quantmod (version 0.4.20)

getSymbols.SQLite: Retrieve Data from SQLite Database

Description

Fetch data from SQLite database. As with other methods extending getSymbols this function should NOT be called directly.

Usage

getSymbols.SQLite(Symbols,
                  env,
                  return.class = 'xts',
                  db.fields = c("row_names",
                                "Open",
                                "High",
                                "Low",
                                "Close",
                                "Volume",
                                "Adjusted"),
                  field.names = NULL,
                  dbname = NULL,
                  POSIX = TRUE,
                  ...)

Value

A call to getSymbols.SQLite will load into the specified environment one object for each 'Symbol' specified, with class defined by 'return.class'.

Arguments

Symbols

a character vector specifying the names of each symbol to be loaded

env

where to create the objects

return.class

desired class of returned object

db.fields

character vector naming fields to retrieve

field.names

names to assign to returned columns

dbname

database name

POSIX

are rownames numeric

...

additional arguments

Author

Jeffrey A. Ryan

Details

Meant to be called internally by getSymbols (see also)

One of a few currently defined methods for loading data for use with 'quantmod'. Its use requires the packages 'DBI' and 'RSQLite', along with a SQLite database.

The purpose of this abstraction is to make transparent the 'source' of the data, allowing instead the user to concentrate on the data itself.

References

• SQLite https://www.sqlite.org/index.html

  David A. James RSQLite: SQLite interface for R

  R-SIG-DB. DBI: R Database Interface

See Also

getSymbols

Examples

if (FALSE) {
getSymbols("QQQQ",src="SQLite")
}