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I'm fetching historic data from Yahoo finance in R using getYahooData from the TTR package. Most of the data I'm getting, however, does not include the last few days of trading - For example I'm getting the most recent day as 24/09/12 today on all but one ticker (which is up to date, JMAT.L)

Does anyone have a data source or a fetch method that'll get me some up to date data?

Brian Tompsett - 汤莱恩
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N. McA.
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  • Are you sure that Yahoo doesn't deliberately not include the most recent few days? Real-time or near-real-time stock data is very expensive as I understand it. – Ari B. Friedman Oct 13 '12 at 14:36
  • I don't see that data on [the website](http://finance.yahoo.com/q/hp?s=JMAT.L+Historical+Prices), but check out the different urls outlined in [this SO post](http://stackoverflow.com/a/11368535/967840) that you can try. – GSee Oct 13 '12 at 14:40
  • I don't know if they're not including it intentionally, but I'm really confused by the fact that one of the ~100 tickers is up to date and the rest aren't. – N. McA. Oct 13 '12 at 15:41
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    This isn't a programming question. It's a question about Yahoo Finance data... and you get what you pay for. – Joshua Ulrich Oct 13 '12 at 17:02
  • Haha, so there's really no cheap way out of this? Where would you suggest I ask? – N. McA. Oct 13 '12 at 17:40
  • people on r-sig-finance might know something (or tell you that you're definitely out of luck) – Ben Bolker Oct 13 '12 at 20:51

1 Answers1

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The various R functions for grabbing Yahoo finance data get to the same data as is available on finance.yahoo.com. Check the website, search the ticker. If the data there is not up to date, then R can't help you unfortunately. If it is up to date there, provide a code snippet that pulls a ticker so we can check if there is an issue with your code.

Unfortunately yahoo finance is the best place to get free data of this type. As the various data providers change their websites or drop free services, the R commands have gone out of date. The only other source I'm aware of is straight from Nasdaq. Not sure if any R command currently points to this.

farnsy
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  • You're not going to find data for LSE stocks on Nasdaq's website. Also, sometimes it is possible to get data from yahoo even though you cannot find it on finance.yahoo.com. See the link to another SO post in my comment to the Q. – GSee Oct 14 '12 at 14:11