quantmod 0.4-8 on CRAN
I pushed a bug-fix release of quantmod to CRAN last night. The major changes were to
All three providers made breaking changes to their URLs/interfaces.
getSymbols.google() also got some love. It now honors all arguments set via setSymbolLookup() (#138), and it correctly parses the date column in non-English locales (#140).
There’s a handy new argument to getDividends(): split.adjust. It allows you to request dividends unadjusted for splits (#128). Yahoo provides split-adjusted dividends, so you previously had to manually unadjust them for splits if you wanted the original raw values. To import the raw unadjusted dividends, just call:
rawDiv <- getDividends("IBM", split.adjust = FALSE)
Note that the default is split.adjust = TRUE to maintain backward-compatibility.
I look forward to your questions and feedback! If you have a question, please ask on Stack Overflow and use the [r] and [quantmod] tags. Or you can send an email to the R-SIG-Finance mailing list (you must subscribe to post). Open an issue on GitHub if you find a bug or want to request a feature. Please read the contributing guide first! It will help save time for both of us. ;-)
If you love using my open-source work (e.g. quantmod, TTR, xts, IBrokers, microbenchmark, blotter, quantstrat, etc.), you can give back by sponsoring me on GitHub. I truly appreciate anything you’re willing and able to give!