Learn R Programming

its (version 1.0.3)

priceIts: Download Historical Finance Data

Description

Download historical financial data from a given data provider over the WWW.

Usage

priceIts(instruments = "^gdax", start, end, 
                quote = c("Open","High", "Low", "Close"), 
                provider = "yahoo", method = "auto", 
                origin = "1899-12-30",quiet=TRUE)

Arguments

instruments
a character string giving the name of the quote symbol to download. See the web page of the data provider for information about the available quote symbols.
start
an R object specifying the date of the start of the period to download. This must be in a form which is recognized by as.POSIXct, which includes R POSIX date/time objects, objects of clas
end
an R object specifying the end of the download period, see above. Defaults to yesterday.
quote
a character string or vector indicating whether to download opening, high, low, or closing quotes, or volume. For the default provider, this can be specified as "Open", "High", "Low", "Close"
provider
a character string with the name of the data provider. Currently, only "yahoo" is implemented. See http://quote.yahoo.com/ for more information.
method
tool to be used for downloading the data. See download.file for the available download methods.
origin
an R object specifying the origin of the Julian dates, see above. Defaults to 1899-12-30 (Popular spreadsheet programs internally also use Julian dates with this origin).
quiet
a flag to suppress output

Value

  • An "its" object with the requested data

Details

This function is a direct copy from package tseries, and all credit must go to the author of that package.

See Also

ts, as.POSIXct, download.file; http://quote.yahoo.com/

Examples

Run this code
x1 <- priceIts(instrument = c("^ftse"), start = "1998-01-01",
                    quote = "Close")
x2 <- priceIts(instrument = c("^gdax"), start = "1998-01-01",
                    quote = "Close")
x <- union(x1,x2)
names(x) <- c("FTSE","DAX")
plot(x,lab=TRUE)

Run the code above in your browser using DataLab