quantmod 0.4-8 on CRAN

By Joshua Ulrich

(This article was first published on FOSS Trading, and kindly contributed to R-bloggers)

I pushed a bug-fix release of quantmod to CRAN last night. The major changes were to

  • getSymbols.FRED (#141)
  • getSymbols.oanda (#144)
  • getSymbols.yahoo (#149)

All three providers made breaking changes to their URLs/interfaces.

getSymbols.google also got some love. It now honors all arguments set via setSymbolLookup (#138), and it correctly parses the date column in non-English locales (#140).

There’s a handy new argument to getDividends: split.adjust. It allows you to request dividends unadjusted for splits (#128). Yahoo provides split-adjusted dividends, so you previously had to manually unadjust them for splits if you wanted the original raw values. To import the raw unadjusted dividends, just call:

rawDiv <- getDividends(“IBM”, split.adjust = FALSE)

Note that the default is split.adjust = TRUE to maintain backward-compatibility.

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