webImport {fBasics}R Documentation

Import Market Data from the Internet

Description

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.

Usage

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) 

Arguments

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.

Details

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".

Value

A data frame with the downloaded data records or key statistics.

Author(s)

Diethelm Wuertz for this R-port.

Examples

## 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)

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