webImport {fBasics} | R Documentation |
A collection of functions to import financial and economic market
from the Internet.
The functions are:
1 | economagicImport | Economic time series from Economagic's Web site, |
2 | yahooImport | Daily stock market data from Yahoo's Web site, |
3 | keystatsImport | Key Statistics on Shares from Yahoo's Web site. |
economagicImport(file = "tempfile", source = "http://www.economagic.com/em-cgi/data.exe/", query, frequency = c("quarterly", "monthly", "daily"), save = FALSE, colname = "VALUE", try = TRUE) yahooImport(file = "tempfile", source = "http://chart.yahoo.com/table.csv?", query, save=FALSE, try = TRUE) keystatsImport(file = "tempfile", source = "http://finance.yahoo.com/q/ks?s=", query, save = FALSE, try = TRUE)
colname |
a character string which defines the name of the value column. By default "VALUE". |
file |
a character string with filename, usually having extension ".csv", where to save the downloaded data. |
frequency |
a character string, one of "quarterly", "monthly", or "daily", defining the frequency of the data records. |
query |
a character string, denoting the location of the data at the web site. |
save |
a logical value, if set to TRUE the downloaded data file will be
stored under the path and file name specified by the
string file . By default FALSE.
|
source |
a character string with the download URL. |
try |
a logical value, if set to TRUE the Internet access will be checked. |
Import data from www.economagic.com
Frequently requested data files from Economagic for the US economy include:
[query] | Description: |
var/leading-ind-long | Index of Leading Economic Indicators |
beana/t102l01 | Real Gross Domestic Product |
fedstl/trsp500 | SP 500 Total Return |
fedstl/gnp | Gross National Product in Current Dollars |
var/cpiu-long | Consumer Price Index - All Urban Consumers |
feddal/ru | Unemployment Rate |
fedstl/indpro | Total Industrial Production Index |
fedstl/exjpus+2 | FX Rate: Japanese Yen to one US Dollar |
fedstl/fedfunds+2 | Federal Funds Rate |
fedstl/mdiscrt+2 | Discount Rate |
fedbog/tcm30y+2 | 30-Year Treasury Constant Maturity Rate |
fedstl/mprime+2 | Bank Prime Loan Rate |
fedstl/tb3ms+2 | 3-Month Treasury Bills - Secondary Market |
fedstl/tb6ms+2 | 6-Month Treasury Bills - Secondary Market |
fedbog/cm+2 | 30 Year Federal Home Loan Mortgages |
var/west-texas-crude-long | Price of West Texas Intermediate Crude |
Import data from chart.yahoo.com:
The query string is given as
s=SYMBOL&a=DD&b=MM&c=CCYY&g=d&q=q&z=SYMBOL&x=.csv
where SYMBOL
has to replaced by the symbol name of the
instrument, and DD
, MM
, and CCYY
by the
day, month-1 and century/year when the time series should start.
Here are some examples of symbols:
[query] | Description: |
^DJI | Dow Jones 30 Industrial Averages |
^NYA | New York Stock Exchange Composite |
^NDX | Nasdaq 100 Index |
^IXIC | Nasdaq Composite Index |
^TYX | US 30Y Treasury Bond Index |
IBM | BM DJIA Stock |
KO | Coca-Cola DJIA Stock |
The meaning of the tokens in the query string are the following:
Token | Description |
s | Selected Ticker-Symbol |
a | First Quote starts with Month (mm) |
b | First Quote starts with Day (dd) |
c | First Quote starts with Year (ccyy) |
d | Last Quote ends with Month (mm) |
e | Last Quote ends with Day (dd) |
f | Last Quote ends with Year (ccyy) |
z | Selected Ticker-Symbol |
Month tokens range between 0 and 11 for January to December!
Key Statistics data from finance.yahoo.com:
The functions downloads the key statistics for the specified
equity query and returns the result as a two column data frame.
The key names included are: "Market Cap", "Enterprise Value",
"Trailing P/E", "Forward P/E", "PEG Ratio", "Price/Sales",
"Price/Book", "Enterprise Value/Revenue", "Enterprise Value/EBITDA",
"Annual Dividend", "Dividend Yield", "Beta",
"52-Week Change", "52-Week High", and "52-Week Low".
A data frame with the downloaded data records or key statistics.
Diethelm Wuertz for this R-port.
## Not run: ## economagicImport - xmpBasics("\nStart: Daily Foreign Exchange Rates > ") USDEUR = economagicImport(query = "fedny/day-fxus2eu", frequency = "daily", colname = "USDEUR", try = TRUE) # Print if Internet Download was Successful: if(!is.null(USDEUR)) print(USDEUR[1:20, ]) ## economagicImport - xmpBasics("\nNext: USFEDFUNDS Monthly US FedFunds Rates > ") USFEDFUNDS = economagicImport(query = "fedstl/fedfunds+2", frequency = "monthly", colname = "USFEDFUNDS", try = TRUE) if(!is.null(USFEDFUNDS)) print(USFEDFUNDS[1:20, ]) ## economagicImport - xmpBasics("\nNext: USDGNP Quarterly GNP Data Records > ") USGNP = economagicImport(query = "fedstl/gnp", frequency = "quarterly", colname = "USGNP", try = TRUE) if(!is.null(USGNP)) print(USGNP[1:20, ]) ## yahooImport - xmpBasics("\nNext: IBM Shares from Yahoo > ") # [test 19/20 century change 01-12-1999 -- 31-01-2000] IBM = yahooImport( query = "s=IBM&a=11&b=1&c=1999&d=0&q=31&f=2000&z=IBM&x=.csv", try = TRUE) if (!is.null(IBM)) print(IBM[1:20, ]) ## keystatsImport - xmpBasics("\nNext: Key Statistics IBM Shares from Yahoo > ") keystatsImport(query = "IBM" ## End(Not run)