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Feature: querying of minute-resolution intraday data with yahoo api #381

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merged 2 commits into from
Jul 30, 2023
Merged

Feature: querying of minute-resolution intraday data with yahoo api #381

merged 2 commits into from
Jul 30, 2023

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kapsner
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@kapsner kapsner commented Apr 17, 2023 •
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Yahoo API allows to query intraday data for last 7 days. This PR implements querying of intraday data with yahoo API.

Addresses #351

Test with

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

Rplot

@kapsner kapsner changed the title Feature: querying of intraday data for yahoo api Feature: querying of minute-resolution intraday data for yahoo api Apr 17, 2023
@kapsner kapsner changed the title Feature: querying of minute-resolution intraday data for yahoo api Feature: querying of minute-resolution intraday data with yahoo api Apr 17, 2023
@kapsner kapsner mentioned this pull request Apr 18, 2023
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@joshuaulrich
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Sorry it took me so long to reply. This looks really good!

The only potential change I can think of is that Yahoo supports more than 1-minute intraday data. The valid intraday values are: 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h

It would be nice to support all of those. It doesn't have to be done in this PR though. I can do it after merging. What do you think? Also, do you know if you can get more history for the lower resolution intraday data?

@kapsner
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kapsner commented May 19, 2023

Thanks @joshuaulrich for your feedback!

The only potential change I can think of is that Yahoo supports more than 1-minute intraday data. The valid intraday values are: 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h

Ah cool, I wasn't aware of this. Yes, I agree with you that supporting all of those would be indeed nice. However, I am not familiar if one can get more history of the lower resolution intraday data. If this is the case, the "history cutoff"-logic would need to be adapted accordingly: https://github.com/joshuaulrich/quantmod/pull/381/files#diff-0d1f6c1913e17876f7f890fdb8db9d0109d6806720090032749c669bdeb27dfcR290

I have no preference regarding including the other intraday-resolution options into this PR or do it after merging - as you like!

@joshuaulrich joshuaulrich linked an issue Jul 30, 2023 that may be closed by this pull request
getSymbols yahoo v8 hour/minute resolution data #351
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@joshuaulrich joshuaulrich merged commit d461fe0 into joshuaulrich:master Jul 30, 2023
@joshuaulrich joshuaulrich added this to the Release 0.4.25 milestone Jul 30, 2023
joshuaulrich added a commit that referenced this pull request 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.
netbsd-srcmastr pushed a commit to NetBSD/pkgsrc that referenced this pull request 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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getSymbols yahoo v8 hour/minute resolution data
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@kapsner @joshuaulrich