Monday, March 25, 2019

quantmod_0.4-14 on CRAN

I just pushed a new release of quantmod to CRAN! I'm most excited about the update to getSymbols() so it doesn't throw an error and stop processing if there's a problem with one ticker symbol. Now getSymbols() will import all the data it can, and provide an informative error message for any ticker symbols it could not import.

Another cool feature is that getQuote() can now import quotes from Tiingo. But don't thank me; thank Ethan Smith for the feature request [#247] and pull request [#250].

There are also several bug fixes in this release.  The most noticeable are fixes to getDividends()  and getSplits()Yahoo! Finance continues to have stability issues. Now it returns raw dividends instead of split-adjusted dividends (thanks to Douglas Barnard for the report [#253]), and the actual split adjustment ratio instead of the inverse (e.g. now 1/2 instead of 2/1).  I suggest using a different data provider. See my post: Yahoo! Finance Alternatives for some suggestions.

See the news file for the other bug fixes. Please let me know what you think about these changes.  I need your feedback and input to make quantmod even better!

1 comment:

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