getSymbols and getQuote are not the same thing.
getSymbols("^IBEX",src="yahoo",from="1998-01-01")
last(IBEX)
# IBEX.Open IBEX.High IBEX.Low IBEX.Close IBEX.Volume IBEX.Adjusted
#2020-08-
#07 6929.1 6961.8 6876.7 6950.5 184151000 6950.5
The data returned is from Friday, the 7th's close, not from Monday, the
10th, for me.
I assume that Yahoo probably updates their data once a day, sometime
after the official close is published, and their vendor updates.
The joys of trying to use free data.
Brian
--
Brian G. Peterson
ph: +1.773.459.4973
im: bgpbraverock
On Mon, 2020-08-10 at 23:43 +0200, Pedro páramo wrote:
> I think,
>
> getQuote("IBEX")
> Trade Time Last Change % Change Open High Low
> IBEX 2020-08-10 16:00:01 17.15 1.75 11.36364 15.65 18 15.0601
> Volume
> IBEX 456965
>
> > getQuote("IBEX")$Last
>
> Is the final value for each periodReturn but the function
> periodReturn(IBEX,period="monthly") dont use Last price,
>
> Is there a way to obtain monthly return with Last Price?
>
>
>
> El lun., 10 ago. 2020 a las 21:37, Pedro páramo (<
> percentil...@gmail.com
> >)
> escribió:
>
> > But I think there is a way to obtain last price, doesn´t it? With
> > getQuote? I have to look for it, so I see no way to use close, do
> > you now
> > another function to know the historial return by frequency
> > different to
> > periodReturn, to see if it is posible?
> >
> >
> >
> >
> > El lun., 10 ago. 2020 a las 20:40, Ethan Smith (<
> > smith_et...@hotmail.com
> > >)
> > escribió:
> >
> > > Yahoo provides End of Day (EOD) data. You cannot get the current
> > > days
> > > closing price until the market closes for the day and the final
> > > closing
> > > price is captured
> > >
> > > In fact, many EOD data provider require additional time after the
> > > close
> > > before the current day’s prices are available
> > >
> > >
> > >
> > > *From: *Pedro páramo <
> > > percentil...@gmail.com
> > > >
> > > *Sent: *Monday, August 10, 2020 12:23 PM
> > > *To:
> > > *r-sig-finance@r-project.org
> > >
> > > *Subject: *[R-SIG-Finance] periodReturn at the acutual day
> > >
> > >
> > >
> > > Hi all,
> > >
> > > I am using to make some statistical analysis this functions:
> > >
> > > library(quantmod)
> > > getSymbols("^IBEX",src="yahoo",from="1998-01-01")
> > > MensualR = periodReturn(IBEX,period="monthly")
> > > AnualR = periodReturn(IBEX,period="yearly")
> > >
> > > The thing is that if I print MensualR or AnualR they "show" data
> > > to the
> > > previous friday 07/08/2020
> > >
> > > There is some way to obtain data to the actual date (not previous
> > > friday
> > > close).
> > >
> > > [[alternative HTML version deleted]]
> > >
> > > _______________________________________________
> > > R-SIG-Finance@r-project.org
> > > mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > >
> > > -- Subscriber-posting only. If you want to post, subscribe first.
> > > -- Also note that this is not the r-help list where general R
> > > questions
> > > should go.
> > >
> > >
> > >
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance@r-project.org
> mailing list
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>
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>
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