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December 27, 2013


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Nice post.
For a more in depth analysis of Quandl data (futures only) and a survey of financial data available from R, you might want to look at my blog: www.thertrader.com

Thanks Daniel this is great. Quick question on Quandl: how are the futures prices concatenated?

Yahoo data goes to before January 2007. getSymbols() has a from= argument that defines how far back to go, with the default being 2007-01-01. Use an explicit value and you'll get more data.

Thanks very much for the information on the from= argument. I didn't see it in the help file for the function; seemed odd that there wouldn't be such an option....

Daniel, it's not documented in ?getSymbols, but in ?getSymbols.yahoo and ?getSymbols.google (or whatever getSymbols "method" you may be using).

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