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",
               origin = "1899-12-30")
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.
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).
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 the origin).

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 0.9-17, License: GPL (see file COPYING)

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