TTR (version 0.2)

WebData: Fetch Internet Data

Description

Get investment data from the internet.

Usage

getYahooData(symbol, start, end, freq="daily", type="price",
             adjust=TRUE, quiet=FALSE)
  stockSymbols(exchange=c("AMEX","NASDAQ","NYSE"),
              sort.by=c("Exchange","Symbol"), quiet=FALSE)

Arguments

symbol

Yahoo! Finance instrument symbol.

start

Numeric; first date of desired data, in YYYYMMDD format. Default is first date of series.

end

Numeric; last date of desired data, in YYYYMMDD format. Default is last date of series.

freq

Desired data frequency. One of "daily", "weekly", "monthly".

type

Type of data to return. One of "price", or "split". type="split" will return both split and dividend data.

adjust

Logical; if TRUE, the Open, High, Low, and Close prices will be adjusted for dividends and splits, and Volume will be adjusted for dividends.

quiet

Logical; if TRUE, status messages will be printed to the console.

exchange

Character vector of exchange names on which desired instrument symbols are traded.

sort.by

Character vector of columns by which returned data will be sorted. Must be one or more of "Name", "Symbol", "Market.Cap", or "Exchange".

Value

• getYahooData returns an xts object containing the columns:
• Date
  Trade date, in CCYYMMDD format.
• Open
  Open price.
• High
  High price.
• Low
  Low price.
• Close
  Close price.
• Volume
  Volume.
• stockSymbols returns a character vector containing all the listed symbols for the given exchanges.

Details

getYahooData fetches individual stock data from the Yahoo! Finance website. It also adjusts price for splits and dividends, and volume for splits.

stockSymbols fetches instrument symbols from the nasdaq.com website, and adjusts the symbols to be compatible with the Yahoo! Finance website.

Examples

### Note: you must have a working internet
  ### connection for these examples to work!
  ibm <- getYahooData("IBM", 19990404, 20050607)

  nyse.symbols <- stockSymbols("NYSE")