PMmisc (version 0.1.2)

xd.avt: Download data from Alpha Vantage

Description

This function will return time series data of financial securities from Alpha Vantage. Before using this function, a onetime registration is required to obtain a APIKEY, which is unique for users. Also, the key is valid for lifetime.

Usage

xd.avt(ticker,type,size="full",apikey,interval)

Arguments

ticker

:the ticker for desired financial security. e.g. AAPL, MSFT

type

:data type; usable values: "TIME_SERIES_INTRADAY", "TIME_SERIES_DAILY", "TIME_SERIES_DAILY_ADJUSTED", "TIME_SERIES_WEEKLY", "TIME_SERIES_WEEKLY_ADJUSTED", "TIME_SERIES_MONTHLY", "TIME_SERIES_MONTHLY_ADJUSTED"

size

:the size of data downloaded; use "compact" for the latest 100 observations and "full" for at most the last 20 years as claimed by the website. However, most data only go back to Jan. 2000.

apikey

:a string that is obtained by a onetime registration

interval

:required for intraday data; usable values: "1min", "5min", "15min", "30min", "60min"

Examples

# NOT RUN {
# All parameters are required to be strings
# The example is to download Ford Motor Company's daily adjusted price.
# The apikey here is just for demonstration purposes.
T <- xd.avt("T","TIME_SERIES_DAILY","full","QB45BDBGP0O7W8TB")
# }