get.hist.quote {tseries} | R Documentation |
Download historical financial data from a given data provider over the WWW.
get.hist.quote(instrument = "^gdax", start, end, quote = c("Open", "High", "Low", "Close"), provider = "yahoo", method = "auto", origin = "1899-12-30")
instrument |
a character string giving the name of the quote symbol to download. See the web page of the data provider for information about the available quote symbols. |
start |
an R object specifying the date of the start of the
period to download. This must be in a form which is recognized by
as.POSIXct , which includes R POSIX date/time objects,
objects of class "date" (from package date ) and
"chron" and "dates" (from package chron ), and
character strings representing dates in ISO 8601 format. Defaults
to 1992-01-02. |
end |
an R object specifying the end of the download period, see above. Defaults to yesterday. |
quote |
a character string or vector indicating whether to
download opening, high, low, or closing quotes, or volume. For the
default provider, this can be specified as "Open" ,
"High" , "Low" , "Close" , and "Volume" ,
respectively. Abbreviations are allowed. |
provider |
a character string with the name of the data
provider. Currently, only "yahoo" is implemented. See
http://quote.yahoo.com/ for more information. |
method |
tool to be used for downloading the data. See
download.file for the available download methods. |
origin |
an R object specifying the origin of the Julian dates, see above. Defaults to 1899-12-30 (Popular spreadsheet programs internally also use Julian dates with this origin). |
A time series containing the data in physical time, i.e., weekends,
holidays, and missing days are filled with NA
s. The time scale
is given in Julian dates (days since the origin
).
A. Trapletti
ts
,
as.POSIXct
,
download.file
;
http://quote.yahoo.com/
x <- get.hist.quote(instrument = "^spc", start = "1998-01-01", quote = "Close") plot(x) x <- get.hist.quote(instrument = "ibm", quote = c("Cl", "Vol")) plot(x, main = "International Business Machines Corp") spc <- get.hist.quote(instrument = "^spc", start = "1998-01-01") ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01") x <- na.remove(ts.union(spc, ibm)) plot(x, main = "IBM vs S&P 500")