itsDownload: Download Historical Finance Data

In armstrtw/its: Irregular Time Series

Description

Download historical financial data from a given data provider over the WWW.

Usage

priceIts(instruments = "^gdaxi", start, end, 
                quote = c("Open","High", "Low", "Close"), 
                provider = "yahoo", method = "auto", 
                origin = "1899-12-30", compression = "d", quiet=TRUE)
                

Arguments

instruments	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 as.POSIXct, which includes R POSIX date/time objects, objects of class "date" (from package date) and "chron" and "dates" (from package chron), and character strings representing dates in ISO 8601 format. Defaults to 1992-01-02.
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 "Open", "High", "Low", "Close", and "Volume", respectively. Abbreviations are allowed.
provider	a character string with the name of the data provider. Currently, only "yahoo" is implemented. See http://quote.yahoo.com/ for more information.
method	tool to be used for downloading the data. See download.file for the available download methods.
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).
quiet	a flag to suppress output
compression	Governs the granularity of the retrieved data; "d" for daily, "w" for weekly or "m" for monthly. Defaults to "d".

Details

This function is a direct copy from package tseries, and all credit must go to the author of that package.

Value

An "its" object with the requested data

Author(s)

A. Trapletti [*not* responsible for errors, adapted from his original idea by Giles Heywood]

See Also

ts, as.POSIXct, download.file; http://quote.yahoo.com/

Examples

## Not run: 
x1 <- priceIts(instrument = c("^ftse"), start = "1998-01-01",
                    quote = "Close")
x2 <- priceIts(instrument = c("^gdax"), start = "1998-01-01",
                    quote = "Close")
x <- union(x1,x2)
names(x) <- c("FTSE","DAX")
plot(x,lab=TRUE)

## End(Not run)

armstrtw/its documentation built on May 10, 2019, 1:42 p.m.