WebData {TTR} | R Documentation |
Get investment data from the internet.
getYahooData(symbol, start, end, freq="daily", type="price", adjust=TRUE, quiet=FALSE) stockSymbols(exchange=c("AMEX","NASDAQ","NYSE"), sort.by=c("Exchange","Symbol"), quiet=FALSE)
symbol |
Yahoo! Finance instrument symbol. |
start |
Numeric; first date of desired data, in YYYYMMDD format. Default is first date of series. |
end |
Numeric; last date of desired data, in YYYYMMDD format. Default is last date of series. |
freq |
Desired data frequency. One of "daily" , "weekly" ,
"monthly" . |
type |
Type of data to return. One of "price" , or "split" .
type="split" will return both split and dividend data. |
adjust |
Logical; if TRUE , the Open, High, Low, and Close prices will
be adjusted for dividends and splits, and Volume will be adjusted for dividends. |
quiet |
Logical; if TRUE , status messages will be printed to the console. |
exchange |
Character vector of exchange names on which desired instrument symbols are traded. |
sort.by |
Character vector of columns by which returned data will be sorted. Must be
one or more of "Name" , "Symbol" , "Market.Cap" , or "Exchange" . |
getYahooData
fetches individual stock data from the Yahoo! Finance website.
It also adjusts price for splits and dividends, and volume for splits.
stockSymbols
fetches instrument symbols from the nasdaq.com website, and
adjusts the symbols to be compatible with the Yahoo! Finance website.
getYahooData
returns a numeric matrix containing the columns:
Date |
Trade date, in CCYYMMDD format. |
Open |
Open price. |
High |
High price. |
Low |
Low price. |
Close |
Close price. |
Volume |
Volume. |
stockSymbols
returns a character vector containing all the listed symbols for the
given exchanges.
The symbols returned by stockSymbols
may not be in the format necessary to retrieve data
using getYahooData
.
getYahooData
has only been tested on daily data. It isn't known if the function correctly
adjusts data for any other frequency.
Josh Ulrich
### Note: you must have a working internet ### connection for these examples to work! ibm <- getYahooData("IBM", 19990404, 20050607) nyse.symbols <- stockSymbols("NYSE")