Wrong aggregation about yfr

[msperlin]

Hi snvv,

Can you provide a reproducible code, please?
Why you think prices are wrong?

[snvv]

Hello,

Using the following code:

library(yfR)

# Set options for algorithm
my_ticker <- 'GEKTERNA.AT'
first_date <- Sys.Date() - 360
last_date <- Sys.Date()

# Fetch data
df_yf <- yf_get(
  tickers = my_ticker, 
  freq_data = "weekly",
  first_date = first_date,
  last_date = last_date
)

# Output is a tibble with data
tail(df_yf)

I get:

> tail(df_yf)
# A tibble: 6 × 11
  ticker      ref_date   volume price_open price_high price_low price_close price_adjusted
  <chr>       <date>      <dbl>      <dbl>      <dbl>     <dbl>       <dbl>          <dbl>
1 GEKTERNA.AT 2024-04-29 426305       16.8       16.9      16.4        16.6           16.6
2 GEKTERNA.AT 2024-05-08 261453       16.7       16.9      16.5        16.9           16.9
3 GEKTERNA.AT 2024-05-13 566573       16.8       16.9      16.1        16.4           16.4
4 GEKTERNA.AT 2024-05-20 345089       16.6       16.9      16.2        16.7           16.7
5 GEKTERNA.AT 2024-05-27 472400       16.6       16.9      16.4        16.8           16.8
6 GEKTERNA.AT 2024-06-03 287244       16.7       16.9      16.4        16.8           16.8
# ℹ 3 more variables: ret_adjusted_prices <dbl>, ret_closing_prices <dbl>,
#   cumret_adjusted_prices <dbl>

However the closing prices from the Yahoo site for specific dates are:

• Jun 3, 2024: 16.74
• May 27, 2024: 16.60
• May 20, 2024: 16.50
• etc.

Best regards

[msperlin]

Unfortinately, I can't help. This is certantly an issue with Yahoo site. The yfR is imported using quantmod::get_symbols(), which in turn grabs it from the json api endpoint https://query2.finance.yahoo.com/v8/finance/chart/:

As yfR developer, I have no control or knowledge of how the data from the yahoo site is organized.