Get investment data from the internet.
stockSymbols(
exchange = c("AMEX", "NASDAQ", "NYSE", "ARCA", "BATS", "IEX"),
sort.by = c("Exchange", "Symbol"),
quiet = FALSE
)getYahooData(
symbol,
start,
end,
freq = "daily",
type = "price",
adjust = TRUE,
quiet = FALSE
)
getYahooData returns an xts object containing the columns:
stockSymbols returns a character vector containing all the listed
symbols for the given exchanges.
Trade date, in CCYYMMDD format.
Open price.
High price.
Low price.
Close price.
Volume.
Character vector of exchange names on which desired instrument symbols are traded.
Character vector of columns by which returned data will be
sorted. Must be one or more of "Name", "Symbol",
"Market.Cap", or "Exchange".
Logical; if TRUE, status messages will be printed to the
console.
Yahoo! Finance instrument symbol.
Numeric; first date of desired data, in YYYYMMDD format. Default is first date of series.
Numeric; last date of desired data, in YYYYMMDD format. Default is last date of series.
Desired data frequency. One of "daily", "weekly",
"monthly".
Type of data to return. One of "price", or
"split". type="split" will return both split and dividend
data.
Logical; if TRUE, the Open, High, Low, and Close prices
will be adjusted for dividends and splits, and Volume will be adjusted for
dividends.
As of TTR 0.23-2, getYahooData has been patched to work with changes
to Yahoo Finance, which also included the following changes to the raw data:
The adjusted close column appears to no longer include dividend adjustments
The open, high, and low columns are adjusted for splits, and
The raw data may contain missing values.
The raw data may contain errors.
As of TTR 0.24.2, stockSymbols began using data from NASDAQ's FTP
site because the data from the original site is no longer available. This
new file does not contain data for the columns: LastSale, MarketCap,
IPOyear, Sector, and Industry. All the columns still appear in the results,#' but all the values in the columns are set to NA.
Joshua Ulrich
getYahooData fetches individual stock data from the Yahoo! Finance
website. It also adjusts price for splits and dividends, and volume for
splits. See the Warning section, and note that it is deprecated in favor
of getSymbols in the quantmod package.
stockSymbols fetches instrument symbols from the nasdaq.com website,
and adjusts the symbols to be compatible with the Yahoo! Finance website.
### Note: you must have a working internet
### connection for these examples to work!
if (interactive()) {
ge <- getYahooData("GE", 19990404, 20050607, adjust = FALSE)
nyse.symbols <- stockSymbols("NYSE")
}
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