Downloads stock data from Yahoo!
yahoo.get.hist.quote(instrument = "^gspc",
destfile = paste(instrument, ".csv", sep = ""),
start, end, quote = c("Open", "High", "Low", "Close"),
adjusted = TRUE, download = TRUE,
origin = "1970-01-01", compression = "d")A multiple time series with time measureing the number of days since the value specified to origin.
Ticker symbol as character string.
Temporary file for storage
Date to start. Specified as "2005-12-31"
Date to end
Any/All of "Open", "High", "Low", "Close"
Adjust for stock splits, dividends. Defaults to TRUE
Download the data
Dates are recorded in the number of days since the origin. A value of "1970-01-01" is the default. This was changed from "1899-12-30".
Passed to yahoo
Daniel Herlemont <dherlemont@yats.com>
Goes to chart.yahoo.com and downloads the stock data. By default returns a multiple time series of class mts with missing days padded by NAs.
This function was found on the mailling list for R-SIG finance
yahoo.get.hist.quote in the tseries package