yahoo historical data quality

James:

MarketCap is spot data from public domain; no way to have historicals
compared to the price series. However, comparison between google and yahoo
for ATML is the same result for market cap. Actually it is hard to tell
the quality regarding market cap, even some commercial data sources
oftentime don't agree with each other, and sometimes the difference is non
trivial. So I just live with it. A bit improvement could be that if you
have access to different sources regarding MarketCap, take average or
median on market cap (based on either outstanding or floating, but don't
mix).

Another look on the historical data quality is from trading volumn. One
can see the differences between yahoo and google. 

The further extension on MarketCap is the spinoff. We have no way directly
from the available public domains to capture spinoff (opposed to
dividend/split). although spinoff is a rare corp event, yet it has far
major impact on stock metrics including MarketCap.

Erin:

Thanks for answering my email. The problem I identified in my post is
independent of which R package one uses. If underlying data source is from
Yahoo/Finance, one will inherit the quality problem because its root lies
in yahoo/Finance, not in R packages/functions. The missing data example I
gave below is obvious no matter which package you run, unless Yahoo fixes
it or one goes to a quality (paid) data service. (By the way, I do use
get.hist.quote).

Thanks