Problem with Yahoo Finance historical data using R quantmod

[d08]

@ajensen 500 stocks on getSymbols? How long does that take you?

Instead try installing the packages "BatchGetSymbols". You can run it in parallel. 500 stocks should only take you 1 minute.

If you want help with the code (you cant figure it out yourself) reply back and I will help you out.

Also if you are just looking for the quote, use getQuote() instead. It'll be even faster!

Not an user of R or quantmod but typically the batch getters only get the last day, a big problem if you want dividend and split adjusted data.

Also, it depends on the connection. My data query (not Yahoo) for about 5000 symbols per day can take 2 hours from Asia (a decent connection) or 5 minutes from a nearby VPS in New York.

 

[ajensen]

@ajensen 500 stocks on getSymbols? How long does that take you?

This morning my R script ran at its usual speed. I hope the problems yesterday morning were one-off. Thanks to everyone for their suggestions. To answer the question above:

for #symbols = 493
Time elapsed(s) (total,per_symbol): 825.32 1.674077

Daily data is retrieved for each symbol from 1990 on, although the average starting year for the symbols may be about 2000.