[R-SIG-Finance] Yahoo Finance API change

[Joshua Ulrich]

Some notes from tinkering with a potential fix:

- You need an established session with cookies to download data
- The URL requires a 'crumb'
- The columns of the CSV are in OHLCAV order (vs OHLCVA)
- The OHL columns are already split-adjusted; the Close columns is not
- Observations for some dates may be "null" in the CSV
- The format of the CSV for split data changed

The the commit messages and diffs for details:
https://github.com/joshuaulrich/quantmod/compare/157_yahoo_502

On Tue, May 16, 2017 at 8:11 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> Hi all,
>
> Just wanted to let the list know that Yahoo Finance changed their API
> and most download functions will no longer work.  It looks like
> getting it working will require creating and tracking a session with
> the Yahoo Finance servers.
>
> If you're interested in quantmod::getSymbols.yahoo, you can track
> progress on the fix on the GitHub issue I created:
> https://github.com/joshuaulrich/quantmod/issues/157
>
> Best,
> Josh
>
>
> --
> Joshua Ulrich  |  about.me/joshuaulrich
> FOSS Trading  |  www.fosstrading.com
> R/Finance 2017 | www.rinfinance.com



-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2017 | www.rinfinance.com