BatchGetSymbols is soft-deprecated in favor of
yfR. See this Readme.md for my motivation in writing a new R package. In practice, this means that
BatchGetSymbols is no longer maintained besides the correction of major bugs. All efforts goes to the development of
BatchGetSymbols will be be available in CRAN in the near future, my plan is to remove it from CRAN and archive it in Github once
yfR becames more stable.
BatchGetSymbols is a R package for large-scale download of financial data from Yahoo Finance. Based on a set of tickers and date ranges, the package will download and organize the financial data in the tidy/long format.
Yahoo finance data is far from perfect or reliable, specially for individual stocks. In my experience, using it for research code with stock indices is fine and I can match it with other data sources. But, adjusted stock prices for individual assets is messy as stock events such as splits or dividends are not properly registered. I was never able to match it with other data sources. My advice is to never use the data of individual stocks in production.
Since version 2.6, the cache system is session-persistent by default, meaning that whenever you restart your R session, you lose all your cached data. This is a safety feature for mismatching prices due to corporate events.
# CRAN (official release) install.packages('BatchGetSymbols') # Github (dev version) devtools::install_github('msperlin/BatchGetSymbols')
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