get.hist.quote | R Documentation |
Download historical financial data from a given data provider over the WWW.
get.hist.quote(instrument = "^gdax", start, end,
quote = c("Open", "High", "Low", "Close"),
provider = c("yahoo"), method = NULL,
origin = "1899-12-30", compression = "d",
retclass = c("zoo", "ts"), quiet = FALSE, drop = FALSE)
instrument |
a character string giving the name of the quote symbol to download. See the web page of the data provider for information about the available quote symbols. |
start |
an R object specifying the date of the start of the
period to download. This must be in a form which is recognized by
|
end |
an R object specifying the end of the download period, see above. Defaults to yesterday. |
quote |
a character string or vector indicating whether to
download opening, high, low, or closing quotes, or volume. For the
default provider, this can be specified as |
provider |
a character string with the name of the data
provider. Currently, only |
method |
No longer used. |
origin |
an R object specifying the origin of the Julian dates, see above. Defaults to 1899-12-30 (Popular spreadsheet programs internally also use Julian dates with this origin). |
compression |
Governs the granularity of the retrieved data;
|
retclass |
character specifying which class the return value
should have: can be either |
quiet |
logical. Should status messages (if any) be suppressed? |
drop |
logical. If |
A time series containing the data either as a "zoo"
series
(default) or a "ts"
series. The "zoo"
series is created
with zoo
and has an index of class "Date"
.
If a "ts"
series is returned, the index is in physical time,
i.e., weekends, holidays, and missing days are filled with NA
s
if not available. The time scale is given in Julian dates (days since
the origin
).
A. Trapletti
getSymbols
for downloads from various
providers;
zoo
,
ts
,
as.Date
,
as.POSIXct
,
tryCatch({
x <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
quote = "Close")
plot(x)
x <- get.hist.quote(instrument = "ibm", quote = c("Cl", "Vol"))
plot(x, main = "International Business Machines Corp")
spc <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
quote = "Close")
ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01",
quote = "Adj")
require("zoo") # For merge() method.
x <- merge(spc, ibm)
plot(x, main = "IBM vs S&P 500")
}, error = identity)
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