This function exists to tell getSymbols
where to look for your repository of market data.
setSymbolLookup.FI(base_dir, Symbols, ..., split_method = c("days", "common"),
storage_method = "rda", use_identifier = "primary_id",
extension = "rda", src = "FI")
string specifying the base directory where data is stored, see Details
character vector of names of instruments for which to setSymbolLookup
any other passthru parameters
string specifying the method files are split, currently ‘days’ or ‘common’, see Details
currently only ‘rda’, but we will eventually support ‘indexing’ at least, and maybe others
string identifying which column should be use to construct the primary_id
of the instrument, default 'primary_id'
file extension, default "rda"
which getSymbols
sub-type to use, default getSymbols.FI
by setting 'FI'
The base_dir
parameter must be set or the function will fail.
This will vary by your local environment and operating system. For mixed-OS environments,
we recommend doing some OS-detection and setting the network share to your data to a common
location by operating system. For example, all Windows machines may use “M:/”
and all *nix-style (linux, Mac) machines may use “/mnt/mktdata/”.
The split_method
currently allows either ‘days’ or ‘common’, and expects the
file or files to be in sub-directories named for the symbol. In high frequency data, it is standard practice to split
the data by days, which is why that option is the default.
getSymbols.FI
,
instrument_attr
,
load.instruments
, loadInstruments
,
setSymbolLookup