title: Why is there a delay in getting opening trade price using quantmod
body: <p>I'm using quantmod package for my trading but in the last few days I get a delay in getting the open daily price ( SPY ) when I run my code on market open time 9:30 AM EST. After about 10 minutes all is working great and I get the numbers but how can I bypass this delay ? Is it because of my code or another reason?
  I use quantmod Version 0.4-4.</p>
  
  <pre><code># rm(list = ls())  # generally considered as bad manner in an MWE
  require(quantmod)
  options(scipen=999)
  spy &lt;- getSymbols(("SPY") , src = 'yahoo', from = '2007-01-01', auto.assign = T)
  Warning message:
  In download.file(paste(yahoo.URL, "s=", Symbols.name, "&amp;a=", from.m,  :
    downloaded length 168806 != reported length 200
  spy&lt;-cbind(SPY)
  q &lt;- getQuote("SPY") # adds the current trade row
  qCols &lt;- c("Open","High","Low","Last","Volume","Last")
  qx &lt;- xts(q[,qCols], as.Date(q[,"Trade Time"]))
  SPY &lt;- 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
  </code></pre>