get.hist.quote

0th

Percentile

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 = "yahoo", method = "auto")
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 <
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.
Value

  • A time series containing the data in physical time, i.e., weekends, holidays, and missing days are filled with NAs. The time scale is given in Julian dates (days since 1970-01-01).

See Also

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

Aliases
  • get.hist.quote
Examples
x <- get.hist.quote(instrument = "^spc", 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 = "^spc", start = "1998-01-01")
ibm <- get.hist.quote(instrument = "ibm",  start = "1998-01-01")
x <- na.remove(ts.union(spc, ibm))
plot(x, main = "IBM vs S&P 500")
Documentation reproduced from package tseries, version 0.8-3, License: GPL (see file COPYING), except for ./src/muin2ser.f and ./misc which are free for non-commercial purposes. See file README for details.

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