getTWSE.fiveSecond: Download Download 5-second index price from the Taiwan Stock...
In JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics
View source: R/07dataDownload.R
getTWSE.fiveSecond R Documentation
Download Download 5-second index price from the Taiwan Stock Exchange
Description
It downloads Download 5-second financial index from the Taiwan Stock Exchange.
Usage
getTWSE.fiveSecond(ymd=NULL,skip=2,index.names=NULL)
Arguments
ymd
The year-month-day format of data retrived, for example, "2022-05-03". If unspecified, the default is the Sys.date(); if Saturday, it moves back to Friday; if Sunday, it moves to Monday.
skip
The rows to skip, since the web usually contains empty space or notes in the beginning, currently, skip 2 lines is OK, however, it skipped 1. Therefore, the parameter can be checked if it changes again.
index.names
The colnames (names of index price) of the dataset are originally in Chinese characters, to avoid language problem, we changed it to V1~V34. Users may offer your own colnames here.
Details
This function connects with <"https://www.twse.com.tw/exchangeReport/MI_5MINS_INDEX"> and downloads the specified market data. The rownames of downloaded data embeds the timestamp already.
Value
data
The data retrieved.
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
Examples
#getTWSE.fiveSecond(ymd="2022-05-03",skip=2,index.names=NULL)$data
JFE documentation built on Aug. 28, 2023, 9:06 a.m.
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View source: R/07dataDownload.R
| getTWSE.fiveSecond | R Documentation |
Download Download 5-second index price from the Taiwan Stock Exchange
Description
It downloads Download 5-second financial index from the Taiwan Stock Exchange.
Usage
getTWSE.fiveSecond(ymd=NULL,skip=2,index.names=NULL)
Arguments
ymd |
The year-month-day format of data retrived, for example, "2022-05-03". If unspecified, the default is the Sys.date(); if Saturday, it moves back to Friday; if Sunday, it moves to Monday. |
skip |
The rows to skip, since the web usually contains empty space or notes in the beginning, currently, skip 2 lines is OK, however, it skipped 1. Therefore, the parameter can be checked if it changes again. |
index.names |
The colnames (names of index price) of the dataset are originally in Chinese characters, to avoid language problem, we changed it to V1~V34. Users may offer your own colnames here. |
Details
This function connects with <"https://www.twse.com.tw/exchangeReport/MI_5MINS_INDEX"> and downloads the specified market data. The rownames of downloaded data embeds the timestamp already.
Value
data |
The data retrieved. |
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
Examples
#getTWSE.fiveSecond(ymd="2022-05-03",skip=2,index.names=NULL)$data
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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