Download all available data with getSymbols

Question

I'd like to download the full history of data from Yahoo Finance for several stocks, but I always only get data starting at 2007-01-03. For example:

> library(quantmod)
> e <- new.env() 
> getSymbols( "MSFT", src="yahoo", env=e)
[1] "MSFT"
Warning message:
In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
  downloaded length 137552 != reported length 200
> e$MSFT[1,]
#            MSFT.Open MSFT.High MSFT.Low MSFT.Close MSFT.Volume MSFT.Adjusted
# 2007-01-03     29.91     30.25     29.4      29.86    76935100      24.28526

I searched stackoverflow questions about the "downloaded length != reported length" warning and I found this question, but the solutions there do not solve the problem.

The problem is that I don't get the full downloaded file. My dates do not go further back than 2007, but in reality it should. The examples given in the "quantmod" website shows the dates should go further back and I know MSFT's data should. — user2733617, Sep 13 '15 at 17:16
The default for `from` is `"2007-01-01"`. If you want more data, change the value of `from`. — Joshua Ulrich, Sep 13 '15 at 17:18
ohh! I didn't know the default was stuck at 2007. Now, every company has a different "from" date, is there a way to set "from" to go as far back as possible? Or should I just do a for-loop? — user2733617, Sep 13 '15 at 17:23
Thank you so much! People like you make a difference to the world :) — user2733617, Sep 13 '15 at 17:34

score 2 · Answer 1 · answered Sep 13 '15 at 17:54

2

The problem is that the default for from is "2007-01-01" for getSymbols.yahoo (and many of the other getSymbols functions). If you want all the available history, set from = "1900-01-01".

R> getSymbols("MSFT", from="1900-01-01")
# [1] "MSFT"
R> MSFT[1,]
#            MSFT.Open MSFT.High MSFT.Low MSFT.Close MSFT.Volume MSFT.Adjusted
# 1986-03-13  25.49952  29.24928 25.49952   27.99936  1031788800      0.068281

answered Sep 13 '15 at 17:54

Joshua Ulrich

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Can I use this function to extract gold and silver price? – user2733617 Sep 14 '15 at 00:06
@user2733617: yes, see `?getMetals`. – Joshua Ulrich Sep 14 '15 at 00:11
getMetals( "XAU", from="1980-01-01") [1] "XAUUSD" Warning message: In getSymbols.oanda(Symbols = metals, from = from, to = to, auto.assign = auto.assign, : Oanda limits data to 5years. Symbol: XAU/USD – user2733617 Sep 14 '15 at 00:18
why am I being limited to 5 years? – user2733617 Sep 14 '15 at 00:19
Because that's what Oanda (the data provider) does. – Joshua Ulrich Sep 14 '15 at 00:24
Thanks! Do you know of a way where I can get all the opening and closing prices for metals beyond just 5 years? – user2733617 Sep 14 '15 at 00:27
No, I don't know where you can get that for free. – Joshua Ulrich Sep 14 '15 at 00:56

Download all available data with getSymbols

1 Answers1