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getSymbols yahoo v8 hour/minute resolution data #351

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IanWorthington opened this issue Dec 17, 2021 · 4 comments · Fixed by #381
Closed

getSymbols yahoo v8 hour/minute resolution data #351

IanWorthington opened this issue Dec 17, 2021 · 4 comments · Fixed by #381
Milestone
Release 0.4.25

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@IanWorthington
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Has anyone considered modifying getSymbols.yahoo to access the 1 hour and 1 minute data provided by the v8 chart api, eg:

https://query1.finance.yahoo.com/v8/finance/chart/TSLA?interval=1m&interval=max

iiuc data history is limited but it would still be useful to have access to it.
@ethanbsmith
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interesting. this looks similar to the older yahoo api. it might have some advantages:

  1. seems to support daily data
  2. doesn't seem to need the crumb cruft
  3. can bring in splits and divies in a single call alongside with OHLCVA

that said, i wonder if the data under the hood is any better. is it worth putting effort into this?

https://query1.finance.yahoo.com/v8/finance/chart/TSLA?symbol=TSLA&period1=1330326000&period2=1639776168&useYfid=true&interval=1d&includePrePost=true&events=div%7Csplit%7Cearn

@IanWorthington
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I'm certainly keen on getting access to finer resolution data.

What's the crumb cruft?

@ethanbsmith ethanbsmith mentioned this issue May 22, 2022
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kapsner added a commit to kapsner/quantmod that referenced this issue Apr 17, 2023
@kapsner
feat: add querying of intraday data for yahoo api
3b09488 
addresses joshuaulrich#351
@kapsner kapsner mentioned this issue Apr 17, 2023
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@kapsner
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kapsner commented Apr 18, 2023

As this issue seemed to be yet unsolved, I've implemented the feature to query minute-resolution intraday data from yahoo api for the last 7 days (allowed maximum) (see PR #381 ).

This can be tested with

remotes::install_github("kapsner/quantmod")
quantmod::getSymbols("AAPL", periodicity = "intraday")
quantmod::chartSeries(AAPL)

Does this meet your requirements, @IanWorthington ?

@IanWorthington
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As this issue seemed to be yet unsolved, I've implemented the feature to query minute-resolution intraday data from yahoo api for the last 7 days (allowed maximum) (see PR #381 ).

This can be tested with

remotes::install_github("kapsner/quantmod")
quantmod::getSymbols("AAPL", periodicity = "intraday")
quantmod::chartSeries(AAPL)

Does this meet your requirements, @IanWorthington ?

I shall take a look at it! Many thanks!

@joshuaulrich joshuaulrich linked a pull request Jul 30, 2023 that will close this issue
Feature: querying of minute-resolution intraday data with yahoo api #381
Merged
joshuaulrich added a commit that referenced this issue Jul 30, 2023
@kapsner @joshuaulrich
Expose intraday endpoint in getSymbols.yahoo()
d461fe0 
Fixes #351. See #381.

Co-authored-by: Joshua Ulrich <josh.m.ulrich@gmail.com>
joshuaulrich added a commit that referenced this issue Jul 31, 2023
@joshuaulrich
Add all intraday periodicity values to getSymbols()
0259732 
The original implementation only exposed the 1-minute periodicity
value. This exposes all the other possible values Yahoo Finance makes
available.

See #351. See #381.
@joshuaulrich joshuaulrich added this to the Release 0.4.25 milestone Aug 21, 2023
netbsd-srcmastr pushed a commit to NetBSD/pkgsrc that referenced this issue Jan 4, 2025
(finance/R-quantmod) Updated 0.4.22 to 0.4.26, NEWS.md not recent
68ff06d 
### Changes in 0.4.25 (2023-08-21)

1. Fix `getQuote.yahoo()` for API changes. Thanks to Ethan B. Smith for the
    report and patch! Also add error message for users in GDPR countries, since
    we cannot automatically consent to GDPR and the request fails without
    consent.
    [#392](joshuaulrich/quantmod#392)
    [#393](joshuaulrich/quantmod#393)
    [#395](joshuaulrich/quantmod#395)

1. Fix `getQuote.yahoo()` when the user only requested metrics that do not have
    have a value for 'regularMarketTime'. Set the value to NA in these cases
    so the output remains the same regardless of whether the endpoint returns
    a 'regularMarketTime' or not. Thanks to @mehdiMBH for the report!
    [#255](joshuaulrich/quantmod#255)

1. Add fields to `getQuote.yahoo()` that are returned when no fields are
    explicitly requested. Thanks to @Courvoisier13 for the report!
    [#335](joshuaulrich/quantmod#335)

1. Add intraday endpoint to `getSymbols.yahoo()`. Thanks to @kapsner for the
    report and patch! Also allow suppressing the warning if more than 7 days
    of data are requested (@eddelbuettel).
    [#351](joshuaulrich/quantmod#351)
    [#381](joshuaulrich/quantmod#381)
    [#399](joshuaulrich/quantmod#399)

1. Add warning if `getSymbols()` is called with tickers that are reserved words
    because accessing them requires back-quotes (e.g. ``NA``).
    [#401](joshuaulrich/quantmod#401)

1. Fix `allReturns()` when 'subset' is specified. Thanks to @Panagis1980 for
    the report!
    [#402](joshuaulrich/quantmod#402)

### Changes in 0.4.24 (2023-07-17)

1. Fix `getSymbols.oanda()` URL. Thanks to @macray76 for the report.
    [#387](joshuaulrich/quantmod#387)

### Changes in 0.4.23 (2023-06-14)

1. Fix `getQuote.yahoo()` error. Thanks to Ethan B. Smith for the report and
    patch!
    [#382](joshuaulrich/quantmod#382)
    [#383](joshuaulrich/quantmod#383)

1. Add `name` argument to `add_TA()`. Thanks to @SamoPP for the suggestion!
    [#377](joshuaulrich/quantmod#377)
    [#205](joshuaulrich/quantmod#205)
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Feature: querying of minute-resolution intraday data with yahoo api kapsner/quantmod
4 participants
@joshuaulrich @IanWorthington @ethanbsmith @kapsner