Problem with Yahoo Finance historical data using R quantmod

Discussion in 'Data Sets and Feeds' started by ajensen, Oct 29, 2019.

  1. d08

    d08

    Not an user of R or quantmod but typically the batch getters only get the last day, a big problem if you want dividend and split adjusted data.

    Also, it depends on the connection. My data query (not Yahoo) for about 5000 symbols per day can take 2 hours from Asia (a decent connection) or 5 minutes from a nearby VPS in New York.
     
    #11     Oct 30, 2019
  2. ajensen

    ajensen

    This morning my R script ran at its usual speed. I hope the problems yesterday morning were one-off. Thanks to everyone for their suggestions. To answer the question above:

    for #symbols = 493
    Time elapsed(s) (total,per_symbol): 825.32 1.674077

    Daily data is retrieved for each symbol from 1990 on, although the average starting year for the symbols may be about 2000.
     
    #12     Oct 30, 2019