
tibble
formatGet quantitative data in tibble
format
tq_get(x, get = "stock.prices", complete_cases = TRUE, ...)tq_get_options()
Returns data in the form of a tibble
object.
A single character string, a character vector or tibble representing a single (or multiple) stock symbol, metal symbol, currency combination, FRED code, etc.
A character string representing the type of data to get
for x
. Options include:
"stock.prices"
: Get the open, high, low, close, volume and adjusted
stock prices for a stock symbol from
Yahoo Finance (https://finance.yahoo.com/). Wrapper for quantmod::getSymbols()
.
"dividends"
: Get the dividends for a stock symbol from
Yahoo Finance (https://finance.yahoo.com/). Wrapper for quantmod::getDividends()
.
"splits"
: Get the split ratio for a stock symbol from
Yahoo Finance (https://finance.yahoo.com/). Wrapper for quantmod::getSplits()
.
"stock.prices.japan"
: Get the open, high, low, close, volume and adjusted
stock prices for a stock symbol from
Yahoo Finance Japan. Wrapper for quantmod::getSymbols.yahooj()
.
"economic.data"
: Get economic data from
FRED. rapper for quantmod::getSymbols.FRED()
.
"quandl"
: Get data sets from
Quandl. Wrapper for Quandl::Quandl()
.
See also quandl_api_key()
.
"quandl.datatable"
: Get data tables from
Quandl. Wrapper for Quandl::Quandl.datatable()
.
See also quandl_api_key()
.
"tiingo"
: Get data sets from
Tingo (https://www.tiingo.com/). Wrapper for riingo::riingo_prices()
.
See also tiingo_api_key()
.
"tiingo.iex"
: Get data sets from
Tingo (https://www.tiingo.com/). Wrapper for riingo::riingo_iex_prices()
.
See also tiingo_api_key()
.
"tiingo.crypto"
: Get data sets from
Tingo (https://www.tiingo.com/). Wrapper for riingo::riingo_crypto_prices()
.
See also tiingo_api_key()
.
"alphavantager"
: Get data sets from
Alpha Vantage. Wrapper for alphavantager::av_get()
.
See also av_api_key()
.
"rblpapi"
: Get data sets from
Bloomberg. Wrapper for Rblpapi
.
See also Rblpapi::blpConnect()
to connect to Bloomberg terminal (required).
Use the argument rblpapi_fun
to set the function such as "bdh" (default), "bds", or "bdp".
Removes symbols that return an NA value due to an error with the get
call such as sending an incorrect symbol "XYZ" to get = "stock.prices". This is useful in
scaling so user does not need to
add an extra step to remove these rows. TRUE
by default, and a warning
message is generated for any rows removed.
Additional parameters passed to the "wrapped" function. Investigate underlying functions to see full list of arguments. Common optional parameters include:
from
: Standardized for time series functions in quantmod
, quandl
, tiingo
, alphavantager
packages.
A character string representing a start date in
YYYY-MM-DD format.
to
: Standardized for time series functions in quantmod
, quandl
, tiingo
, alphavantager
packages.
A character string representing a end date in
YYYY-MM-DD format.
tq_get()
is a consolidated function that gets data from various
web sources. The function is a wrapper for several quantmod
functions, Quandl
functions, and also gets data from websources unavailable
in other packages.
The results are always returned as a tibble
. The advantages
are (1) only one function is needed for all data sources and (2) the function
can be seamlessly used with the tidyverse: purrr
, tidyr
, and
dplyr
verbs.
tq_get_options()
returns a list of valid get
options you can
choose from.
tq_get_stock_index_options()
Is deprecated and will be removed in the
next version. Please use tq_index_options()
instead.
tq_index()
to get a ful list of stocks in an index.
tq_exchange()
to get a ful list of stocks in an exchange.
quandl_api_key()
to set the api key for collecting data via the "quandl"
get option.
tiingo_api_key()
to set the api key for collecting data via the "tiingo"
get option.
av_api_key()
to set the api key for collecting data via the "alphavantage"
get option.
# Load libraries
# Get the list of `get` options
tq_get_options()
# Get stock prices for a stock from Yahoo
aapl_stock_prices <- tq_get("AAPL")
# Get stock prices for multiple stocks
mult_stocks <- tq_get(c("META", "AMZN"),
get = "stock.prices",
from = "2016-01-01",
to = "2017-01-01")
if (FALSE) {
# --- Quandl ---
if (rlang::is_installed("quandl")) {
quandl_api_key('')
tq_get("EIA/PET_MTTIMUS1_M", get = "quandl", from = "2010-01-01")
}
# Energy data from EIA
# --- Tiingo ---
if (rlang::is_installed("riingo")) {
tiingo_api_key('')
# Tiingo Prices (Free alternative to Yahoo Finance!)
tq_get(c("AAPL", "GOOG"), get = "tiingo", from = "2010-01-01")
# Sub-daily prices from IEX ----
tq_get(c("AAPL", "GOOG"),
get = "tiingo.iex",
from = "2020-01-01",
to = "2020-01-15",
resample_frequency = "5min")
# Tiingo Bitcoin Prices ----
tq_get(c("btcusd", "btceur"),
get = "tiingo.crypto",
from = "2020-01-01",
to = "2020-01-15",
resample_frequency = "5min")
}
# --- Alpha Vantage ---
if (rlang::is_installed("alphavantager")) {
av_api_key('')
# Daily Time Series
tq_get("AAPL",
get = "alphavantager",
av_fun = "TIME_SERIES_DAILY_ADJUSTED",
outputsize = "full")
# Intraday 15 Min Interval
tq_get("AAPL",
get = "alphavantage",
av_fun = "TIME_SERIES_INTRADAY",
interval = "15min",
outputsize = "full")
# FX DAILY
tq_get("USD/EUR", get = "alphavantage", av_fun = "FX_DAILY", outputsize = "full")
# FX REAL-TIME QUOTE
tq_get("USD/EUR", get = "alphavantage", av_fun = "CURRENCY_EXCHANGE_RATE")
}
}
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