tidyquant (version 0.2.0)

tq_get: Get quantitative data in tibble format

Description

Get quantitative data in tibble format

Usage

tq_get(x, get = "stock.prices", ...)
tq_get_options()
tq_get_stock_index_options()

Arguments

x

A character string representing a single stock index, stock symbol, metal symbol, currency combination, FRED code, etc.

get

A character string representing the type of data to get for x. Options include:

• "stock.index": Get all stocks in an index or exchange from marketvolume.com.
• "stock.prices": Get the stock prices for a stock symbol from Yahoo Finance.
• "dividends": Get the dividends for a stock symbol from Yahoo Finance.
• "splits": Get the splits for a stock symbol from Yahoo Finance.
• "financials": Get the income, balance sheet, and cash flow financial statements for a stock symbol from Google Finance.
• "key.ratios": Get historical growth, profitablity, financial health, efficiency, and valuation ratios over 10-years for a stock symbol from morningstar.com.
• "economic.data": Get economic data from FRED.
• "metal.prices": Get the metal prices from Oanda.
• "exchange.rates": Get exchange rates from Oanda.

...

Additional parameters passed to the appropriate quantmod function. Common optional parameters include:

• from: Optional. A character string representing a start date in YYYY-MM-DD format. No effect on get = "stock.index", "financials", or "key.ratios".
• to: A character string representing a end date in YYYY-MM-DD format. No effect on get = "stock.index", get = "financials", or "key.ratios".
• use_fallback: Used with get = "stock.index" only. Set to FALSE by default. A boolean representing whether to use the fall back data set for a stock index. Useful if the data cannot be fetched from the website. The fallback data returned is accurate as of the date the package was last updated.

Value

Returns data in the form of a tibble object.

Details

tq_get() is a consolidated function that gets data from various web sources. The function is a wrapper for several quantmod functions. The results are always returned as a tibble. The advantages are (1) only one function is needed for all data sources and (2) the function can be seemlessly used with the tidyverse: purrr, tidyr, and dplyr verbs.

tq_get_options() returns a list of valid `get` options you can choose from.

tq_get_stock_index_options() returns a list of stock indexes you can choose from. Alternatively tq_get("options", get = "stock.index") can be used.

Examples

# Load libraries
library(tidyverse)
library(tidyquant)

##### Basic Functionality

# Get the list of `get` options
tq_get_options()

# Get all stocks in a stock index from www.marketvolume.com
tq_get("SP500", get = "stock.index")

# Get the list of stock index options that can be used with tq_get(get = "stock.index")
tq_get_stock_index_options()

# Get stock prices for a stock from Yahoo
aapl_stock_prices <- tq_get("AAPL")
cvx_stock_prices  <- tq_get("CVX", get = "stock.prices",
                            from = "2014-01-01", to = "2015-01-01")

# Get dividends and splits for a stock from Yahoo
tq_get("AAPL", get = "dividends", from = "1990-01-01")
tq_get("AAPL", get = "splits", from = "1990-01-01")

# Get financial statement data for a stock from Google
appl_financials <- tq_get("AAPL", get = "financials")

# Get key ratios for a stock from Morningstar
appl_key_ratios <- tq_get("AAPL", get = "key.ratios")

# Get FRED economic data for a commodity code
tq_get("DCOILWTICO", get = "economic.data") # WTI crude oil spot prices

# Get exchange rate data from Oanda
eur_usd <- tq_get("EUR/USD", get = "exchange.rates")

# Get metal prices from Oanda
plat_price_usd <- tq_get("plat", get = "metal.prices")
gold_price_eur <- tq_get("gold", get = "metal.prices",
                                 base.currency = "EUR")

##### Tidyverse functionality

# Get a historical stock prices from multiple stocks
FANG <- tibble(symbol = c("FB", "AMZN", "NFLX", "GOOGL")) %>%
    mutate(stock.prices = map(.x = symbol,
                              ~ tq_get(.x, get = "stock.prices"))) %>%
    unnest()