stockSymbols {TTR} | R Documentation |
Get investment data from the internet.
stockSymbols(exchange = c("AMEX", "NASDAQ", "NYSE"), sort.by = c("Exchange", "Symbol"), quiet = FALSE) getYahooData(symbol, start, end, freq = "daily", type = "price", adjust = TRUE, quiet = FALSE)
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 |
quiet |
Logical; if |
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 |
type |
Type of data to return. One of |
adjust |
Logical; if |
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 an xts object containing the columns:
stockSymbols
returns a character vector containing all the listed
symbols for the given exchanges.
Trade date, in CCYYMMDD format.
Open price.
High price.
Low price.
Close price.
Volume.
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.
Joshua Ulrich
### Note: you must have a working internet ### connection for these examples to work! ibm <- getYahooData("IBM", 19990404, 20050607) nyse.symbols <- stockSymbols("NYSE")