From bates at stat.wisc.edu  Sun Apr 25 00:50:33 2004
From: bates at stat.wisc.edu (Douglas Bates)
Date: Sun Apr 25 00:50:37 2004
Subject: [Rd] Yahoo bug in tseries::get.hist.quote and its::priceIts
In-Reply-To: <20040424223253.GA6659@sonny.eddelbuettel.com>
References: <20040424223253.GA6659@sonny.eddelbuettel.com>
Message-ID: <6r7jw5at3a.fsf@bates4.stat.wisc.edu>

Dirk Eddelbuettel <edd@debian.org> writes:

> Both get.hist.quote, and its derivative priceIts, rely on download.file() to
> fetch financial data series from Yahoo! in .csv format. They allow for nice
> interactive demonstrations of what one can do with R.
> 
> Unfortunately, both are currently broken as Yahoo! decided to add a somewhat
> useless html comment at the end of the csv 'stream', breaking the regular
> format of n rows with k columns.  Here is an example for the S&P500 index
> since the beginning of the month (to keep it compact):
> 
> Date,Open,High,Low,Close,Volume,Adj. Close*
> 23-Apr-04,1140.81,1141.75,1134.89,1140.60,1820460032,1140.60
> 22-Apr-04,1122.01,1142.53,1121.98,1139.93,2147280000,1139.93
> 21-Apr-04,1119.24,1125.66,1116.07,1124.09,1995879936,1124.09
> 20-Apr-04,1137.60,1139.27,1118.09,1118.15,1806850048,1118.15
> 19-Apr-04,1132.81,1136.17,1129.87,1135.82,1374380032,1135.82
> 16-Apr-04,1133.86,1136.75,1126.92,1134.61,1723180032,1134.61
> 15-Apr-04,1130.45,1133.72,1120.85,1128.84,1895289984,1128.84
> 14-Apr-04,1122.44,1132.47,1122.33,1128.17,1682800000,1128.17
> 13-Apr-04,1145.20,1147.73,1127.72,1129.44,1616720000,1129.44
> 12-Apr-04,1141.98,1147.24,1139.32,1145.20,1194080000,1145.20
> 9-Apr-04,1149.73,1139.32,1139.32,1139.32,0,1139.32
> 8-Apr-04,1140.53,1148.91,1134.54,1139.32,1435520000,1139.32
> 7-Apr-04,1146.25,1148.16,1138.48,1140.53,1658200064,1140.53
> 6-Apr-04,1144.26,1150.57,1143.35,1148.16,1551449984,1148.16
> 5-Apr-04,1141.81,1150.57,1141.63,1150.57,1614749952,1150.57
> 2-Apr-04,1144.15,1144.73,1132.17,1141.81,2134489984,1141.81
> 1-Apr-04,1128.14,1135.53,1126.21,1132.17,1765560064,1132.17
> <!-- chart2.finance.scd.yahoo.com uncompressed Sat Apr 24 15:27:40 PDT 2004 -->
> 
> Is there an _elegant and portable_ way of reading this with the last line?

If you do not expect to encounter the "<" character in your data you
could try adding comment.char = "<" to your call to read.csv.


[Rd] Yahoo bug in tseries::get.hist.quote and its::priceIts
Douglas Bates