I am not able to get OHLCV data from yahoo for current day using Quantmod getSymbols() call. The data exists on yahoo and can also see today's OHLCV data in my charting platform. As workaround I got today's EOD quote from yahoo using getQuote(..) call. But when I tried to append this to the downloaded symbol data via rbind, the data object gets populated with NULLs.
I appreciate any suggestions on either how to append the today's quote to the downloaded historic symbol data or any R API's I can call after market hours to get symbol EOD (OHLCV data) including for today. Thanks.
library(quantmod)
library(blotter)
library(PerformanceAnalytics)
getSymbols("SPY")
spy.quote = getQuote("SPY", what = yahooQuote.EOD)
> tail(SPY, n=3)
SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
2012-10-25 142.02 142.28 140.57 141.43 134457400 141.43
2012-10-26 141.30 141.84 140.39 141.35 146023500 141.35
2012-10-31 141.85 142.03 140.68 141.35 103341300 141.35
> spy.quote
Trade Time Open High Low Close Volume
SPY 2012-11-01 04:00:00 141.65 143.01 141.52 142.83 100990760
> SPY = rbind(SPY, spy.quote)
> tail(SPY, n=3)
SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
NULL NULL NULL NULL NULL NULL
NULL NULL NULL NULL NULL NULL
spy.quote NULL NULL NULL NULL NULL NULL
You need to convert the quote data from a data.frame to an xts object and add a column for Adjusted price. Then you can rbind.
getSymbols("SPY", src='yahoo', to='2012-10-31')
spy.quote = getQuote("SPY", what = yahooQuote.EOD)
# convert to xts
xts.quote <- xts(spy.quote[, -1], as.Date(spy.quote[, 1])) # use Date for indexClass
xts.quote$Adjusted <- xts.quote[, 'Close'] # add an Adjusted column
tail(rbind(SPY, xts.quote), 3)
SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
2012-10-26 141.30 141.84 140.39 141.35 146023500 141.35
2012-10-31 141.85 142.03 140.68 141.35 103341300 141.35
2012-11-01 141.65 143.01 141.52 142.83 100995568 142.83