[R-SIG-Finance] Yahoo Finance API change
josh.m.ulrich at gmail.com
Tue Jun 27 23:00:23 CEST 2017
What versions are you referring to as "old"? This was fixed in
quantmod 0.4-9 and tseries 0.10-41.
Or are you referring to this issue?
On Tue, Jun 27, 2017 at 3:01 PM, Alec Schmidt <aschmid1 at stevens.edu> wrote:
> It is possible now to download long time series of prices from Yahoo manually. However, the 'old' APIs for quantmod and tseries do not work. Is there chance new APIs will be implemented?
> From: R-SIG-Finance <r-sig-finance-bounces at r-project.org> on behalf of Joshua Ulrich <josh.m.ulrich at gmail.com>
> Sent: Wednesday, May 17, 2017 5:45 PM
> To: r-sig-finance
> Subject: Re: [R-SIG-Finance] Yahoo Finance API change
> 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:
> 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:
>> 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
> R-SIG-Finance at r-project.org mailing list
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Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2017 | www.rinfinance.com
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