为什么使用 quantmod 获取开仓交易价格会有延迟

Question

我正在使用 quantmod 软件包进行交易，但在过去的几天里，当我运行我的代码在市场开放时间 9:30 美国东部时间上午。大约 10 分钟后，一切正常，我得到了数字，但我怎样才能绕过这个延迟呢？是因为我的代码还是其他原因？我使用 quantmod 版本 0.4-4.

# rm(list = ls())  # generally considered as bad manner in an MWE
require(quantmod)
options(scipen=999)
spy <- getSymbols(("SPY") , src = 'yahoo', from = '2007-01-01', auto.assign = T)
Warning message:
In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,  :
  downloaded length 168806 != reported length 200
spy<-cbind(SPY)
q <- getQuote("SPY") # adds the current trade row
qCols <- c("Open","High","Low","Last","Volume","Last")
qx <- xts(q[,qCols], as.Date(q[,"Trade Time"]))
SPY <- rbind(SPY, qx)
Warning messages:
  1: In rbind(deparse.level, ...) :
      mismatched types: converting objects to numeric
  2: In rbind(deparse.level, ...) : NAs introduced by coercion

Answer 1

因为 Yahoo Finance delays their real-time data for most exchanges.

有延迟

为什么使用 quantmod 获取开仓交易价格会有延迟

Why is there a delay in getting opening trade price using quantmod

r

quantmod