get.hist.quote
Download Historical Finance Data
Download historical financial data from a given data provider over the WWW.
- Keywords
- ts
Usage
get.hist.quote(instrument = "^gdax", start, end,
quote = c("Open", "High", "Low", "Close"),
provider = c("yahoo"), method = NULL,
origin = "1899-12-30", compression = "d",
retclass = c("zoo", "ts"), quiet = FALSE, drop = FALSE)
Arguments
- instrument
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 class"date"
(from packagedate
) and"chron"
and"dates"
(from packagechron
), and character strings representing dates in ISO 8601 format. Defaults to 1992-01-02.- 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"
,"Adjusted"
, and"Volume"
, respectively. Abbreviations are allowed.- provider
a character string with the name of the data provider. Currently, only
"yahoo"
is supported viagetSymbols
from package quantmod for the Yahoo Finance source. Provider"oanda"
is no longer available.- method
No longer used.
- 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).
- compression
Governs the granularity of the retrieved data;
"d"
for daily,"w"
for weekly or"m"
for monthly. Defaults to"d"
. For the provider"oanda"
, this argument is ignored.- retclass
character specifying which class the return value should have: can be either
"zoo"
(with"Date"
index), or"ts"
(with numeric index corresponding to days sinceorigin
).- quiet
logical. Should status messages (if any) be suppressed?
- drop
logical. If
TRUE
the result is coerced to the lowest possible dimension. Default isFALSE
.
Value
A time series containing the data either as a "zoo"
series
(default) or a "ts"
series. The "zoo"
series is created
with zoo
and has an index of class "Date"
.
If a "ts"
series is returned, the index is in physical time,
i.e., weekends, holidays, and missing days are filled with NA
s
if not available. The time scale is given in Julian dates (days since
the origin
).
See Also
getSymbols
for downloads from various
providers;
zoo
,
ts
,
as.Date
,
as.POSIXct
,
Examples
# NOT RUN {
con <- url("https://finance.yahoo.com")
if(!inherits(try(open(con), silent = TRUE), "try-error")) {
close(con)
x <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
quote = "Close")
plot(x)
x <- get.hist.quote(instrument = "ibm", quote = c("Cl", "Vol"))
plot(x, main = "International Business Machines Corp")
spc <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
quote = "Close")
ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01",
quote = "Adj")
require("zoo") # For merge() method.
x <- merge(spc, ibm)
plot(x, main = "IBM vs S&P 500")
}
# }