[R-SIG-Finance] Downloading historical prices

[Jeff Ryan]

I might be on a lagged version in the session I just was running, but I
don't see an issue either.

> getSymbols("SPY")

[1] "SPY"

> head(SPY)

           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted

2007-01-03   142.25   142.86  140.57    141.37   94807600     100.9006

2007-01-04   141.23   142.05  140.61    141.67   69620600     101.1147

2007-01-05   141.33   141.40  140.38    140.54   76645300     100.3082

2007-01-08   140.82   141.41  140.25    141.19   71655000     100.7721

2007-01-09   141.31   141.60  140.40    141.07   75680100     100.6865

2007-01-10   140.58   141.57  140.30    141.54   72428000     101.0219

> packageVersion("quantmod")

[1] ‘0.4.25’

> Sys.time()

[1] "2024-11-22 11:15:48 CST"

>

On Fri, Nov 22, 2024 at 11:13 AM Anatoly Schmidt <as8098 using nyu.edu> wrote:

> I had to delete the screenshot as my message below violates the size
> constraint imposed by r-sig-finance. It can be seen on the yahoo finance
> website.
>
> On Fri, Nov 22, 2024 at 12:07 PM Anatoly Schmidt <as8098 using nyu.edu> wrote:
>
> > Thank you Dirk,
> > I concluded that yahoo requires premium service after seeing the lock on
> > the download  link. Here is a screenshot. When I click on the lock, yahoo
> > invites me to subscribe a premium service:
> >
> >
> > When I run your example
> > X <- getSymbols("SPY", from="2024-11-01"),
> > I have the following output:
> >
> > Warning: SPY download failed; trying again.Error in
> getSymbols.yahoo(Symbols = "SPY", env = <environment>, verbose = FALSE,  :
> >   Unable to import “SPY”.
> > SPY download failed after two attempts. Error message:
> >
> > HTTP error 401.
> >
> > The same 401 comes out when I run my (more complicated) script.
> >
> > Thanks again, Alec
> >
> >
> > On Fri, Nov 22, 2024 at 11:53 AM Dirk Eddelbuettel <edd using debian.org>
> wrote:
> >
> >>
> >> On 22 November 2024 at 11:41, Anatoly Schmidt wrote:
> >> | I (and my students) used to download historical prices from yahoo
> >> finance
> >> | with the Quantmod function getSymbols(). It seems that it now requires
> >> | yahoo premium service. Is there a way around? If not, are there other
> >> free
> >> | sources for downloading prices?
> >>
> >> Can you show an actual request that fails?  I have multiple recurrent
> jobs
> >> using Yahoo!, and I do not have any premium service.
> >>
> >> Current R and quantmod on Ubuntu demo:
> >>
> >>   > suppressMessages(library(quantmod))
> >>   > X <- getSymbols("SPY", from="2024-11-01")   # yahoo by default
> >>   > X
> >>              SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
> >>   2024-11-01   571.32   575.55  570.62    571.04   45667500       571.04
> >>   2024-11-04   571.18   572.50  567.89    569.81   38217000       569.81
> >>   2024-11-05   570.74   576.74  570.52    576.70   39478300       576.70
> >>   2024-11-06   589.20   591.93  585.39    591.04   68182000       591.04
> >>   2024-11-07   593.08   596.65  593.00    595.61   47233200       595.61
> >>   2024-11-08   596.17   599.64  596.17    598.19   46444900       598.19
> >>   2024-11-11   599.81   600.17  597.00    598.76   37586800       598.76
> >>   2024-11-12   598.68   599.29  594.37    596.90   43006100       596.90
> >>   2024-11-13   597.37   599.23  594.96    597.19   47388600       597.19
> >>   2024-11-14   597.32   597.81  592.65    593.35   38904100       593.35
> >>   2024-11-15   589.72   590.20  583.86    585.75   75988800       585.75
> >>   2024-11-18   586.22   589.49  585.34    588.15   37084100       588.15
> >>   2024-11-19   584.71   591.04  584.03    590.30   49412000       590.30
> >>   2024-11-20   590.38   590.79  584.63    590.50   50032600       590.50
> >>   2024-11-21   593.40   595.12  587.45    593.67   46565100       593.67
> >>   >
> >>
> >> and I am running this fairly 'vanilla' apart from the usual behaviour
> >> setters
> >> I had for well over a decade which overcome some of the very initial
> >> design
> >> choices:
> >>
> >>     ## quantmod stuff -- see help(getSymbols)
> >>     options(getSymbols.auto.assign=FALSE,
> >>             getSymbols.warning4.0=FALSE,
> >>             getSymbols.yahoo.warning=FALSE)
> >>
> >> Hth,  Dirk
> >>
> >> --
> >> dirk.eddelbuettel.com | @eddelbuettel | edd using debian.org
> >>
> >
>
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>
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