quantmod getSymbols google duplicate bug

0
votes

I keep getting an error when trying to extract data for google sources using getSymbols().

Essentially, the dates of 2003 December 28-30 are "missing", and it then defaults the minimum date to 2001, as opposed to the minimum date that I am specifying.

Is there a way around this error so I may correctly and completely pull the data from google as the source for my getSymbols function?

Please see my code below: 

install.packages("quantmod")
library(quantmod)

ticks <- c("XLF", "XLK")

getSymbols(ticks, src = "google", 
       from = as.Date("1999-12-01"), to = as.Date("2017-05-11"))

Below is the warning message that I receive:

Warning message: In getSymbols.google(Symbols = c("XLF", "XLK"), env = , : google duplicate bug - missing Dec 28,29,30 of 2003

1
rquantmod

1 Answers

1
votes

This isn't related to the warning about duplicates. Rather, it appears that Google Finance is limiting the number of observations you can download at a time to ~4000.

This happens if you go to their historical prices page for XLF, select a date range larger than 4000 days, and click the Download to spreadsheet link.

For now, you can work-around this by making multiple calls to getSymbols that are each for less than 4000 days of history, then combining the results.

Something like:

from <- "1999-12-01"
to <- "2017-05-11"
for (tick in ticks) {
  one <- getSymbols(tick, src = "google", from = from, to = "2010-12-31", auto.assign = FALSE)
  two <- getSymbols(tick, src = "google", from = "2011-01-01", to = to, auto.assign = FALSE)
  assign(tick, rbind(one, two))
}