Tuesday, March 10, 2020

quantmod_0.4-16 on CRAN

A new version of quantmod is on CRAN! One really cool thing about this release is that almost all the changes are contributions from the community.

Ethan Smith made more excellent contributions to getQuote() in this release. It no longer throws an error if one or more symbols are missing.  And it handles multiple symbols in a semicolon-delimted string, just like getSymbols(). For example, you can get quotes for multiple symbols by calling getQuote("SPY;AAPL").

@jrburl made a great enhancement to getOptionChain(). Now, instead of throwing an error, it sets volume and open interest to NA if those columns are missing from the Yahoo Finance data. They also submitted a pull request to handle cases where Bid and/or Ask data are missing too. Unfortunately, that pull request came after I had already pushed to CRAN.

Unfortunately, Yahoo! Finance continues to make changes to how they return data. Thankfully, quantmod users are diligent and catch these changes. @helgasoft noticed the split ratio delimiter changed from "/" to ":". So, for example, a 2-for-1 split was 1/2 but is now "2:1".

@helgasoft also noticed that Alpha Vantage discontinued their "batch quote" functionality, which broke getQuote(). Thankfully, they provided a patch that used the single-quote request, so getQuote() works with Alpha Vantage again!

@matiasandina noticed that I had incorrectly labelled the dividend pay date as the ex-dividend date in the data getQuote() returned from Yahoo Finance. Whoops!

See the news file for the other bug fixes. Thanks for using quantmod!