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quantmod

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Velocity0.0

R package quantmod by joshuaulrich — release notes from GitHub.

github.com/joshuaulrich/quantmod ↗

The R finance workhorse spends its releases absorbing what data vendors break

quantitative-financemarket-datar-packageapi-maintenancecharting
◆Current state
quantmod pulls market data into R and charts it, and has been in maintenance for years. The last six releases are dominated by upstream breakage: Yahoo Finance crumb authentication, a batch-size ceiling dropping from 199 to 99 symbols, GDPR consent failures, repeated URL changes at FRED and OANDA. Genuine additions are rare and small — a ClOp() return function, an intraday endpoint, better ambiguous-column detection.
◆Where it's heading
The pattern is a package whose cadence is set by other people's API changes rather than its own roadmap. Releases arrive when a data source breaks, and the changelog reads as a list of reports from users who hit the failure first. The FRED API key requirement in the latest release is the same story again — a free source adding registration, and quantmod adding an argument and a nudge to comply. Deprecation work on as.zoo.data.frame has been running since at least 0.4.27 without completing.
◆Prediction
Nothing in these entries points to a planned feature; the next release will most likely be triggered by whichever vendor endpoint changes first.

◆Recent moves

  1. 1mo ago

    FRED API key support after the source requires registration

    getSymbols.FRED() gains an api.key argument and nudges users without one to register, following FRED's move to require keys. A chartSeries() error message improves for empty input. Both changes originate in user reports.

    View source ↗
  2. 1y ago

    FRED URL fix and documentation cleanup

    A FRED URL fix, edge-case handling from contributed patches, and documentation updates including replacing the long-delisted YHOO ticker in examples.

    View source ↗
  3. 1y ago

    Yahoo batch limit halved, ambiguous column detection fixed

    The getQuote() batch size drops from 199 to 99 after Yahoo began rejecting requests of 100 or more symbols, and ambiguous OHLCVA column detection improves across all extractors — the case where getSymbols("LOW") produces columns that every Lo() call would misread. Adds ClOp() for close-to-open returns.

    View source ↗
  4. 2y ago

    Chart and option-chain fixes

    Two fixes: chart_Series() with a vector TA argument, and getOptionChain.yahoo() adopting the crumb authentication already used elsewhere.

    View source ↗
  5. 2y ago

    Yahoo intraday endpoint and GDPR-aware quote failures

    A substantial Yahoo compatibility release — crumb-era getQuote() repairs, an explicit error for GDPR-country users whose requests fail without consent that quantmod cannot give automatically, additional default fields, and a new intraday endpoint for getSymbols.yahoo().

    View source ↗
  6. 3y ago

    OANDA URL fix

    A single OANDA URL fix from a user report.

    View source ↗