A diferença se deve que o arquivo muda com o passar do tempo (diria que a cada 5 minutos, mas é apenas um chute). E para esse caso eu usaria read.csv com os parâmetros skip = 17 para ignorar as 17 primeiras linhas e header = FALSE, já que a tabela nao possui cabeçalho.

read.csv('http://chartapi.finance.yahoo.com/instrument/1.0/AAPL/chartdata;type=quote;range=1d/csv', skip = 17, header = FALSE)

2015-03-24 14:40 GMT-03:00 Michelle Bau Graczyk <mbgraczyk@gmail.com>:
Boa tarde,

Eu estava verificando os diferentes modos de coletar dados intraday do yahoo e percebi que para cada função que eu uso, os dados obtidos são diferentes.

Por exemplo, se eu uso:

dados <- readLines('http://chartapi.finance.yahoo.com/instrument/1.0/AAPL/chartdata;type=quote;range=1d/csv',sep = ",", dec = ".")

eu obtenho:
"18" "1427203800,127.1800,127.2600,127.0000,127.2300,631900"
"19" "1427203868,126.9200,127.1900,126.8750,127.1700,202000"
"20" "1427203920,126.9600,127.0600,126.8700,126.9100,189500"
"21" "1427203981,126.9500,126.9900,126.8800,126.8900,198200"
"22" "1427204099,126.7799,126.9900,126.7700,126.9500,217500"
"23" "1427204100,126.6700,126.9000,126.6401,126.7799,286300"
"24" "1427204219,126.7100,126.8000,126.6500,126.6800,222800"
"25" "1427204221,126.8300,126.8700,126.5600,126.7000,238500"
"26" "1427204280,126.7100,126.9200,126.6700,126.8200,167500"
"27" "1427204340,126.8300,126.9300,126.7000,126.7166,114900"
"28" "1427204457,126.6400,126.8300,126.6000,126.8100,156100"
"29" "1427204460,126.6500,126.7900,126.6385,126.6900,102800"

se eu uso:
dados <- getURL('http://chartapi.finance.yahoo.com/instrument/1.0/AAPL/chartdata;type=quote;range=1d/csv',sep = ",", dec = ".")
obtenho:

1427203805,127.1900,127.2600,127.0796,127.2000,626100
1427203862,126.9200,127.1900,126.8750,127.1800,207800
1427203979,126.9000,127.0600,126.8700,126.9100,198000
1427203980,126.9500,126.9900,126.8800,126.9000,172200
1427204099,126.7799,126.9900,126.7700,126.9500,235000
1427204100,126.6700,126.9000,126.6401,126.7799,286300
1427204219,126.7100,126.8000,126.6500,126.6800,222800
1427204221,126.8300,126.8700,126.5600,126.7000,238500
1427204280,126.7100,126.9200,126.6700,126.8200,167500
1427204340,126.8300,126.9300,126.7000,126.7166,114900
1427204459,126.6915,126.8300,126.6100,126.8100,160900
1427204460,126.6500,126.7900,126.6385,126.6900,98000

Usando read.csv também dá dados diferentes de começo.

Alguem saberia me dizer o por que? E em qual devo confiar? Porque nenhuma é igualzinha ao que aparece quando você coloca esse endereço http://chartapi.finance.yahoo.com/instrument/1.0/AAPL/chartdata;type=quote;range=1d/csv no navegador. O resultado deste é:
1427203800,127.1200,127.2300,127.0000,127.2300,631900
1427203900,127.0300,127.1900,127.0000,127.1700,87400
1427203978,126.9200,127.0400,126.8700,126.9050,309600
1427204038,126.9600,126.9900,126.8800,126.9399,174900
1427204099,126.7799,126.9900,126.7700,126.9600,235300
1427204100,126.6700,126.9000,126.6401,126.7799,286300
1427204219,126.7100,126.8000,126.6500,126.6800,222800
1427204221,126.8300,126.8700,126.5600,126.7000,238500
1427204280,126.7100,126.9200,126.6700,126.8200,167500
1427204340,126.8300,126.9300,126.7000,126.7166,114900
1427204459,126.6915,126.8300,126.6000,126.8100,160900
1427204460,126.6500,126.7900,126.6385,126.6900,98000
1427204520,126.7100,126.7200,126.6000,126.6500,108700
1427204581,126.7100,126.8400,126.6800,126.7100,129600
1427204641,126.7400,126.7700,126.6600,126.7300,98700

Obrigada,
Michelle


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