为什么会出现在使用quantmod

Question

越来越开仓交易价格我使用quantmod包我的交易，但在过去的几天里我得到了越来越开放的每日价格（SPY）的延迟，当我跑我的市场代码延迟营业时间美国东部时间上午9:30大约10分钟后，所有工作都很好，我得到的数字，但我怎么能绕过这个延迟？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

由于Yahoo Finance delays their real-time data for most exchanges有延迟。