getSymbols.yahoo {quantmod} | R Documentation

## Download OHLC Data From Yahoo Finance

### Description

Downloads `Symbols` to specified `env` from ‘finance.yahoo.com’. This method is not to be called directly, instead a call to `getSymbols(Symbols,src='yahoo')` will in turn call this method. It is documented for the sole purpose of highlighting the arguments accepted, and to serve as a guide to creating additional getSymbols ‘methods’.

### Usage

    getSymbols.yahoo(Symbols,
                     env,
                     return.class = 'xts',
                     index.class  = 'Date',
                     from = "2007-01-01",
                     to = Sys.Date(),
                     ...,
                     periodicity = "daily",
                     curl.options = list())

### Arguments

`Symbols` | a character vector specifying the names of each symbol to be loaded
`env` | where to create objects. (.GlobalEnv)
`return.class` | class of returned object
`index.class` | class of returned object index (xts only)
`from` | Retrieve data no earlier than this date. (2007-01-01)
`to` | Retrieve data through this date (Sys.Date())
`...` | additional parameters
`periodicity` | periodicity of data to query and return. Must be one of "daily", "weekly", "monthly". ("daily")
`curl.options` | options passed to `curl::handle_setopt`

### Details

Meant to be called internally by `getSymbols` (see also).

One of a few currently defined methods for loading data for use with quantmod. Essentially a simple wrapper to the underlying Yahoo! finance site's historical data download.

### Value

A call to getSymbols.yahoo will load into the specified environment one object for each `Symbol` specified, with class defined by `return.class`. Presently this may be `ts`, `zoo`, `xts`, or `timeSeries`.

In the case of xts objects, the indexing will be by Date. This can be altered with the `index.class` argument. See `indexClass` for more information on changing index classes.

### Warning

As of quantmod 0.4-9, `getSymbols.yahoo` has been patched to work with changes to Yahoo Finance, which also included the following changes to the raw data:

- The adjusted close column appears to no longer include dividend adjustments

- The close column appears to be adjusted for splits twice

- The open, high, and low columns are adjusted for splits, and

- The raw data may contain missing values.

### Author(s)

Jeffrey A. Ryan

### References

Yahoo Finance: http://finance.yahoo.com

### See Also

`getSymbols`, `setSymbolLookup`

### Examples

    ## Not run:
    # All 3 getSymbols calls return the same
    # MSFT to the global environment
    # The last example is what NOT to do!

    ## Method #1
    getSymbols('MSFT',src='yahoo')

    ## Method #2
    setDefaults(getSymbols,src='yahoo')
      # OR
    setSymbolLookup(MSFT='yahoo')

    getSymbols('MSFT')

    #########################################
    ##  NOT RECOMMENDED!!!
    #########################################
    ## Method #3
    getSymbols.yahoo('MSFT',env=globalenv())

    ## End(Not run)

[Package quantmod version 0.4-14 Index]