google finance getprices URL works via browser but not programmatically from R

Question

This URL https://finance.google.com/finance/getprices?i=60&p=1d&f=d,l,h&q=ALV returns expected one minute prices on ALV for a single day in Chrome.

library(data.table); fread("https://finance.google.com/finance/getprices?i=60&p=1d&f=d,l,h&q=ALV",sep="/n")

worked until yesterday (9/14/17). Now it only returns the header info and does not return the one minute data. It's like there's an EOF inserted before the one minute data. I also tried getURL() and other methods in R with same result.

Any suggestions on how to get the one minute data in R? Or into any file format?

Answer 1

Strange, this works for me having RStudio Version 1.0.136 & R Version 3.3.3:

library(data.table)
library(xts)

url = "https://finance.google.com/finance/getprices?i=60&p=1d&f=d,o,h,l,c,v&q=AAPL"    
data = tryCatch({ fread(url) }, error = function(cond) { return(NULL) })
if(is.null(data)) {
   print(paste('Error getting data from', url))
}

# swap columns since google places close price first 
data = data[,c(1,5,3,4,2,6)]
colnames(data) = c('Date','Open','High','Low','Close','Volume')
# get start unix time
data$Date = as.double(gsub('a','',data$Date))
# add to rest 
data$Date[-1] = data$Date[-1]*60 + data$Date[1]
# make xts
data = xts(data[,2:6], order.by = as.POSIXct(data$Date, origin='1970-01-01'))

This gives me the most recent 1 minute data.