Comments on: Downloading a Batch of Returns Using Yahoo! Finance

By: Lyle

Lyle — Fri, 25 Dec 2015 07:13:30 +0000

In reply to calcinv. would you mind emailing me the modified url as well?

By: More Info

More Info — Wed, 29 Jan 2014 06:46:49 +0000

This site was… how do you say it? Relevant!! Finally I’ve found something
that helped me. Thanks a lot!

By: calcinv

calcinv — Thu, 02 Jan 2014 17:32:18 +0000

In reply to Brian.

I just tried it, and I’m having the same problem that you are having.

The tseries source code is available on this page: http://cran.r-project.org/web/packages/tseries/index.html

In the zip file listed next to “package source” you will find a file “finance.R” which includes the get.hist.quote function. I modified the URL and saved the function to a new file. The new version seems to work, though I haven’t test carefully. I’ll email it to you.

By: Brian

Brian — Wed, 01 Jan 2014 22:30:24 +0000

I really like your code. But I am having a problem running the “get.hist.quote” command on my computer. It hangs trying to get to this URL:

“trying URL ‘http://chart.yahoo.com/table.csv?s=SPY&a=11&b=25&c=2005&d=11&e=31&f=2013&g=d&q=q&y=0&z=SPY&x=.csv'”

And when I try putting this URL in my browser, I get a 404 error. Seems that my install of R / tseries is referencing an old link. I have a fresh install of R and have tried it on two separate computers.

I have used/developed a work around that uses the right yahoo link:

gethistory = function(symbol){
data = read.csv(paste(‘http://chart.finance.yahoo.com/table.csv?s=’,symbol,sep=”))
data$Date = as.Date(data$Date)
data
}

But this is much less efficient than using tseries and the “get.hist.quote” command. Have you encountered this before? Any ideas as to what may be wrong with “get.hist.quote”?