Hi: I'm using R to start learning about quantitative finance. I'm good at R, just learning finance. Some stocks on the TSX have periods in their names, usually indicating that it's a class B share, for example. The usual functions to download stock data seem to crash on these characters. Thoughts?

#load library
#these work
getSymbols('AQN', src='yahoo')
#These don't
getSymbols('ATD.B', src='yahoo')
  • $\begingroup$ Aren't you looking for ATD-B.TO? $\endgroup$ – Forgottenscience Jan 30 '17 at 21:44

I believe your symbol ATD.B is returning not found. In Yahoo a dot usually precedes the Exchange (eg. AQN.TO refers to Algonquin, Toronto Exchange). A minus sign (or dash) precedes the class: e.g. RDS-B refers to Royal Dutch, class B. So Try using ATD-B or ATD-B.TO instead of ATD.B.

  • $\begingroup$ HI: OK, that works for most except there are a few securities that are still causing problems. $\endgroup$ – spindoctor Jan 31 '17 at 14:14
  • $\begingroup$ For example, securities that are labelled "-UN.TO" are choking on this. But when I go to the Yahoo Finance website, they do just fine. Examples: BBU-UN.TO and NVU-UN.TO. It seems like these are both real estate trusts. Thoughts? $\endgroup$ – spindoctor Jan 31 '17 at 14:15
  • $\begingroup$ Interestingly enough I was unable to download a history .csv file for BBU-UN even through manual web site lookup (although I was able to get yesterday's quote). Maybe a problem with Yahoo? Or they just don't have history for these stocks? $\endgroup$ – noob2 Jan 31 '17 at 16:32

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