[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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Type 'license()' or 'licence()' for distribution details.

  Natural language support but running in an English locale

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Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

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> 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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