I've always wondered why Yahoo was so nice as to provide data downloads and how screwed I would be if they stopped doing it. Fortunately, help is on the way courtesy Joshua Ulrich.
Superfluous as it now may be, I coded a fix that shows one approach to get around the download problem.
library(xts)
getSymbols.yahoo.fix <- function (symbol,
from = "2007-01-01",
to = Sys.Date(),
period = c("daily","weekly","monthly"),
envir = globalenv(),
crumb = "YourCrumb",
DLdir = "~/Downloads/") { #1
# build yahoo query
query1 <- paste("https://query1.finance.yahoo.com/v7/finance/download/",symbol,"?",sep="")
fromPosix <- as.numeric(as.POSIXlt(from))
toPosix <- as.numeric(as.POSIXlt(to))
query2 <- paste("period1=", fromPosix, "&period2=", toPosix, sep = "")
interval <- switch(period[1], daily = "1d", weekly = "1wk", monthly = "1mo")
query3 <- paste("&interval=", interval, "&events=history&crumb=", crumb, sep = "")
yahooURL <- paste(query1, query2, query3, sep = "")
#' requires browser to be open
utils::browseURL("https://www.google.com")
#' run the query - downloads the security as a csv file
#' DLdir defaults to download directory in browser preferences
utils::browseURL(yahooURL)
#' wait 500 msec for download to complete - mileage may vary
Sys.sleep(time = 0.5)
yahooCSV <- paste(DLdir, symbol, ".csv", sep = "")
yahooDF <- utils::read.csv(yahooCSV, header = TRUE)
#' -------
#' if you get: Error in file(file, "rt") : cannot open the connection
#' it's because the csv file has not completed downloading
#' try increasing the time for Sys.sleep(time = x)
#' -------
#' delete the csv file
file.remove(yahooCSV)
# convert date as character to date format
yahooDF$Date <- as.Date(yahooDF$Date)
# convert to xts
yahoo.xts <- xts(yahooDF[,-1],order.by=yahooDF$Date)
# assign the xts file to the specified environment
# default is globalenv()
assign(symbol, yahoo.xts, envir = as.environment(envir))
print(symbol)
} #1
It works like this:
- Go to https://finance.yahoo.com/quote/AAPL/history?p=AAPL
- Right click on "download data" and copy the link
- Copy the crumb after "&crumb=" and use it in the function call
- Set DLdir to the default download directory in your browser
preferences
- Set envir = as.environment("yourEnvir") - defaults to globalenv()
- After downloading, the csv file is removed from your download
directory to avoid clutter
- Note that this will leave an "untitled" window open in the browser
- As a simple test: getSymbols.yahoo.fix("AAPL")
-
You can also use getSymbols.yahoo.fix with lapply to get a list of asset data
from <- "2016-04-01"
to <- Sys.Date()
period <- "daily"
envir <- globalenv()
crumb <- "yourCrumb"
DLdir <- "~/Downloads/"
assetList <- c("AAPL", "ADBE", "AMAT")
lapply(assetList, getSymbols.yahoo.fix, from, to, envir = globalenv(), crumb = crumb, DLdir)}
Coded in RStudio on Mac OSX 10.11 using Safari as my default browser. It also appears to work with Chrome, but you will need to use the cookie crumb for Chrome. I use a cookie blocker but had to whitelist finance.yahoo.com to retain the cookie for future browser sessions.
getSymbols.yahoo.fix might be useful. qauantmod::getSymbols of necessity, has more code built in for options and exception-handling. I'm coding for personal work, so I often lift those pieces of code I need from package functions. I haven't benchmarked getSymbols.yahoo.fix because, of course, I don't have a working version of GetSymbol for comparison. Besides, I couldn't pass up the opportunity to enter my first stackoverflow answer.
