Quantitative Financial Modelling Framework
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
Add intraday endpoint to getSymbols.yahoo()
. Thanks to @kapsner for the report and patch! Also allow suppressing the warning if more than 7 days of data are requested (@eddelbuettel). #351 #381 #399
Add warning if getSymbols()
is called with tickers that are reserved words because accessing them requires back-quotes (e.g. NA
). #401
Fix allReturns()
when 'subset' is specified. Thanks to @Panagis1980 for the report! #402
getSymbols.oanda()
URL. Thanks to @macray76 for the report. #387
Fix S3 method issues. R-devel (83995-ish) added a check for possible S3
method issues. Register methods it found that were not registered:
str.replot()
, seriesHi.timeSeries()
, and seriesLo.timeSeries()
.
It was also confused by range.bars()
and unique.formula.names()
. Remove
unique.formula.names()
because it wasn't exported or used internally.
Rename range.bars()
to rangeBars()
, which isn't exported.
Thanks to Kurt Hornik for the report! #375
Remove "^" prefix from getSymbols()
return value. When the 'Symbols'
argument has a "^" prefix and auto.assign = TRUE
:
* getSymbols()
removes the "^" from the object it creates, but
* returns the 'Symbols' argument unchanged, and
* removes the "^" from the column names of the object it creates.
The example below will create an object named IXIC
but the value of
sym
will be "^IXIC".
sym <- getSymbols("^IXIC")
That means x <- get(sym)
will not work because an object named ^IXIC
doesn't exist. #371
Add 'from' and 'to' arguments to getSymbols.FRED()
. Users expect to be
able to set the 'from' and 'to' arguments for FRED data like they can for
Yahoo data. Those values were ignored and the entire series was always
returned. #368
Change interval to 1d for getDividends()
and getSplits()
. The "3mo"
setting caused some dividends to be missing for companies that issued monthly
dividends. Note that the response to this request also includes all the OHLCV
data. But it's small (less than 1MB for 60+ years of daily data). #372
Handle errors in getSplits()
and getDividends()
. getDividends()
didn't
handle cases where the download failed, or when dividends needed to be
split-adjusted but there were no splits. It also tried to set colnames
on the empty xts object that's returned when there are no dividends.
getSplits()
had the same colnames issue. Check for no splits by testing
for NULL
because that's more explicit. Thanks to Chris Cheung for the
report! #366
Export HL()
, is.HL()
, and has.HL()
functions and add documentation.
These were added in 0.4.18 but not exported or included in the documentation.
Use Yahoo Finance v8 JSON endpoint and remove the v7 CSV endpoint. There seems to be a rate limit for the number of tickers you can request via the CSV endpoint. The yfinance python library uses the JSON endpoint and doesn't seem to have rate limit issues. #360, #362, #364
Remove check for Yahoo Finance cookies because the site no longer responds with a cookie, and that caused the connection attempt to fail. This affected getSymbols()
, getDividends()
, and getSplits()
. Thanks to several users for reporting, and especially to @pverspeelt and @alihru for investigating potential fixes! #358
Update getSymbols.yahooj()
for changes to the web page. #312
Add HL()
and supporting functions. These are analogues to HLC()
, OHLC()
, etc.Thanks for Karl Gauvin for the nudge to implement them.
Add adjusted close to getSymbols.tiingo()
output. Thanks to Ethan Smith for the suggestion and patch! #289, #345
Use a Date index for getSymbols.tiingo()
daily data. Thanks to Ethan Smith for the report! #350
Remove unneeded arguments to the getSymbols.tiingo()
implementation. Thanks to Ethan Smith for the suggestion and patch! #343, #343
Load dividends and splits data into the correct environment when the user provides a value for the env
argument. The previous behavior always loaded the data into the environment the function was called from. Thanks to Stewart Wright for the report and patch! #33
Make getOptionChain()
return all the fields that Yahoo Finance provides. Thanks to Adam Childers (@rhizomatican) for the patch! #318, #336
Add orats as a source for getOptionChain()
. Thanks to Steve Bronder (@SteveBronder) for the suggestion and implementation! #325
Improve the error message when getSymbols()
cannot import data for a symbol because the symbol is not valid or does not have historical data. Thanks to Peter Carl for the report. #333
Fix the getMetals()
example in the documentation. The example section previously had an example of getFX()
. Thanks to Gerhard Nachtmann (@nachti) for the report and patch! #330
Fix getQuote()
so it returns data when the ticker symbol contains an "&". Thanks to @pankaj3009 for the report! #324
Fix addMACD()
when col
is specified. Thanks to @nvalueanalytics for the report! #321
Fix issues handling https://github.com/joshuaulrich/quantmod/issues/310981 and @tchevri for the reports and @ethanbsmith for the suggestion to move from XML to xml2. #310 #312
Fix getSymbols.yahoo()
, getDividends()
, and getSplits()
so they all handle download errors and retry again. Thanks for @helgasoft for the report on getSymbols.yahoo()
and @msfsalla for the report on getDividends()
and getSplits()
. #307 #314
Add implied volatility and last trade date to getOptionChain()
output. Thanks to @hd2581 and @romanlelek for the reports. And thanks to @rjvelasquezm for noticing the error when lastTradeDate
is NULL
. #224 #304
Fix getOptionChain()
to throw a warning and return NULL
for every expiry that doesn't have data. #299
Add "Defaults" handling to getQuote()
and getQuote.yahoo()
. Thanks to @ethanbsmith for the report. #291
Add Bid and Ask fields to the output from getQuote()
. Thanks to @jrburl for the report and PR. #302
Fix "Defaults" to handle unexported function (e.g. getQuote.av()
. Thanks to @helgasoft for the report. #316
importDefaults()
doesn't call get()
on vector with length > 1. Thanks to Kurt Hornik for the report. #319
chartTheme()
now works when quantmod is not attached. Thanks to Kurt Hornik for the report.getSymbols()
and getQuote()
. This avoids any disk contention, and makes the implementation pattern more consistent with other functions that import data. Thanks to Ethan Smith suggestion and PR. #280 #281
getQuote()
robust to symbols without data, so it does not error if one or more symbols are not found. Also return quotes in the same order as the 'Symbols' argument. Thanks to Ethan Smith feature request and PR. #279 #282 #288
getQuote()
function. This makes getQuote()
consistent with getSymbols()
. Thanks to Ethan Smith suggestion and PR. #284 #285
getQuote()
returned the dividend pay date labeled as the ex-dividend date. Thanks to @matiasandina for the report. #287
getQuote.alphavantage()
and getQuote.tiingo()
no longer contain the API key when symbols can't be found. #286
getQuote.alphavantage()
by replacing the defunct batch quote request with a loop over the single quote request. Thanks to @helgasoft for the report and patch. #296
getOptionChain()
to handle empty volume or open interest Thank to @jrburl for the report and PR. #299