R: Get quantitative data in 'tibble' format

tq_get {tidyquant} | R Documentation

## Get quantitative data in `tibble` format

### Description

Get quantitative data in `tibble` format

### Usage

    tq_get(x, get = "stock.prices", complete_cases = TRUE, ...)

    tq_get_options()

### Arguments

`x` | A single character string, a character vector or tibble representing a single (or multiple) stock symbol, metal symbol, currency combination, FRED code, etc.
`get` | A character string representing the type of data to get for `x`. Options include: `"stock.prices"`: Get the open, high, low, close, volume and adjusted stock prices for a stock symbol from Yahoo Finance. Wrapper for `quantmod::getSymbols()`. `"stock.prices.japan"`: Get the open, high, low, close, volume and adjusted stock prices for a stock symbol from Yahoo Finance Japan. Wrapper for `quantmod::getSymbols.yahooj()`. `"economic.data"`: Get economic data from FRED. rapper for `quantmod::getSymbols.FRED()`. `"quandl"`: Get data sets from Quandl. Wrapper for `Quandl::Quandl()`. See also `quandl_api_key()`. `"quandl.datatable"`: Get data tables from Quandl. Wrapper for `Quandl::Quandl.datatable()`. See also `quandl_api_key()`. `"tiingo"`: Get data sets from Tiingo. Wrapper for `riingo::riingo_prices()`. See also `tiingo_api_key()`. `"tiingo.iex"`: Get data sets from Tiingo. Wrapper for `riingo::riingo_iex_prices()`. See also `tiingo_api_key()`. `"tiingo.crypto"`: Get data sets from Tiingo. Wrapper for `riingo::riingo_crypto_prices()`. See also `tiingo_api_key()`. `"alphavantager"`: Get data sets from Alpha Vantage. Wrapper for `alphavantager::av_get()`. See also `av_api_key()`. `"rblpapi"`: Get data sets from Bloomberg. Wrapper for `Rblpapi`. See also `Rblpapi::blpConnect()` to connect to Bloomberg terminal (required). Use the argument `rblpapi_fun` to set the function such as "bdh" (default), "bds", or "bdp".
`complete_cases` | Removes symbols that return an NA value due to an error with the get call such as sending an incorrect symbol "XYZ" to get = "stock.prices". This is useful in scaling so user does not need to add an extra step to remove these rows. `TRUE` by default, and a warning message is generated for any rows removed.
`...` | Additional parameters passed to the "wrapped" function. Investigate underlying functions to see full list of arguments. Common optional parameters include: `from`: Standardized for time series functions in `quantmod`, `quandl`, `tiingo`, `alphavantager` packages. A character string representing a start date in YYYY-MM-DD format. `to`: Standardized for time series functions in `quantmod`, `quandl`, `tiingo`, `alphavantager` packages. A character string representing a end date in YYYY-MM-DD format.

### Details

`tq_get()` is a consolidated function that gets data from various web sources. The function is a wrapper for several `quantmod` functions, `Quandl` functions, and also gets data from websources unavailable in other packages. The results are always returned as a `tibble`. The advantages are (1) only one function is needed for all data sources and (2) the function can be seemlessly used with the tidyverse: `purrr`, `tidyr`, and `dplyr` verbs.

`tq_get_options()` returns a list of valid `get` options you can choose from.

`tq_get_stock_index_options()` Is deprecated and will be removed in the next version. Please use `tq_index_options()` instead.

### Value

Returns data in the form of a `tibble` object.

### See Also

- `tq_index()` to get a ful list of stocks in an index.

- `tq_exchange()` to get a ful list of stocks in an exchange.

- `quandl_api_key()` to set the api key for collecting data via the `"quandl"` get option.

- `tiingo_api_key()` to set the api key for collecting data via the `"tiingo"` get option.

- `av_api_key()` to set the api key for collecting data via the `"alphavantage"` get option.

### Examples

    # Load libraries
    library(tidyquant)
    library(tidyverse)

    # Get the list of `get` options
    tq_get_options()

    # Get stock prices for a stock from Yahoo
    aapl_stock_prices <- tq_get("AAPL")

    # Get stock prices for multiple stocks
    mult_stocks <- tq_get(c("FB", "AMZN"),
                          get  = "stock.prices",
                          from = "2016-01-01",
                          to   = "2017-01-01")

    ## Not run:

    # --- Quandl ---

    quandl_api_key('<your_api_key>')

    # Energy data from EIA
    tq_get("EIA/PET_MTTIMUS1_M", get = "quandl", from = "2010-01-01")

    # --- Tiingo ---

    tiingo_api_key('<your_api_key>')

    # Tiingo Prices (Free alternative to Yahoo Finance!)
    tq_get(c("AAPL", "GOOG"), get = "tiingo", from = "2010-01-01")

    # Sub-daily prices from IEX ----
    tq_get(c("AAPL", "GOOG"),
           get = "tiingo.iex",
           from   = "2020-01-01",
           to     = "2020-01-15",
           resample_frequency = "5min")

    # Tiingo Bitcoin Prices ----
    tq_get(c("btcusd", "btceur"),
           get    = "tiingo.crypto",
           from   = "2020-01-01",
           to     = "2020-01-15",
           resample_frequency = "5min")

    # --- Alpha Vantage ---

    av_api_key('<your_api_key>')

    # Daily Time Series
    tq_get("AAPL",
           get        = "alphavantager",
           av_fun     = "TIME_SERIES_DAILY_ADJUSTED",
           outputsize = "full")

    # Intraday 15 Min Interval
    tq_get("AAPL",
           get        = "alphavantage",
           av_fun     = "TIME_SERIES_INTRADAY",
           interval   = "15min",
           outputsize = "full")

    # FX DAILY
    tq_get("USD/EUR", get = "alphavantage", av_fun = "FX_DAILY", outputsize = "full")

    # FX REAL-TIME QUOTE
    tq_get("USD/EUR", get = "alphavantage", av_fun = "CURRENCY_EXCHANGE_RATE")

    ## End(Not run)

[Package tidyquant version 1.0.0 Index]