getSymbols.Moex: Get financial data from MOEX Exchange

In arbuzovv/rusquant: Quantitative Trading Framework

Get financial data from MOEX Exchange

Description

Retrieves historical data of a stock from Moscow Exchange (MOEX) using its API.

Usage

getSymbols.Moex(
  Symbols,
  env = globalenv(),
  from = "2007-01-01",
  to = Sys.Date(),
  adjust = FALSE,
  period = "day",
  market = NULL,
  verbose = FALSE,
  auto.assign = FALSE,
  ...
)

Arguments

Symbols	character vector of ticker symbols to retrieve data for
env	environment where data is stored
from	character string specifying the start date (default: '2007-01-01')
to	character string specifying the end date (default: Sys.Date())
adjust	logical flag indicating whether to adjust prices for dividends and splits (default: FALSE)
period	character string specifying the interval of the data ('day', 'hour', '10min', or '1min'; default: 'day')
market	character string specifying the market of the data (default: NULL)
verbose	logical flag indicating whether to print progress messages (default: FALSE)
auto.assign	logical flag indicating whether to automatically assign the resulting data to objects with the same names as Symbols (default: FALSE)
...	Additional arguments.

Value

xts object with historical data

Note

Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.

Author(s)

Vyacheslav Arbuzov

Examples

data <- getSymbols.Moex('GAZP', from='2022-01-01', to='2022-01-10', period='day', auto.assign=FALSE)

arbuzovv/rusquant documentation built on Feb. 1, 2024, 6:39 p.m.