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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 commented Jan 11, 2018

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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