download_data: Download financial data from Yahoo Finance

In fHMM: Fitting Hidden Markov Models to Financial Data

Download financial data from Yahoo Finance

Description

This function downloads financial data from https://finance.yahoo.com/ and returns it as a data.frame.

Usage

download_data(
  symbol,
  from = "1902-01-01",
  to = Sys.Date(),
  fill_dates = FALSE,
  columns = c("Date", "Open", "High", "Low", "Close", "Adj.Close", "Volume")
)

Arguments

symbol	A character, the stock's symbol. It must match the identifier on https://finance.yahoo.com/.
from	A character in the format "YYYY-MM-DD", setting the lower data bound. Must not be earlier than "1902-01-01" (default).
to	A character in the format "YYYY-MM-DD", setting the upper data bound. Default is the current date Sys.date().
fill_dates	Set to TRUE to fill missing dates (e.g., days at which the stock market is closed) with NA's. By default, fill_dates = FALSE.
columns	A character of requested data columns, see the details. By default, all columns are returned.

Details

Yahoo Finance provides historical daily data for stocks or indices. The following data columns are available:

• Date: The date.

• Open: Opening price.

• High: Highest price.

• Low: Lowest price.

• Close: Close price adjusted for splits.

• Adj.Close: Close price adjusted for dividends and splits.

• Volume: Trade volume.

Value

A data.frame.

Examples

### 21st century DAX closing prices
data <- download_data(
  symbol = "^GDAXI", from = "2000-01-01", columns = c("Date", "Close"),
  fill_dates = TRUE
)
head(data)

fHMM documentation built on April 3, 2025, 5:49 p.m.