R: Fetch Internet Data

stockSymbols {TTR} | R Documentation

## Fetch Internet Data

### Description

Get investment data from the internet.

### Usage

    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)

### Arguments

`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 `"Name"`, `"Symbol"`, `"Market.Cap"`, or `"Exchange"`.
`quiet` | Logical; if `TRUE`, status messages will be printed to the console.
`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 `"daily"`, `"weekly"`, `"monthly"`.
`type` | Type of data to return. One of `"price"`, or `"split"`. `type="split"` will return both split and dividend data.
`adjust` | Logical; if `TRUE`, the Open, High, Low, and Close prices will be adjusted for dividends and splits, and Volume will be adjusted for dividends.

### Details

`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.

### Value

`getYahooData` returns an xts object containing the columns:

`stockSymbols` returns a character vector containing all the listed symbols for the given exchanges.

Date

  Trade date, in CCYYMMDD format.

Open

  Open price.

High

  High price.

Low

  Low price.

Close

  Close price.

Volume

  Volume.

### Note

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.

### Author(s)

Joshua Ulrich

### Examples

    ### Note: you must have a working internet
    ### connection for these examples to work!
    ibm <- getYahooData("IBM", 19990404, 20050607)

    nyse.symbols <- stockSymbols("NYSE")

[Package TTR version 0.23-1 Index]