R-SIG-Finance Digest, Vol 59, Issue 10

Message: 4
Date: Fri, 10 Apr 2009 09:10:36 -0700 (PDT)
From: Andy Zhu <andyzhu35 at yahoo.com>
Subject: [R-SIG-Finance] yahoo historical data quality
To: r-sig-finance at stat.math.ethz.ch
Message-ID: <673291.11345.qm at web56207.mail.re3.yahoo.com>
Content-Type: text/plain

Hi,

Encountered problem with historical price, missing data from
yahoo/finance. Here is an example: ticker = 'ATML', dates =
c('2000-08-28', '2000-08-29') (Mon and Tue). Yahoo doesn't show data for
these two dates so Quantmod simply doesn't pick them up with Yahoo.
However, when I check with Google/finance, it does show up data for these
2 dates. How do you guys handle these missing data in a systematical way?
do you have any information of how to communicate with Yahoo person?

Thanks.