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yahoo data request policy - quantstrat/quantmod
2 messages · Ben quant, Jeff Ryan
The code itself (getSymbols) uses a 1s between request convention. If you pass a request of less than 5 symbols at a time the request has no delay. I general, 1s between requests seems like a reasonable number, but entirely arbitrary. You can of course modify the internals if you want, but it isn't just a parameter to somewhat force quantmod users to be friendly toward the free providers. Best, Jeff Jeffrey Ryan | Founder | jeffrey.ryan at lemnica.com www.lemnica.com
On Feb 20, 2012, at 12:25 PM, Ben quant <ccquant at gmail.com> wrote:
Re-posting as a (new) member this time... Hello, For testing I am requesting data via the quantstrat/quantmod package using getSymbols() via the default settings. It uses Yahoo Finance as the data provider by default. I assume that the data is sourced directly from Yahoo each request (because of this sentence from ?getSymbols: "The ?sourcing? of data is managed internally through a complex lookup procedure."). What is yahoo's data request frequency policy? How often and how much data can I request from Yahoo (and/or other available sources) without hearing from the Yahoo data team? I'm use to using our internal sources so I am not very familiar with external sources. PS - I have an email out to Yahoo support already, but would like to get the "in practice" feedback from the community. Regards, Ben [[alternative HTML version deleted]]
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