[R] Constant (= wrong) historical quotes via get.hist.quote() from yahoo.finance

[Marius Hofert]

Dear Achim,

Thanks a lot for your quick help. Indeed, I did not realize that the "Download to
Spreadsheet" gives the wrong result, so it's really a Yahoo! Finance issue (too
bad, an R issue would have been easier to fix :-) ).

Thanks again,

Marius


Achim Zeileis <Achim.Zeileis at uibk.ac.at> writes:

> On Fri, 23 Nov 2012, Marius Hofert wrote:
>
>> Dear expeRts,
>>
>> I would like to download a time series of historical data from the ticker with
>> symbol "ROG.VX". Interestingly, I obtain constant values (138.3 for each day
>> in the chosen period) although the yahoo.finance website tells me that the
>> time series is not at all constant. What's wrong?
>
> Yahoo! Finance.
>
>> require(tseries)
>> hq <- get.hist.quote(instrument="ROG.VX", start="2011-09-09", end="2012-03-28",
>>                     quote="Close", provider="yahoo", drop=TRUE)
>> plot(hq) # => constant
>> stopifnot(hq==138.3) # => constant 138.3
>> ## However, under http://finance.yahoo.com/q/hp?s=ROG.VX&a=08&b=09&c=2011&d=02&e=28&f=2012&g=d&z=66&y=132
>> ## the historical prices are not all equal to 138.3
>
> It's true that that web page displays the prices correctly. However, if you
> click on "Download to Spreadsheet" you also get the constant 138.3 prices. And
> the spreadsheet functionality is what get.hist.quote() and other R interface to
> Yahoo! Finance use.
>
> Hence, you either have to process the HTML table or have to hope that Yahoo!
> Finance fixes the problem. Not sure whether they have functionality to report
> such problems...
>
> Best,
> Z
>
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