Prof Brian Ripley <ripley <at> stats.ox.ac.uk> writes:
> chart.yahoo.com is notoriously fickle (as we have seen from the tseries 

Maybe we should update the base URL. I maintain CPAN's Finance::YahooQuote
(and am author of two apps, also on CPAN, which use it fairly heavily) and 
this has been nothing but rock solid in the six years that I've been scraping 
data from Yahoo, often at a once-a-minute frequency (for the smtm quote display
tool). Of note is that Finance::YahooQuote uses a different machine:

   $QURLbase = "http://quote.yahoo.com/d?f=";;

but both chart.yahoo.com and quote.yahoo.com appear to be on the same subnet.
Not sure I'll have time to patch tseries, but it is something we may need to
keep in mind.

Hth, Dirk

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