Get investment data from the internet.
stockSymbols(exchange = c("AMEX", "NASDAQ", "NYSE"), sort.by = c("Exchange", "Symbol"), quiet = FALSE)getYahooData(symbol, start, end, freq = "daily", type = "price", adjust = TRUE, quiet = FALSE)
getYahooData(symbol, start, end, freq = "daily", type = "price", adjust = TRUE, quiet = FALSE)
Character vector of exchange names on which desired instrument symbols are traded.
Character vector of columns by which returned data will be sorted. Must be one or more of "Name", "Symbol", "Market.Cap", or "Exchange".
"Name"
"Symbol"
"Market.Cap"
"Exchange"
Logical; if TRUE, status messages will be printed to the console.
TRUE
Yahoo! Finance instrument symbol.
Numeric; first date of desired data, in YYYYMMDD format. Default is first date of series.
Numeric; last date of desired data, in YYYYMMDD format. Default is last date of series.
Desired data frequency. One of "daily", "weekly", "monthly".
"daily"
"weekly"
"monthly"
Type of data to return. One of "price", or "split". type="split" will return both split and dividend data.
"price"
"split"
type="split"
Logical; if TRUE, the Open, High, Low, and Close prices will be adjusted for dividends and splits, and Volume will be adjusted for dividends.
getYahooData returns an xts object containing the columns:
getYahooData
stockSymbols returns a character vector containing all the listed symbols for the given exchanges.
stockSymbols
Trade date, in CCYYMMDD format.
Open price.
High price.
Low price.
Close price.
Volume.
getYahooData fetches individual stock data from the Yahoo! Finance website. It also adjusts price for splits and dividends, and volume for splits.
stockSymbols fetches instrument symbols from the nasdaq.com website, and adjusts the symbols to be compatible with the Yahoo! Finance website.
# NOT RUN { ### Note: you must have a working internet ### connection for these examples to work! ibm <- getYahooData("IBM", 19990404, 20050607) nyse.symbols <- stockSymbols("NYSE") # }
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