getSplits: Load Financial Split Data

In quantmod: Quantitative Financial Modelling Framework

Load Financial Split Data

Description

Download, or download and append stock split data from Yahoo! Finance.

Usage

getSplits(Symbol, 
          from = "1970-01-01",
          to = Sys.Date(), 
          env = parent.frame(), 
          src = "yahoo", 
          auto.assign = FALSE, 
          auto.update = FALSE, 
          verbose = FALSE,
          ...,
          curl.options = list())

Arguments

Symbol	The Yahoo! stock symbol
from	date from in CCYY-MM-DD format
to	date to in CCYY-MM-DD format
env	where to create object
src	data source (only yahoo is valid at present)
auto.assign	should results be loaded to env
auto.update	automatically add split to data object
verbose	display status of retrieval
...	currently unused
curl.options	options passed to curl::curl

Details

Eventually destined to be a wrapper function along the lines of getSymbols to different sources - this currently only support Yahoo data.

Value

If auto.assign is TRUE, the symbol will be written to the environment specified in env with a .div appended to the name.

If auto.update is TRUE and the object is of class xts, the dividends will be included as an attribute of the original object and be reassigned to the environment specified by env.

All other cases will return the split data as an xts object. NA is returned if there is no split data.

Note

This function is very preliminary - and will most likely change significantly in the future.

Author(s)

Josh Ulrich

References

Yahoo! Finance: https://finance.yahoo.com

See Also

getSymbols, getDividends

Examples

## Not run: 
getSymbols("MSFT")
getSplits("MSFT")

getSplits(MSFT)

## End(Not run)

quantmod documentation built on May 29, 2024, 8:03 a.m.