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Dates downloaded wrong #4

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examachine opened this issue Feb 8, 2014 · 3 comments
Open

Dates downloaded wrong #4

examachine opened this issue Feb 8, 2014 · 3 comments

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@examachine
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Hey there,

I'm right now looking at VX_F10 and the dates are shifted from monday to sunday.

For instance 2010-01-03, which shouldn't be present. When I compare to data downloaded from CBOE website I see the alignment error :|

I think I downloaded it with
getSymbols("VX",Months=1:12,Years=2010:2014,src='cfe',rescale=TRUE)

@gsee
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gsee commented Feb 8, 2014

I cannot reproduce, but I'd guess it's a timezone issue. Please provide the output of sessionInfo()

What happens if you do Sys.setenv(TZ="UTC") before calling getSymbols()?

@examachine
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It might be a timezone issue, but why should it? There isn't a problem like that when I download SPY symbol for instance.

sessionInfo()
R version 3.0.1 (2013-05-16)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8 LC_MONETARY=en_US.UTF-8
[6] LC_MESSAGES=en_US.UTF-8 LC_PAPER=C LC_NAME=C LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats graphics grDevices utils datasets methods base
....

Let me try that with Sys.setenv(TZ="UTC") but that will take some time I'm in the middle of debugging I had to make a workaround for this.

@gsee
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gsee commented Feb 8, 2014

I'm just guessing, but it could be related to this xts bug: https://r-forge.r-project.org/tracker/index.php?func=detail&aid=2577&group_id=118&atid=516. It's tough to debug without being able to reproduce.

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