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getSymbols.tiingo should return a Date index #350

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ethanbsmith opened this issue Dec 11, 2021 · 6 comments
Closed

getSymbols.tiingo should return a Date index #350

ethanbsmith opened this issue Dec 11, 2021 · 6 comments
Milestone
Release 0.4.20

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@ethanbsmith
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Description

getSymbols.tiingo currently only return daily sampled date, but the index on the data is POSIXct
tm.stamps <- as.POSIXct(stock.data[, "date"], ...)

  1. this is inconsistent with other daily data source, which use a Date data type on the index
  2. using a POSIXct data type on daily data exposes the consumer to time zone issues

Expected behavior

return the index as a Date data type
joshuaulrich added a commit that referenced this issue Dec 11, 2021
@joshuaulrich
Use daily periodicity for getSymbols.tiingo()
573f8fd 
We were using a POSIXct index for the results, while other getSymbols
methods use a Date index for daily data. And tiingo only provides
daily end of day data anyway.

We could convert to weekly, monthly, or yearly. But that functionality
doesn't exist now, so no one could be using it. And users can convert
to higher periodicity after the call to getSymbols().

Fixes #350.
@joshuaulrich
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Thanks for the report! Let me know what you think of the patch in the commit I just pushed.

@ethanbsmith
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just checked the tiingo docs and they do support those other sampling frequencies. is there a reason to disallow them? would seem to be a potential breaking change. returning a Date index for those periodicities would match how getSymbols.yahoo works

image

rest looks good

@joshuaulrich
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joshuaulrich commented Dec 11, 2021 •
edited

Good find regarding that argument! I didn't (and still couldn't) find that in the documentation. I added that functionality to the patch.

@ethanbsmith
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https://api.tiingo.com/documentation/end-of-day

@ethanbsmith
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scratch that. i need to do some testing

@ethanbsmith
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71978df looks good. thx for this!

@joshuaulrich joshuaulrich added this to the Release 0.4.20 milestone Mar 27, 2023
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@joshuaulrich @ethanbsmith