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

Merged
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.
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getSymbols yahoo v8 hour/minute resolution data
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