define_stocks: Define stocks

Description Usage Arguments Details Value Note Author(s) References See Also Examples

Description

define stocks from a file or object

Usage

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define_stocks(x = SP500desc, currency = "USD", file = NULL,
  use.yahoo = TRUE, use.IB = TRUE, addIBslot = TRUE)

Arguments

x

vector of instrument names, a data.frame, or a file. See details

currency

the currency of the stocks. Can be left null

file

Optional filename including path. if given, file will be read with read.csv. See details.

use.yahoo

Boolean. Should extra descriptive data be dowloaded from yahoo?

use.IB

Boolean. Should extra descriptive data and twsContract be downloaded from IB.

addIBslot

Boolean. Should the twsContract be added to the IB slot of instrument.

Details

Creates stock instruments

If file is given, x will be ignored, and file will be read by read.csv If file is not provided, x will be used.

x can be a vector of stock tickers or a data.frame.

The file, or data.frame should contain contain a column for each of sQuotesymbol, sQuotedescription, sQuoteindustry.division, sQuoteindustry.group, and sQuoteindustry.sector.

In addition to the information provided by the file or data.frame, if use.yahoo is set to TRUE, other descriptive data will be downloaded from Yahoo Finance via a call to getQuote. These include: exchange, market.cap, avg.volume, EPS, EPS Estimate Current Year, EPS Estimate Next Year, book.value, EBITDA, and 52 week range.

If use.IB is TRUE, it will add descriptive information from Interactive Brokers to the instruments. Also, it will turn your instruments into twsInstruments, which just means that it will add an IB slot to the instruments and put their twsContracts in them.

Currency can be left null if use.IB is true – if using this package's version of the instrument function – in which case, the currency will be determined by a call to IB via reqContractDetails. If called with a currency that does not exist, it will be created. (be careful, because there is no check to see if it is a valid currency...if you called it with currency="BLAH" it would create a BLAH currency).

A slot will be added to the instrument describing how the instrument was defined, it will the name of the file or data.frame used, or one of sQuoteIB, sQuoteyahoo, or, if only a vector of symbols is given and use.IB=FALSE and use.yahoo=FALSE are used, sQuotehand. OR, a combination of those that were used separated by a semi-colon.

Value

called for its side-effect.

Note

use.IB should probably be FALSE if you are defining a large number of stocks. Running this function with use.IB=TRUE for a large number of stocks may cause a writeBin error

Author(s)

Garrett See

References

Yahoo! Finance finance.yahoo.com gummy-stuff.org www.gummy-stuff.org/Yahoo-data.htm InteractiveBrokers www.interactivebrokers.com IB API http://interactivebrokers.com/php/apiUsersGuide/apiguide.htm

See Also

instrument, stock, update_instruments.yahoo, update_instruments.IB, yahooQF, getQuote, getQuote.yahoo, read.csv

Examples

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## Not run: 
define_stocks(c('S','EE','SE','E'),"USD")

#stocks with different currencies
define_stocks(c('G','ARR','SEE','GSE'))
ls_currencies() #defined for us by define_stocks.

define_stocks(use.yahoo=FALSE,use.IB=FALSE,currency="USD") #uses SP500desc data.frame
define_stocks(use.IB=FALSE,currency="USD")
define_stocks(use.yahoo=FALSE)
define_stocks(currency="USD")

## End(Not run)

gsee/twsInstrument documentation built on May 17, 2019, 8:55 a.m.