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Dates downloaded wrong #4
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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()? |
It might be a timezone issue, but why should it? There isn't a problem like that when I download SPY symbol for instance.
locale: attached base packages: 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. |
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. |
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)
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