If all else fails, check out get.hist.quote from the library(tseries) package.
 
thanks,
Erin
 
 
Erin M. Hodgess, PhD
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: hodgesse@uhd.edu
 

________________________________

From: r-sig-finance-bounces@stat.math.ethz.ch on behalf of James Toll
Sent: Fri 4/10/2009 1:32 PM
To: r-sig-finance@stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] yahoo historical data quality



Andy et al.,

I have a question that's really an extension/amalgam of your question 
regarding the quality of Yahoo historical data with regard to the 
market capitalization data you were inquiring about last week 
(Specifically, I'm interested in outstanding and floated shares).  
Given that it's free data, one can't be overly critical, but have you 
found Yahoo's market cap data to be both accurate and timely?  I don't 
have a reference to compare the data to, so I'm unsure.

Thanks,

James



On Apr 10, 2009, at 10:10 AM, Andy Zhu wrote:

> Hi,
>
> Encountered problem with historical price, missing data from yahoo/
> finance. Here is an example: ticker = 'ATML', dates = 
> c('2000-08-28', '2000-08-29') (Mon and Tue). Yahoo doesn't show data 
> for these two dates so Quantmod simply doesn't pick them up with 
> Yahoo. However, when I check with Google/finance, it does show up 
> data for these 2 dates. How do you guys handle these missing data in 
> a systematical way? do you have any information of how to 
> communicate with Yahoo person?
>
> Thanks.

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