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Feature request: enable getSymbols.av to retrieve weekly adjusted data #212

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weekend325 opened this issue Jan 11, 2018 · 1 comment
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@weekend325
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Description

Presently, when requesting adjusted data, passing any periodicity argument to getSymbols.av other than "daily" results in the error "Only daily data can be adjusted". (Presently, lines 1304-1305 of getSymbols.R).

However, alpha vantage has added monthly and weekly adjusted time series, namely, TIME_SERIES_WEEKLY_ADJUSTED etc.

Is there any reason that getSymbols.R cannot be modified (at approximately lines 1304-1314) to allow getSymbols.av to access TIME_SERIES_WEEKLY_ADJUSTED if adjusted weekly data is requested?

@joshuaulrich
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joshuaulrich commented Apr 1, 2018

Thanks for letting me know they've added that functionality to their API! I also see they've added monthly adjusted time series too, so I've included that in my patch.

Thanks for your contribution!

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