Skip to content

get.hist.quote from tseries package

3 messages · Weiwei Shi, BBands, Andrew West

Original
Weiwei Shi
# 
Dear Listers:
I am wondering if someone has ever used get.hist.quote to get data
from www. How is the quality of the data, is there any record on
splitting and etc?

I am also wondering if it is possible to get intra-day tick data somehow.

Any sharing of info will be appreciated.

Thanks,

--
Weiwei Shi, Ph.D

"Did you always know?"
"No, I did not. But I believed..."
---Matrix III
BBands
#
On 10/21/05, Weiwei Shi <helprhelp at gmail.com> wrote:
Yes.
The quality of the data is quite good, but not perfect. You get what to pay for.

The data is not split adjusted.
Not that I am aware of.

    jab
--
John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.
2 days later
Andrew West
# 
Yes, someone has used get.hist.quote. It's the same
data you get if you download data from yahoo finance,
as far as I can tell. If you use the adjusted close,
you can get split & dividend adjusted prices, eg:
,quote =c("Ad")
I haven't found problems with adjusted close pricing,
in my limited use of it to calculate long-term
Fama-French three-factor models, it seemed clean.
Check out the R-sig-finance archive and you'll see
discusions and uses of get.hist.quote.
There is no free source of intraday tick data that I
know of.
--- Weiwei Shi <helprhelp at gmail.com> wrote: