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(This article was first published on <strong><a href="http://blog.fosstrading.com/2017/06/quantmod-0-4-9-on-cran.html"> FOSS Trading</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<p>A new release of <a rel="nofollow" href="http://www.quantmod.com/" target="_blank">quantmod</a> is now on <a rel="nofollow" href="https://cran.r-project.org/package=quantmod" target="_blank">CRAN</a>! The only change was to address changes to <a rel="nofollow" href="https://finance.yahoo.com/" target="_blank">Yahoo! Finance</a> and their effects on <span>getSymbols.yahoo()</span>.  GitHub issue <a rel="nofollow" href="https://github.com/joshuaulrich/quantmod/issues/157" target="_blank">#157</a> contains some details about the fix implementation.</p>
<p>Unfortunately, the URL wasn’t the only thing that changed.  The actual data available for download changed as well.</p>
<p>The most noticeable difference is that the adjusted close column is no longer dividend-adjusted (i.e. it’s only split-adjusted).  Also, only the close price is unadjusted; the open, high, and low are split-adjusted.</p>
<p>There also appear to be issues with the adjusted prices in some instruments.  For example, users reported issues with split data for XLF and SPXL in GitHub issue <a rel="nofollow" href="https://github.com/joshuaulrich/quantmod/issues/160" target="_blank">#160</a>.  For XLF, <span color>there a split </span><em>and</em><span color> a dividend on 2016-09-16, even on the </span><a rel="nofollow" href="https://finance.yahoo.com/quote/XLF/history?period1=1473138000&period2=1474866000&interval=1d&filter=history&frequency=1d" target="_blank">Yahoo! Finance historical price page for XLF</a><span color>. As far as I can tell, there was only a special dividend.  </span><span color>The problem with SPXL is that the adjusted close price isn’t adjusted for the 4/1 split on 2017-05-01, which is also reflected on the </span><a rel="nofollow" href="https://finance.yahoo.com/quote/SPXL/history?period1=1488088800&period2=1495774800&interval=1d&filter=history&frequency=1d" target="_blank">Yahoo! Finance historical prices page for SPXL</a><span color>.</span></p>
<p>Another change is that the downloaded data may contain rows where all the values are “null”.  These appear on the website as “0”.  This is a major issue for some instruments.  Take XLU for example; 188 of the 624 days of data are missing between 2014-12-04 and 2017-05-26 (ouch!).  You can see this is even true on the <a rel="nofollow" href="https://finance.yahoo.com/quote/XLU/history?period1=1417672800&period2=1422079200&interval=1d&filter=history&frequency=1d" target="_blank">Yahoo! Finance historical price page for XLU</a>.</p>
<p>If these changes have made you look for a new data provider, see my post: <a rel="nofollow" href="http://blog.fosstrading.com/2017/06/yahoo-finance-alternatives.html" target="_blank">Yahoo! Finance Alternatives</a>.</p>
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<div>To <strong>leave a comment</strong> for the author, please follow the link and comment on their blog: <strong><a href="http://blog.fosstrading.com/2017/06/quantmod-0-4-9-on-cran.html"> FOSS Trading</a></strong>.</div>
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