setSymbolLookup.FI: Set quantmod-style SymbolLookup for instruments

In FinancialInstrument: Financial Instrument Modeling Infrastructure

Set quantmod-style SymbolLookup for instruments

Description

This function exists to tell getSymbols where to look for your repository of market data.

Usage

setSymbolLookup.FI(
  base_dir,
  Symbols,
  ...,
  split_method = c("days", "common"),
  storage_method = "rda",
  use_identifier = "primary_id",
  extension = "rda",
  src = "FI"
)

Arguments

base_dir	string specifying the base directory where data is stored, see Details
Symbols	character vector of names of instruments for which to setSymbolLookup
...	any other passthru parameters
split_method	string specifying the method files are split, currently ‘days’ or ‘common’, see Details
storage_method	currently only ‘rda’, but we will eventually support ‘indexing’ at least, and maybe others
use_identifier	string identifying which column should be use to construct the primary_id of the instrument, default 'primary_id'
extension	file extension, default "rda"
src	which getSymbols sub-type to use, default getSymbols.FI by setting 'FI'

Details

The base_dir parameter must be set or the function will fail. This will vary by your local environment and operating system. For mixed-OS environments, we recommend doing some OS-detection and setting the network share to your data to a common location by operating system. For example, all Windows machines may use “M:/” and all *nix-style (linux, Mac) machines may use “/mnt/mktdata/”.

The split_method currently allows either ‘days’ or ‘common’, and expects the file or files to be in sub-directories named for the symbol. In high frequency data, it is standard practice to split the data by days, which is why that option is the default.

Value

No meaningful return value. Called for the side effect of updating the 'quantmod' symbol lookup table for the requested instruments.

See Also

getSymbols.FI, instrument_attr, load.instruments, loadInstruments, setSymbolLookup

FinancialInstrument documentation built on Aug. 4, 2026, 5:10 p.m.