The Rmetrics "fImport" package is a collection of utility functions to download and manage data sets from the Internet or from other sources.
The major content of this package is to provide download functions for financial market data from the Internet. For this we have implemented the web text browsers "Lynx", "Links", and "W3M" for an easy and straightforward download of data from the Internet.
Furthermore helpful utility functions are included to split numerical
data matrices, to split date character vectors, and to split strings
from downloads. This allows to create in a very easy way
timeSeries objects.
Examples are provided for downloading data from the Federal Reserve data base in St. Louis web portal.
The data part contains instruments listings from the American Stock Exchange, from the FED H15 Report, from the NASDAQ Stock Market, from the New York Stock Exchange, of OANDAs Foreign Exchange Rates, of STOXX Indices, and from the Swiss Stock Exchange.
For the download of spread sheets from the Internet we refer to the
functions gdata::read.xls and xlsx::read.xlsx for the
contributed R packages gdata and xlsx respectively.
The package makes functions available to download financial market data from the internet. Currently functions are available for the follwing web sites. The functions are:
fredSeries downloads data from research.stlouisfed.org
The economic and financial time series data are extractes as objects
of class "timeSeries".
The package comes with the following tailored readers and web downloaders:
read.lines a synonym function call to readLines
read.links uses the links browser to read from a web page
read.lynx uses the lynx browser to read from a web page
read.w3m uses the w3m browser to read from a web page
This section provides functions to split numerical data matrices, to split date character vectors, and to split strings from downloads:
dataSplit splits a data matrix from a downloaded file
charvecSplit splits a charvec vector from a downloaded file
stringSplit splits a string vector from a downloaded file
The fImport Rmetrics package is written for educational
support in teaching "Computational Finance and Financial Engineering"
and licensed under the GPL.