Is get.hist.quote() still returning data with source=yahoo finance?

问题

HNY. As the question in the subject line implies, I'm getting errors trying to use the tseries package function get.hist.quote(). Can anyone shed light on my calling it incorrectly, or in a change of its signature/functionality?

I noticed these errors starting at my work yesterday. Today on my home machine, same issue. Same results for various combinations of symbol, start/end dates, and granularity (day vs month).

Here's an example:

> spy = get.hist.quote(instrument= 'SPY', 
                       start = "2000-01-01", 
                       end = "2013-10-31",
                       quote="AdjClose", 
                       provider = "yahoo", 
                       origin="1970-01-01", 
                       compression = "m",
                       retclass="zoo")

trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
download error, retrying ...
trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
download error, retrying ...
trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
download error, retrying ...
trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
download error, retrying ...
trying URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
Error in get.hist.quote(instrument = "SPY", start = "2000-01-01", end = "2013-10-31",  : 
  cannot open URL 'http://chart.yahoo.com/table.csv?s=SPY&a=0&b=01&c=2000&d=9&e=31&f=2013&g=m&q=q&y=0&z=SPY&x=.csv'
In addition: Warning messages:
1: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'
2: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'
3: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'
4: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'
5: In download.file(url, destfile, method = method, quiet = quiet) :
  InternetOpenUrl failed: 'A connection with the server could not be established'

回答1:

Copy its source code into a local function and change the base URL to http://ichart.finance.yahoo.com:

R> myghq <- tseries::get.hist.quote
R> fix(myghq)                      # doing the local edit on the fly
Waiting for Emacs...
R>

I now have a function with a corrected URL from which to query.

So here is an example requesting SPY:

R> spy <- myghq("SPY")
trying URL 'http://ichart.finance.yahoo.com/table.csv \   # manual break
?s=SPY&a=0&b=02&c=1991&d=11&e=31&f=2013&g=d&q=q&y=0&z=SPY&x=.csv'
Content type 'text/csv' length unknown
opened URL
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .
downloaded 271 Kb

time series starts 1993-01-29
R>

来源：https://stackoverflow.com/questions/20872762/is-get-hist-quote-still-returning-data-with-source-yahoo-finance

标签

quantmod

yahoo-finance