Yahoo Finance API change
Some notes from tinkering with a potential fix: - You need an established session with cookies to download data - The URL requires a 'crumb' - The columns of the CSV are in OHLCAV order (vs OHLCVA) - The OHL columns are already split-adjusted; the Close columns is not - Observations for some dates may be "null" in the CSV - The format of the CSV for split data changed The the commit messages and diffs for details: https://github.com/joshuaulrich/quantmod/compare/157_yahoo_502
On Tue, May 16, 2017 at 8:11 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
Hi all, Just wanted to let the list know that Yahoo Finance changed their API and most download functions will no longer work. It looks like getting it working will require creating and tracking a session with the Yahoo Finance servers. If you're interested in quantmod::getSymbols.yahoo, you can track progress on the fix on the GitHub issue I created: https://github.com/joshuaulrich/quantmod/issues/157 Best, Josh -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com
Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com