A new version of quantmod is on CRAN! One really cool thing about this release is that almost all the changes are contributions from the community.Ethan Smith made more excellent contributions to getQuote() in this release. It no longer throws an error if one or more symbols are missing.  ... [Read more...]

I pushed an updated microbenchmark to CRAN a couple weeks ago. There were two noteworthy changes, thanks to great contributions from @MichaelChirico and @harvey131.Michael fixed a bug in the check for whether the unit argument was a character string (#9, #10). The prior behavior was an uninformative error.Harvey added a ... [Read more...]

I just pushed a new release of quantmod to CRAN! I'm most excited about the update to getSymbols() so it doesn't throw an error and stop processing if there's a problem with one ticker symbol. Now getSymbols() will import all the data it can, and provide an informative error message ... [Read more...]

I just pushed a new release of quantmod to CRAN! I'm most excited about the update to getSymbols() so it doesn't throw an error and stop processing if there's a problem with one ticker symbol. Now getSymbols() will import all the data it can, and provide an informative error message ... [Read more...]

xts version 0.11-2 was published to CRAN yesterday. xts provides data structure and functions to work with time-indexed data.  This is a bug-fix release, with notable changes below: The xts method for shift.time() is now registered. Thanks to Philippe Verspeelt for the report and PR (#268, #273). An if-statement in the ... [Read more...]

xts version 0.11-2 was published to CRAN yesterday. xts provides data structure and functions to work with time-indexed data.  This is a bug-fix release, with notable changes below: The xts method for shift.time() is now registered. Thanks to Philippe Verspeelt for the report and PR (#268, #273). An if-statement in the ... [Read more...]

xts version 0.11-1 was published to CRAN this morning. xts provides data structure and functions to work with time-indexed data.  This release contains some awesome features that will transparently make your xts code even faster! There's a new window.xts() method, thanks to Corwin Joy (#100, #240). Corwin also refactored and improved ... [Read more...]

xts version 0.11-1 was published to CRAN this morning. xts provides data structure and functions to work with time-indexed data.  This release contains some awesome features that will transparently make your xts code even faster! There's a new window.xts() method, thanks to Corwin Joy (#100, #240). Corwin also refactored and improved ... [Read more...]

This year marks the 10th anniversary of the R/Finance Conference!  As in prior years, we expect more than 250 attendees from around the world. R users from industry, academia, and government will joining 50+ presenters covering all areas of f... [Read more...]

First, the bad news:Google Finance no longer provides data for historical prices or financial statements, so we say goodbye to getSymbols.google() and getFinancials.google(). (#221)  They are now defunct as of quantmod 0.4-13.Now, the good news:Th... [Read more...]

This xts release contains mostly bugfixes, but there are a few noteworthy features. Some of these features were added in version 0.10-1, but I forgot to blog about it. Anyway, in no particular order: endpoints() gained sub-second accuracy on Windows (#202)! na.locf.xts() now honors 'x' and 'xout' arguments by ... [Read more...]

R/Finance 2018: Applied Finance with R June 1 and 2, 2018 University of Illinois at Chicago Call For Papers The tenth annual R/Finance conference for applied finance using R will be held June 1 and 2, 2018 in Chicago, IL, USA at the University of Illinois at Chicago. The conference will cover topics including portfolio ... [Read more...]

I'm pleased to announce that the RQuantLib Windows binaries are now up to 0.4.4!  The RQuantLib pre-built Windows binaries have been frozen on CRAN since 0.4.2, but now you can get version 0.4.4 binaries on Dirk's ghrr drat repo. Installation is as simple as: drat::addRepo("ghrr") # maybe use 'install.packages("drat")' ... [Read more...]

Thanks to Paul Teetor, getSymbols() can now import data from Alpha Vantage!  This feature is part of the quantmod 0.4-11 release, and provides another another data source to avoid any Yahoo Finance API changes*.Alpha Vantage is a free web service that provides real-time and historical equity data.  They provide ... [Read more...]

A new, and long overdue, release of xts is now on CRAN!  The major change is the completely new plot.xts() written by Michael Weylandt and Ross Bennett, and which is based on Jeff Ryan's quantmod::chart_Series code.Do note that the new plot.xts() includes breaking changes to ... [Read more...]

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A new release of quantmod is now on CRAN! The only change was to address changes to Yahoo! Finance and their effects on getSymbols.yahoo().  GitHub issue #157 contains some details about the fix implementation.Unfortunately, the URL wasn't the only thing that changed.  The actual data available for download changed ... [Read more...]

I pushed a bug-fix release of quantmod to CRAN last night. The major changes were togetSymbols.FRED (#141)getSymbols.oanda (#144)getSymbols.yahoo (#149)All three providers made breaking changes to their URLs/interfaces.getSymbols.google also got some ... [Read more...]

R/Finance 2017: Applied Finance with RMay 19 and 20, 2017University of Illinois at ChicagoThe ninth annual R/Finance conference for applied finance using R will be held on May 19 and 20, 2017 in Chicago, IL, USA at the University of Illinois at Chicago.  The conference will cover topics including portfolio management, time series analysis, ... [Read more...]

CRAN just accepted a bugfix release of quantmod.  The most pertinent changes were to fix getSymbols.oanda (#36) and getOptionChain.yahoo (#92).  It also includes a fix to addTRIX (#72).Oanda changed their URL format from http to https, and getSymbols.oanda did not follow the redirect.  Yahoo Finance changed the HTML for ... [Read more...]