getSymbols {quantmod} | R Documentation |
Functions to manage Symbols
in
specified environment. Used by specifyModel
to retrieve symbols specified in first step of modelling
procedure. Not a true S3 method, but methods for different
data sources follow an S3-like naming convention. Additional
methods can be added by simply adhering to the convention.
Current src
methods available are: yahoo, google,
MySQL, FRED, csv, RData, and Oanda.
getSymbols(Symbols = NULL, env = .GlobalEnv, reload.Symbols = FALSE, verbose = FALSE, warnings = TRUE, src = "yahoo", symbol.lookup = TRUE, ...) showSymbols(env=.GlobalEnv) removeSymbols(Symbols=NULL,env=.GlobalEnv) saveSymbols(Symbols = NULL, file.path=stop("must specify 'file.path'"), env = .GlobalEnv)
Symbols |
a character vector specifying the names of each symbol to be loaded |
env |
where to create objects. (.GlobalEnv) |
reload.Symbols |
boolean to reload current symbols in specified environment. (FALSE) |
verbose |
boolean to turn on status of retrieval. (FALSE) |
warnings |
boolean to turn on warnings. (TRUE) |
src |
character string specifying sourcing method. (yahoo) |
symbol.lookup |
retrieve symbol's sourcing method from external lookup (TRUE) |
file.path |
character string of file location |
... |
additional parameters |
getSymbols
first looks to the local environment for
matching symbols. If found, the next symbol in Symbols
is attempted, if not found, it is skipped and a warning will
be displayed. Upon completion a list of
loaded symbols is stored in the global environment
under the name .getSymbols
.
Objects loaded by getSymbols
can be viewed with
showSymbols
and
removed by a call to removeSymbols
. Additional
retrieval methods can be
created simply following the S3-like naming
convention where getSymbols.NAME
is used for your function NAME. See getSymbols.skeleton
.
setDefaults(getSymbols)
can be used to
specify defaults for all passed getSymbols
arguments.
setDefaults(getSymbols.MySQL)
for arguments
specific to getSymbols.MySQL
, etc.
The “sourcing” of data is managed internally
through a complex lookup procedure. If symbol.lookup
is TRUE (the default), a check is made if any symbol
has had its source specified by setSymbolLookup
.
If not set, the process continues by checking to see if
src
has been specified by the user in the
function call. If not, any src
defined with
setDefaults(getSymbols,src=)
is used.
Finally, if none of the other source rules apply
the default getSymbols
src
method is
used (‘yahoo’).
A call to getSymbols will load into the specified
environment one object for each
Symbol
specified, with class defined
by return.class
.
While it is possible to load symbols as classes other
than zoo
, quantmod requires most, if not
all, data to be of class zoo
or inherited
from zoo
- e.g. quantmod.OHLC
. The additional
methods are meant mainly to be of use for those
using the functionality elsewhere.
Jeffrey A. Ryan
getModelData
,specifyModel
,
setSymbolLookup
,
getSymbols.csv
,
getSymbols.RData
,
getSymbols.oanda
,
getSymbols.yahoo
,
getSymbols.google
,
getSymbols.FRED
,
## Not run: setSymbolLookup(QQQQ='yahoo',SPY='MySQL') getSymbols(c('QQQQ','SPY')) # loads QQQQ from yahoo (set with setSymbolLookup) # loads SPY from MySQL (set with setSymbolLookup) getSymbols('F') # loads Ford market data from yahoo (the formal default) setDefaults(getSymbols,verbose=TRUE,src='MySQL') getSymbols('DIA') # loads symbol from MySQL database (set with setDefaults) getSymbols('F',src='yahoo',return.class='ts') # loads Ford as time series class ts ## End(Not run)