I'm using the quantmod package to fetch stock data. The code
Data = getSymbols('LON:ADN',src="google",auto.assign=FALSE, from = '2011-08-10')
Results in an xts as expected, however on closer examination it shows a volume of trades for 2012-10-21 (October 21st) which was a sunday, and is therefore clearly erroneous. Several other sundays are also included. Unfortunately the errors surrounding the weekends seem to have moved the rest of the data out of alignment.
Has anyone experienced similar problems fetching tickers with quantmod before, and if so, are they aware of a way around them?
Thanks