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

[Vivek Rao]

My previous message was formatted as HTML and became garbled, so here it is as plain text, 
which I hope will work.

In the R package quantmod, using getSymbols in the evening used to get prices up to the latest 
close, 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 appended 
to 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.Adjusted 
2017-07-05   242.63   243.01  241.70    242.77   54427600       242.77 
2017-07-06   241.89   242.03  240.34    240.55   65400800       240.55 
2017-07-07   241.21   242.28  240.56    242.11   57972300       242.11 
2017-07-10   242.11   242.80  241.76    242.37   36663300       242.37 
2017-07-11   242.37   242.55  240.85    242.19   50354600       242.19 
2017-07-12   243.30   244.20  243.30    244.01   59610400       244.01 
Trade Time   Last Change % Change   Open   High    Low   Volume 
SPY 2017-07-13 04:00:00 244.42   0.41   +0.17% 244.02 244.55 243.76 39471637 

Vivek Rao 
Boston, MA
________________________________
From: Vivek Rao via R-SIG-Finance <r-sig-finance at r-project.org>
To: Rsig <r-sig-finance at r-project.org> 
Sent: Thursday, July 13, 2017 10:46 PM
Subject: [R-SIG-Finance] Change getSymbols to get most recent data


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
    [[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.