[R] Constant (= wrong) historical quotes via get.hist.quote() from yahoo.finance

[Marius Hofert]

Dear expeRts,

I would like to download a time series of historical data from the ticker with symbol "ROG.VX". Interestingly, I obtain constant values (138.3 for each day in the chosen period) although the yahoo.finance website tells me that the time series is not at all constant. What's wrong?

Cheers,

Marius


require(tseries)
hq <- get.hist.quote(instrument="ROG.VX", start="2011-09-09", end="2012-03-28",
                     quote="Close", provider="yahoo", drop=TRUE)
plot(hq) # => constant
stopifnot(hq==138.3) # => constant 138.3
## However, under http://finance.yahoo.com/q/hp?s=ROG.VX&a=08&b=09&c=2011&d=02&e=28&f=2012&g=d&z=66&y=132
## the historical prices are not all equal to 138.3
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