stockSymbols

0th

Percentile

Fetch Internet Data

Get investment data from the internet.

Keywords
ts
Usage
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)

Arguments
exchange

Character vector of exchange names on which desired instrument symbols are traded.

sort.by

Character vector of columns by which returned data will be sorted. Must be one or more of "Name", "Symbol", "Market.Cap", or "Exchange".

quiet

Logical; if TRUE, status messages will be printed to the console.

symbol

Yahoo! Finance instrument symbol.

start

Numeric; first date of desired data, in YYYYMMDD format. Default is first date of series.

end

Numeric; last date of desired data, in YYYYMMDD format. Default is last date of series.

freq

Desired data frequency. One of "daily", "weekly", "monthly".

type

Type of data to return. One of "price", or "split". type="split" will return both split and dividend data.

adjust

Logical; if TRUE, the Open, High, Low, and Close prices will be adjusted for dividends and splits, and Volume will be adjusted for dividends.

Details

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.

Value

getYahooData returns an xts object containing the columns:

stockSymbols returns a character vector containing all the listed symbols for the given exchanges.

Date

Trade date, in CCYYMMDD format.

Open

Open price.

High

High price.

Low

Low price.

Close

Close price.

Volume

Volume.

Note

The symbols returned by stockSymbols may not be in the format necessary to retrieve data using getYahooData.

getYahooData has only been tested on daily data. It isn't known if the function correctly adjusts data for any other frequency.

Aliases
  • WebData
  • getYahooData
  • stockSymbols
Examples
library(TTR) # NOT RUN { ### Note: you must have a working internet ### connection for these examples to work! ibm <- getYahooData("IBM", 19990404, 20050607) nyse.symbols <- stockSymbols("NYSE") # }
Documentation reproduced from package TTR, version 0.23-1, License: GPL-2

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