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.zeil...@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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