[R-SIG-Finance] Change getSymbols to get most recent data

Vivek Rao vivekrao4 at yahoo.com
Fri Jul 14 04:46:25 CEST 2017


In the R package quantmod, using getSymbols in the evening used to get prices up to the latestclose, but since Yahoo Finance changed their data service, it only gets data through yesterday.I suggest that getSymbols make a call to getQuote to see if more recent data can be appendedto the end of the data returned. The script below explains what the problem is. Yahoo Finance"knows" the OHLCV data of today, but getSymbols does not return it.
At 10:30 PM EST 2017-07-13 the output of
options(warn=-1)suppressMessages(library("quantmod"))options("getSymbols.yahoo.warning"=FALSE)options("getSymbols.warning4.0"=FALSE)sym <- "SPY"xx <- getSymbols(sym,auto.assign=FALSE,from="1990-01-01")print(tail(xx))last <- getQuote(sym)print(last)
is
           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted2017-07-05   242.63   243.01  241.70    242.77   54427600       242.772017-07-06   241.89   242.03  240.34    240.55   65400800       240.552017-07-07   241.21   242.28  240.56    242.11   57972300       242.112017-07-10   242.11   242.80  241.76    242.37   36663300       242.372017-07-11   242.37   242.55  240.85    242.19   50354600       242.192017-07-12   243.30   244.20  243.30    244.01   59610400       244.01             Trade Time   Last Change % Change   Open   High    Low   VolumeSPY 2017-07-13 04:00:00 244.42   0.41   +0.17% 244.02 244.55 243.76 39471637
Vivek RaoBoston, MA
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