Thank you Josh. I did not know about quantmod 0.4-9. ________________________________________ From: Joshua Ulrich <josh.m.ulr...@gmail.com> Sent: Tuesday, June 27, 2017 5:00 PM To: Alec Schmidt Cc: r-sig-finance Subject: Re: [R-SIG-Finance] Yahoo Finance API change
What versions are you referring to as "old"? This was fixed in quantmod 0.4-9 and tseries 0.10-41. Or are you referring to this issue? https://github.com/joshuaulrich/quantmod/issues/174 On Tue, Jun 27, 2017 at 3:01 PM, Alec Schmidt <aschm...@stevens.edu> wrote: > It is possible now to download long time series of prices from Yahoo > manually. However, the 'old' APIs for quantmod and tseries do not work. Is > there chance new APIs will be implemented? > Alec > ________________________________________ > From: R-SIG-Finance <r-sig-finance-boun...@r-project.org> on behalf of Joshua > Ulrich <josh.m.ulr...@gmail.com> > Sent: Wednesday, May 17, 2017 5:45 PM > To: r-sig-finance > Subject: Re: [R-SIG-Finance] Yahoo Finance API change > > Some notes from tinkering with a potential fix: > > - You need an established session with cookies to download data > - The URL requires a 'crumb' > - The columns of the CSV are in OHLCAV order (vs OHLCVA) > - The OHL columns are already split-adjusted; the Close columns is not > - Observations for some dates may be "null" in the CSV > - The format of the CSV for split data changed > > The the commit messages and diffs for details: > https://github.com/joshuaulrich/quantmod/compare/157_yahoo_502 > > On Tue, May 16, 2017 at 8:11 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> > wrote: >> Hi all, >> >> Just wanted to let the list know that Yahoo Finance changed their API >> and most download functions will no longer work. It looks like >> getting it working will require creating and tracking a session with >> the Yahoo Finance servers. >> >> If you're interested in quantmod::getSymbols.yahoo, you can track >> progress on the fix on the GitHub issue I created: >> https://github.com/joshuaulrich/quantmod/issues/157 >> >> Best, >> Josh >> >> >> -- >> Joshua Ulrich | about.me/joshuaulrich >> FOSS Trading | www.fosstrading.com >> R/Finance 2017 | www.rinfinance.com > > > > -- > Joshua Ulrich | about.me/joshuaulrich > FOSS Trading | www.fosstrading.com > R/Finance 2017 | www.rinfinance.com > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
