quantmod_0.4.25 on CRAN
An updated version of quantmod is now on CRAN. It includes an awesome new feature that allows you to import up to 7 days of intraday data from Yahoo Finance!
New Features
getSymbols.yahoo()
can import up to 7 days of intraday data! Thanks to @kapsner for the report and patch! (#351, #381) It will throw a warning if you try to request more than 7 days of intraday data, but you can suppress the warning (thanks to Dirk Eddelbuettel). (#399)Add warning if
getSymbols()
is called with tickers that are reserved words because accessing them requires back-quotes (e.g.NA
). (#401)
Bug Fixes
Fix
getQuote.yahoo()
for API changes. Thanks to Ethan B. Smith for the report and patch! Also add error message for users in GDPR countries, since we cannot automatically consent to GDPR and the request fails without consent. (#392, #393, #395)Fix
getQuote.yahoo()
when the user only requested metrics that do not have have a value for ‘regularMarketTime’. Set the value to NA in these cases so the output remains the same regardless of whether the endpoint returns a ‘regularMarketTime’ or not. Thanks to @mehdiMBH for the report! (#255)Add fields to
getQuote.yahoo()
that are returned when no fields are explicitly requested. Thanks to @Courvoisier13 for the report! (#335)Fix
allReturns()
when ‘subset’ is specified. Thanks to @Panagis1980 for the report! (#402)
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!