82 0 2.11
2007-01-02 2.82 2.82 2.82 2.82 0 2.11
2007-01-03 47.79 48.56 47.50 47.95 379100 35.86
2007-01-04 47.93 48.30 47.82 48.00 356300 35.90
2007-01-05 48.25 50.45 48.25 50.35 1092100 37.66
2007-01-08 50.17 50.45 49.62 49.76 647400 37.22
> tail(PL)
PL.Open PL.High PL.Low PL.Close PL.Volume PL.Adjusted
2015-02-23 4.70 4.70 4.34 4.34 7398600 4.34
2015-02-24 4.44 4.44 4.34 4.34 2495400 4.34
2015-02-25 4.34 4.38 4.28 4.30 1065100 4.30
2015-02-26 4.28 4.30 4.26 4.28 618500 4.28
2015-02-27 4.28 4.32 4.26 4.28 868300 4.28
2015-03-02 4.28 4.38 4.28 4.38 536200 4.38
> sessionInfo()
R version 3.1.3 (2015-03-09)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 14.04.2 LTS
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=de_DE.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=de_DE.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=de_DE.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=de_DE.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] quantmod_0.4-1 TTR_0.22-0.1 xts_0.9-7 zoo_1.7-11
Defaults_1.1-1
loaded via a namespace (and not attached):
[1] grid_3.1.3 lattice_0.20-30
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