00fImport-package: Import data from the web

In fImport: Rmetrics - Importing Economic and Financial Data

Import data from the web

Description

The Rmetrics "fImport" package is a collection of utility functions to download and manage data sets from the Internet or from other sources.

1 Introduction

The major content of this package is to provide download functions for financial market data from the Internet. For this we have implemented the web text browsers "Lynx", "Links", and "W3M" for an easy and straightforward download of data from the Internet.

Furthermore helpful utility functions are included to split numerical data matrices, to split date character vectors, and to split strings from downloads. This allows to create in a very easy way timeSeries objects.

Examples are provided for downloading data from the Federal Reserve data base in St. Louis web portal.

The data part contains instruments listings from the American Stock Exchange, from the FED H15 Report, from the NASDAQ Stock Market, from the New York Stock Exchange, of OANDAs Foreign Exchange Rates, of STOXX Indices, and from the Swiss Stock Exchange.

For the download of spread sheets from the Internet we refer to the functions gdata::read.xls and xlsx::read.xlsx for the contributed R packages gdata and xlsx respectively.

2 Download Functions

The package makes functions available to download financial market data from the internet. Currently functions are available for the follwing web sites. The functions are:

    fredSeries      downloads data from research.stlouisfed.org
    
    
    

The economic and financial time series data are extractes as objects of class "timeSeries".

3 Readers and Web downloaders

The package comes with the following tailored readers and web downloaders:

    read.lines      a synonym function call to readLines
    read.links      uses the links browser to read from a web page
    read.lynx       uses the lynx browser to read from a web page
    read.w3m        uses the w3m browser to read from a web page
    

4 Split Function Utilities

This section provides functions to split numerical data matrices, to split date character vectors, and to split strings from downloads:

    dataSplit       splits a data matrix from a downloaded file
    charvecSplit    splits a charvec vector from a downloaded file
    stringSplit     splits a string vector from a downloaded file
    

About Rmetrics

The fImport Rmetrics package is written for educational support in teaching "Computational Finance and Financial Engineering" and licensed under the GPL.

fImport documentation built on July 21, 2022, 9:05 a.m.