Package of utility functions to download and manage data sets from the Internet or from other sources.
The package makes functions available to download financial market data from the internet. Functions are available for the follwing web sites:
1. Data from research.stlouisfed.org 2. Data from www.oanda.com 3. Data from chart.yahoo.com
There are two kinds of functions available, the first kind is called
*Series which downloads a "timeSeries" object from a
web site wher the star * is a placeholder for the web site
(fred, oanda, and yahoo), and the second kind is called
*Import which downloads an S4 object of class "fWEBDATA"
wit a @Data slot which keeps the "timeSeries" object
and further slots which keep additional download information.
We recommend the first kind of functions for easy download of economic and financial time series, whereas we recommend to use the second kind of functions when additional information is required for example for the storage of the data in a data base management system.
IMPORTANT NOTE: The download from the web site www.forecasts.org has been withdrawn since the time series are no longer updated. Note, all the series offered by the "forecasts.org" web site are also available from the FRED St. Louis database.
The following functions
1. fredSeries 2. oandaSeries 3. yahooSeries
allow for an easy download of economic and financial time series data
as objects of class "timeSeries".
Note, with version 280.73 major changes were made in the argument list of the downloading functions. We apologize for any inconveniences caused by these changes. The reason was that now all functions have the same arguments which makes their usage much easier. For details we refer to the help pages of the functions mentioned above.
If you like to keep additional download information, use the functions
1. fredImport 2. oandaImport 3. yahooImport
which return objects of class "fWEBDATA".
The function yahooKeystats allows to download key statistics
from Yahoo's web site.
The function yahooBriefings allows to download a briefing
from Yahoo's web site.
Note: The Yahoo utilities yahooKeystats and yahooBriefings
are (as of March 2012) no longer supported.
This Rmetrics package is written for educational usage teaching "Computational Finance and Financial Engineering" and licensed under GPL.
| Package: | fImport |
| Type: | Package |
| Date: | 2008, 2009, 2010 |
| License: | GPL Version 2 or later |
| Copyright: | (c) 1999-2008 Diethelm Wuertz and Rmetrics Foundation |
The package contains:
1) Three example import funcions for Yahoo, Oanda, and the Federal Reserve.
2) Several utility functions to read and write data, including functions
which allow system calls to the Links, Lynx, and W3M
text browser, and a function to read xls Excel files.
3) Several csv files with provider listings.
Diethelm Wuertz, Yohan Chalabi, and Andrew Ellis, (2010); Financial Market Data for R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich, www.rmetrics.org.