R/callWrappers.R
In ksavin/intrinio: API wrapper for intrinio.com financial data feeds.
#' Load list of securities and their details
#' @description Pulls a list of securities available in [U.S. Public Company Data Feed] via Intrinio API
#' @param tickers A character vector of stock symbols to load detailed data on.
#' @param exchange A string or a character vector of the same length as tickers (if specified) containing exchange(s)
#' @param ... other arguments to pass to \code{MoreArgs} of \code{intrCallMap}
#' @details Calling \code{i.securities()} without any arguments will return master data feed (a data.frame with all tickers)\cr
#' Passing a vector of tickers will return more detailed data on securities
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' \href{https://intrinio.com/data/company-security-master}{Global Public Company Security Master}
#' @seealso \href{http://docs.intrinio.com/#securities}{Securities API documentation}.
#' @examples
#' \dontrun{
#' i.securities() #Over 500 API calls
#' i.securities(tickers = c('AAPL', 'MSFT'))
#' }
i.securities <- function(tickers = NULL, exchange = NULL, ...){
if (!is.null(tickers)) {
if (is.null(exchange))
return(intrCallMap('securities', identifier = tickers, idCols = FALSE, ...))
if (length(exchange) == 1)
return(intrCallMap('securities', identifier = tickers, idCOls = FALSE,
MoreArgs = c(list(exch_symbol = exchange), list(...))))
if (length(tickers) != length(exchange))
stop('If multiple exchanges specified, their length must match corresponding tickers length')
return(intrCallMap('securities', identifier = tickers, exch_symbol = exchange, idCols = FALSE, MoreArgs = list(...)))
}
intrCall('securities', exch_symbol = exchange, ...)
}
#' Loads Information about companies
#'
#' @param tickers A character vector of stock symbols to load detailed data on.
#' Loads an entire list of companies (master data feed) with compacted response values if \code{NULL}.
#' @param ... other arguments to pass to \code{MoreArgs} of \code{intrCallMap}
#' @details This query will return companies available at intrinio with detailed information,
#' such as hq address, phone number, industry sector, SEC cik number etc.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' {https://intrinio.com/data/company-financials}{US Public Company Financials}
#' @examples
#' \dontrun{
#' i.companies()
#' i.companies(c('MSFT', 'AAPL'))
#' }
#' @seealso \href{http://docs.intrinio.com/#companies}{Companies API documentation}.
i.companies <- function(tickers = NULL, ...){
intrCallMap('companies', identifier = tickers, idCols = FALSE, MoreArgs = list(...))
}
#' Return available indices
#'
#' @param tickers A character vector of stock symbols to load detailed data on.
#' Loads an entire list of indices (master data feed) with compacted response values if \code{NULL}.
#' @param type A character vector with index types.
#' Either \code{stock_market}, \code{economic} or \code{sic}
#' @details This query will return indices available at intrinio with detailed information,
#' such as country, continent, full name and type.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' \href{https://intrinio.com/data/company-security-master}{Global Public Company Security Master}
#' @seealso \href{http://docs.intrinio.com/#indices58}{Indices API documentation}.
#' @examples
#' \dontrun{
#' i.indices() # over 1000 API calls
#' i.indices(ticker = c('$SPX', '$SSEC'))
#' i.indices(type = 'stock_market')
#' }
i.indices <- function(tickers = NULL, type = NULL, ...){
if (!is.null(tickers) && !is.null(type)) {
if (length(tickers) == length(type))
return(intrCallMap('indices', identifier = tickers, type = type, idCols = FALSE, MoreArgs = list(...)))
else if (length(type) == 1)
return(intrCallMap('indices', identifier = tickers, idCols = FALSE, MoreArgs = c(list(type = type), list(...))))
else
stop('If both tickers and type are not null, they should either have the same length or type should be of length 1')
}
intrCallMap('indices', identifier = tickers, type = type, idCols = FALSE, MoreArgs = list(...))
}
#' Securities Search/Screener
#' @description Returns information on securities that matches passed conditions
#' @param ... Any number of unquoted conditions.
#' Each condition should contain a \href{http://docs.intrinio.com/tags/intrinio-public#data-point}{data point tag} a data tag
#' on its left-hand side, a value or expression on a right-hand side and allowed operator in-between.
#' @param literal A string with intrinio-formatted conditions.
#' If not NULL, will ignore parameters and pass literal instead.
#' Recommended when \code{i.secScreener} is used in scripts.
#' @details Currenly the following operators are available:
#' \describe{
#' \item{\code{==}}{Equal}
#' \item{\code{>=}}{Greater or equal}
#' \item{\code{<=}}{Less or equal}
#' \item{\code{>}}{Greater}
#' \item{\code{<}}{Less}
#' \item{\code{ \%contains\% }}{Contains text}
#' }\cr
#' Right-hand side of condition should be either a value, a function call or an expression.
#' Data tags on the right-hand side are not supported by API.\cr
#' Parser will attempt to evaluate the right-hand side and in case of a failure will consider it a string literal.\cr
#' Left-hand side is not evaluated.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' {https://intrinio.com/data/company-financials}{US Public Company Financials}
#' @examples
#' #' \dontrun{
#' i.secScreener(open_price >= 10.50, pricetoearnings > 10)
#' i.secScreener(literal = 'open_price~gte~10.50,pricetoearnings~gt~10') #Same
#'
#' #Same results with executable code on right-hand side
#' a <- 10
#' b <- 0.5
#' sq <- 100
#' i.secScreener(open_price >= a + b, pricetoearnings > sqrt(sq))
#' }
i.secScreener <- function(..., literal = NULL) {
in.fCall <- as.list(match.call(expand.dots = TRUE))
if (!is.null(literal)) {
assert_that(is.string(literal))
return(intrCall(endpoint = 'securities/search', conditions = literal))
}
if (any(names(in.fCall) == 'literal'))
in.fCall <- in.fCall[names(in.fCall) != 'literal']
in.fCall <- in.fCall[-1]
if (length(in.fCall) < 1) stop('Must define at least 1 condition')
q <- screenQuery(in.fCall)
intrCall(endpoint = 'securities/search', conditions = q)
}
# makes screening query from expression list.
# Evil code warning
screenQuery <- function(in.exprList) {
in.chExp <- lapply(in.exprList, as.character)
lapply(in.chExp, function(x)
if (length(x) != 3) stop(paste0('Could not parse condition: ', paste(x, collapse = ' ')))
)
in.operators <- sapply(in.chExp, `[`, 1)
in.operators_parsed <- iOperators[in.operators, i, on = 'r']
if (any(is.na(in.operators_parsed)))
stop(paste0('Unrecognized or unsupported operators: ',
paste0(in.operators[is.na(in.operators_parsed)], collapse = ', ')))
in.dataTags <- sapply(in.chExp, `[`, 2)
in.values <- sapply(in.chExp, `[`, 3)
in.values <- sapply(in.values, function(x){
valParsed <- try(eval(parse(text = x)), silent = TRUE)
if (!inherits(valParsed, 'try-error') &&
is.vector(valParsed) &&
length(valParsed) == 1)
return(as.character(valParsed))
x
})
query <- paste0(in.dataTags, in.operators_parsed, in.values, collapse = ',')
query
}
#' Most recent data point
#' @description Returns the most recent data point (such as P/E, price, financial) for selected identifier(s)
#' (ticker symbol, stock market index symbol, CIK ID, etc.) for selected tag(s).
#' @param tickers A character vector of stock symbols (or other eligible identifiers, such as CIK number)
#' to load detailed data on.
#' @param tags A character vector of stock symbols to load detailed data on.
#' Entire tag list is available \href{http://docs.intrinio.com/tags/intrinio-public#data-point}{here}
#' @param ... other arguments to pass to \code{MoreArgs} of \code{intrCallMap}
#' @details API allows requesting up to 150 identifier/tah combinations at a time.
#' E.g. 1 identifier and 150 items, or 150 identifiers and 1 tag, or 12 identifiers and 12 tags (144 combinations).
#' This function automatically makes multiple requests if API limits are not met, attempting to minimize number of calls.
#' It is assumed that you need \emph{all} data tags specified for every ticker specified,
#' so do not pass duplicate tickers or tags.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' \href{https://intrinio.com/data/company-financials}{US Public Company Financials}
#' @seealso \href{http://docs.intrinio.com/#data-point}{Data Point documentation}.
#' @noRd
#' @examples
#'#' \dontrun{
#' i.dataPoint(tickers = c('AAPL', 'MSFT), tags = c('pricetoearnings', 'totalrevenue'))
#' }
i.dataPoint <- function(tickers, tags, ...){
}
#' Historical data
#'
#' @param tickers tickers A character vector of stock symbols.
#' For non-US tickers it is possible to specify exchange after tick symbol, separated by colon, i.e. "TICKER:EXCHANGE"
#' @param tags specified standardized tag requested.
#' Entire list of tags is available \href{http://docs.intrinio.com/tags/intrinio-public#historical-data}{here}
#' @param from History start date (either Date or a character in 'YYYY-MM-DD' format),
#' If \code{NULL}, date would not be restricted by a minimum.
#' A vector of dates of the same length as tickers is also possible in order to have specific start date for each ticker.
#' @param to History end date (either Date or a character in 'YYYY-MM-DD' format),
#' If \code{NULL}, date would not be restricted by a maximum.
#' A vector of dates of the same length as tickers is also possible in order to have specific end date for each ticker.
#' @param freq Data periodicity. A string containing any of
#' \code{'daily', 'weekly', 'monthly', 'quarterly', 'yearly'} or \code{NULL}.
#' If \code{NULL} will preserve default intrinio behavior (daily).
#' @param type Meaningful for financial Statements data only.
#' The type of financial statement period. Possible values:\cr
#' \describe{
#' \item{\code{'FY'}}{Fiscal year}
#' \item{\code{'QTR'}}{Quarter}
#' \item{\code{'YTD'}}{Year-to-date}
#' \item{\code{'TTM'}}{Trailing twelve months}
#' }\cr
#' \code{NULL} will preserve default intrinio behavior, which is TTM for income statement and
#' cash flow statement and QTR for balance sheet.
#' @param ... other arguments to pass to \code{MoreArgs} of \code{intrCallMap}
#' @details Will download history for all tickers passed for each tag passed.
#' Please use \code{intrCallMap} to load specific set of tags for the respective ticker.
#' @note Financials will not work with freq defined, so it is generally not advised to mix market data and financials.
#' It is also more cost-effective in terms of API calls to request market data history with i.prices
#' since it loads OHLC, volume, splits, dividends and adjusted prices at once.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' \href{https://intrinio.com/data/company-financials}{US Public Company Financials}
#' @examples
i.historicalData <- function(tickers,
tags,
from = NULL,
to = NULL,
freq = NULL,
type = NULL,
...){
MoreArgs <- list()
if (!is.null(type)) {
assert_that(is.string(type))
type <- toupper(type)
assert_that(type %in% c('FY', 'QTR', 'QTD', 'TTM'))
MoreArgs <- list(type = type)
}
if (!is.null(freq)) {
assert_that(is.string(freq))
assert_that(freq %in% c('daily', 'weekly', 'monthly', 'quarterly', 'yearly'))
MoreArgs <- c(MoreArgs, list(freq = freq))
}
MoreArgs <- c(MoreArgs, list(...))
if (length(MoreArgs) == 0) MoreArgs <- NULL
assert_that(is.character(tickers), is.character(tags))
reqList <- CJ(identifier = tickers, item = tags)
if (!is.null(from)) {
if (!(is.scalar(from) || length(from) == length(tickers)))
stop('"from" must either have length one or the same length as tickers')
from <- data.table(identifier = tickers, start_date = as.character(as.Date(from)))
reqList <- from[reqList, on = 'identifier']
}
if (!is.null(to)) {
if (!(is.scalar(to) || length(to) == length(tickers)))
stop('"to" must either have length one or the same length as tickers')
to <- data.table(identifier = tickers, end_date = as.character(as.Date(to)))
reqList <- to[reqList, on = 'identifier']
}
res <- do.call(intrCallMap, args = c(
reqList,
list(
endpoint = 'historical_data',
idCols = TRUE,
MoreArgs = MoreArgs
)))
suppressWarnings({
res$start_date <- NULL
res$end_date <- NULL
res$date <- as.Date(res$date)
})
res
}
#' Requests market data history (OHLC, volumes, dividends, etc.)
#' @description Using \code{prices} endpoint downloads data for a subset of
#' tags, allowed by \code{\link{i.historicalData}}. However, it loads multiple
#' tags with a single call, which allows spending less API credits.
#' @param tickers tickers A character vector of stock symbols.
#' For non-US tickers it is possible to specify exchange after tick symbol, separated by colon, i.e. "TICKER:EXCHANGE"
#' @param from History start date (either Date or a character in 'YYYY-MM-DD' format),
#' If \code{NULL}, date would not be restricted by a minimum.
#' A vector of dates of the same length as tickers is also possible in order to have specific start date for each ticker.
#' @param to History end date (either Date or a character in 'YYYY-MM-DD' format),
#' If \code{NULL}, date would not be restricted by a maximum.
#' A vector of dates of the same length as tickers is also possible in order to have specific end date for each ticker.
#' @param freq Data periodicity. A string containing any of
#' \code{'daily', 'weekly', 'monthly', 'quarterly', 'yearly'} or \code{NULL}. \code{NULL} will preserve default intrinio behavior (daily).
#' @return Data in specified format. See \code{\link{intrOptions}} for details. Columns: \cr
#' \describe{
#' \item{\code{ticker}}{Security identifier}
#' \item{\code{date}}{Price date}
#' \item{\code{open}}{The actual observed first traded stock price on the trading date}
#' \item{\code{high}}{The actual observed highest traded stock price on the trading date}
#' \item{\code{low}}{The actual observed lowest traded stock price on the trading date}
#' \item{\code{close}}{The actual observed last trade stock price on the trading date}
#' \item{\code{volume}}{The actual observed number of shares of stock traded between market participants on the trading date}
#' \item{\code{ex_dividend}}{The non-split adjusted dividend per share on the ex-dividend date - not available on index historical prices}
#' \item{\code{split_ratio}}{The split factor on the split date - not available on index historical prices}
#' \item{\code{adj_open}}{The dividend and split adjusted open price - not available on index historical prices}
#' \item{\code{adj_high}}{The dividend and split adjusted high price - not available on index historical prices}
#' \item{\code{adj_low}}{The dividend and split adjusted low price - not available on index historical prices}
#' \item{\code{adj_close}}{The dividend and split adjusted close price - not available on index historical prices}
#' \item{\code{adj_volume}}{The dividend and split adjusted volume - not available on index historical prices}}
i.prices <- function(tickers, from = NULL, to = NULL, freq = 'daily', ...) {
MoreArgs <- list()
if (!is.null(freq)) {
assert_that(is.string(freq))
assert_that(freq %in% c('daily', 'weekly', 'monthly', 'quarterly', 'yearly'))
MoreArgs <- c(MoreArgs, list(freq = freq))
}
MoreArgs <- c(MoreArgs, list(...))
if (length(MoreArgs) == 0) MoreArgs <- NULL
assert_that(is.character(tickers))
reqList <- data.table(identifier = tickers)
if (!is.null(from)) {
if (!(is.scalar(from) || length(from) == length(tickers)))
stop('"from" must either have length one or the same length as tickers')
from <- data.table(identifier = tickers, start_date = as.character(as.Date(from)))
reqList <- from[reqList, on = 'identifier']
}
if (!is.null(to)) {
if (!(is.scalar(to) || length(to) == length(tickers)))
stop('"to" must either have length one or the same length as tickers')
to <- data.table(identifier = tickers, end_date = as.character(as.Date(to)))
reqList <- to[reqList, on = 'identifier']
}
res <- do.call(intrCallMap, args = c(
reqList,
list(
endpoint = 'prices',
idCols = TRUE,
MoreArgs = MoreArgs
)))
suppressWarnings({
res$start_date <- NULL
res$end_date <- NULL
res$date <- as.Date(res$date)
})
res
}
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#' Load list of securities and their details
#' @description Pulls a list of securities available in [U.S. Public Company Data Feed] via Intrinio API
#' @param tickers A character vector of stock symbols to load detailed data on.
#' @param exchange A string or a character vector of the same length as tickers (if specified) containing exchange(s)
#' @param ... other arguments to pass to \code{MoreArgs} of \code{intrCallMap}
#' @details Calling \code{i.securities()} without any arguments will return master data feed (a data.frame with all tickers)\cr
#' Passing a vector of tickers will return more detailed data on securities
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' \href{https://intrinio.com/data/company-security-master}{Global Public Company Security Master}
#' @seealso \href{http://docs.intrinio.com/#securities}{Securities API documentation}.
#' @examples
#' \dontrun{
#' i.securities() #Over 500 API calls
#' i.securities(tickers = c('AAPL', 'MSFT'))
#' }
i.securities <- function(tickers = NULL, exchange = NULL, ...){
if (!is.null(tickers)) {
if (is.null(exchange))
return(intrCallMap('securities', identifier = tickers, idCols = FALSE, ...))
if (length(exchange) == 1)
return(intrCallMap('securities', identifier = tickers, idCOls = FALSE,
MoreArgs = c(list(exch_symbol = exchange), list(...))))
if (length(tickers) != length(exchange))
stop('If multiple exchanges specified, their length must match corresponding tickers length')
return(intrCallMap('securities', identifier = tickers, exch_symbol = exchange, idCols = FALSE, MoreArgs = list(...)))
}
intrCall('securities', exch_symbol = exchange, ...)
}
#' Loads Information about companies
#'
#' @param tickers A character vector of stock symbols to load detailed data on.
#' Loads an entire list of companies (master data feed) with compacted response values if \code{NULL}.
#' @param ... other arguments to pass to \code{MoreArgs} of \code{intrCallMap}
#' @details This query will return companies available at intrinio with detailed information,
#' such as hq address, phone number, industry sector, SEC cik number etc.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' {https://intrinio.com/data/company-financials}{US Public Company Financials}
#' @examples
#' \dontrun{
#' i.companies()
#' i.companies(c('MSFT', 'AAPL'))
#' }
#' @seealso \href{http://docs.intrinio.com/#companies}{Companies API documentation}.
i.companies <- function(tickers = NULL, ...){
intrCallMap('companies', identifier = tickers, idCols = FALSE, MoreArgs = list(...))
}
#' Return available indices
#'
#' @param tickers A character vector of stock symbols to load detailed data on.
#' Loads an entire list of indices (master data feed) with compacted response values if \code{NULL}.
#' @param type A character vector with index types.
#' Either \code{stock_market}, \code{economic} or \code{sic}
#' @details This query will return indices available at intrinio with detailed information,
#' such as country, continent, full name and type.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' \href{https://intrinio.com/data/company-security-master}{Global Public Company Security Master}
#' @seealso \href{http://docs.intrinio.com/#indices58}{Indices API documentation}.
#' @examples
#' \dontrun{
#' i.indices() # over 1000 API calls
#' i.indices(ticker = c('$SPX', '$SSEC'))
#' i.indices(type = 'stock_market')
#' }
i.indices <- function(tickers = NULL, type = NULL, ...){
if (!is.null(tickers) && !is.null(type)) {
if (length(tickers) == length(type))
return(intrCallMap('indices', identifier = tickers, type = type, idCols = FALSE, MoreArgs = list(...)))
else if (length(type) == 1)
return(intrCallMap('indices', identifier = tickers, idCols = FALSE, MoreArgs = c(list(type = type), list(...))))
else
stop('If both tickers and type are not null, they should either have the same length or type should be of length 1')
}
intrCallMap('indices', identifier = tickers, type = type, idCols = FALSE, MoreArgs = list(...))
}
#' Securities Search/Screener
#' @description Returns information on securities that matches passed conditions
#' @param ... Any number of unquoted conditions.
#' Each condition should contain a \href{http://docs.intrinio.com/tags/intrinio-public#data-point}{data point tag} a data tag
#' on its left-hand side, a value or expression on a right-hand side and allowed operator in-between.
#' @param literal A string with intrinio-formatted conditions.
#' If not NULL, will ignore parameters and pass literal instead.
#' Recommended when \code{i.secScreener} is used in scripts.
#' @details Currenly the following operators are available:
#' \describe{
#' \item{\code{==}}{Equal}
#' \item{\code{>=}}{Greater or equal}
#' \item{\code{<=}}{Less or equal}
#' \item{\code{>}}{Greater}
#' \item{\code{<}}{Less}
#' \item{\code{ \%contains\% }}{Contains text}
#' }\cr
#' Right-hand side of condition should be either a value, a function call or an expression.
#' Data tags on the right-hand side are not supported by API.\cr
#' Parser will attempt to evaluate the right-hand side and in case of a failure will consider it a string literal.\cr
#' Left-hand side is not evaluated.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' {https://intrinio.com/data/company-financials}{US Public Company Financials}
#' @examples
#' #' \dontrun{
#' i.secScreener(open_price >= 10.50, pricetoearnings > 10)
#' i.secScreener(literal = 'open_price~gte~10.50,pricetoearnings~gt~10') #Same
#'
#' #Same results with executable code on right-hand side
#' a <- 10
#' b <- 0.5
#' sq <- 100
#' i.secScreener(open_price >= a + b, pricetoearnings > sqrt(sq))
#' }
i.secScreener <- function(..., literal = NULL) {
in.fCall <- as.list(match.call(expand.dots = TRUE))
if (!is.null(literal)) {
assert_that(is.string(literal))
return(intrCall(endpoint = 'securities/search', conditions = literal))
}
if (any(names(in.fCall) == 'literal'))
in.fCall <- in.fCall[names(in.fCall) != 'literal']
in.fCall <- in.fCall[-1]
if (length(in.fCall) < 1) stop('Must define at least 1 condition')
q <- screenQuery(in.fCall)
intrCall(endpoint = 'securities/search', conditions = q)
}
# makes screening query from expression list.
# Evil code warning
screenQuery <- function(in.exprList) {
in.chExp <- lapply(in.exprList, as.character)
lapply(in.chExp, function(x)
if (length(x) != 3) stop(paste0('Could not parse condition: ', paste(x, collapse = ' ')))
)
in.operators <- sapply(in.chExp, `[`, 1)
in.operators_parsed <- iOperators[in.operators, i, on = 'r']
if (any(is.na(in.operators_parsed)))
stop(paste0('Unrecognized or unsupported operators: ',
paste0(in.operators[is.na(in.operators_parsed)], collapse = ', ')))
in.dataTags <- sapply(in.chExp, `[`, 2)
in.values <- sapply(in.chExp, `[`, 3)
in.values <- sapply(in.values, function(x){
valParsed <- try(eval(parse(text = x)), silent = TRUE)
if (!inherits(valParsed, 'try-error') &&
is.vector(valParsed) &&
length(valParsed) == 1)
return(as.character(valParsed))
x
})
query <- paste0(in.dataTags, in.operators_parsed, in.values, collapse = ',')
query
}
#' Most recent data point
#' @description Returns the most recent data point (such as P/E, price, financial) for selected identifier(s)
#' (ticker symbol, stock market index symbol, CIK ID, etc.) for selected tag(s).
#' @param tickers A character vector of stock symbols (or other eligible identifiers, such as CIK number)
#' to load detailed data on.
#' @param tags A character vector of stock symbols to load detailed data on.
#' Entire tag list is available \href{http://docs.intrinio.com/tags/intrinio-public#data-point}{here}
#' @param ... other arguments to pass to \code{MoreArgs} of \code{intrCallMap}
#' @details API allows requesting up to 150 identifier/tah combinations at a time.
#' E.g. 1 identifier and 150 items, or 150 identifiers and 1 tag, or 12 identifiers and 12 tags (144 combinations).
#' This function automatically makes multiple requests if API limits are not met, attempting to minimize number of calls.
#' It is assumed that you need \emph{all} data tags specified for every ticker specified,
#' so do not pass duplicate tickers or tags.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' \href{https://intrinio.com/data/company-financials}{US Public Company Financials}
#' @seealso \href{http://docs.intrinio.com/#data-point}{Data Point documentation}.
#' @noRd
#' @examples
#'#' \dontrun{
#' i.dataPoint(tickers = c('AAPL', 'MSFT), tags = c('pricetoearnings', 'totalrevenue'))
#' }
i.dataPoint <- function(tickers, tags, ...){
}
#' Historical data
#'
#' @param tickers tickers A character vector of stock symbols.
#' For non-US tickers it is possible to specify exchange after tick symbol, separated by colon, i.e. "TICKER:EXCHANGE"
#' @param tags specified standardized tag requested.
#' Entire list of tags is available \href{http://docs.intrinio.com/tags/intrinio-public#historical-data}{here}
#' @param from History start date (either Date or a character in 'YYYY-MM-DD' format),
#' If \code{NULL}, date would not be restricted by a minimum.
#' A vector of dates of the same length as tickers is also possible in order to have specific start date for each ticker.
#' @param to History end date (either Date or a character in 'YYYY-MM-DD' format),
#' If \code{NULL}, date would not be restricted by a maximum.
#' A vector of dates of the same length as tickers is also possible in order to have specific end date for each ticker.
#' @param freq Data periodicity. A string containing any of
#' \code{'daily', 'weekly', 'monthly', 'quarterly', 'yearly'} or \code{NULL}.
#' If \code{NULL} will preserve default intrinio behavior (daily).
#' @param type Meaningful for financial Statements data only.
#' The type of financial statement period. Possible values:\cr
#' \describe{
#' \item{\code{'FY'}}{Fiscal year}
#' \item{\code{'QTR'}}{Quarter}
#' \item{\code{'YTD'}}{Year-to-date}
#' \item{\code{'TTM'}}{Trailing twelve months}
#' }\cr
#' \code{NULL} will preserve default intrinio behavior, which is TTM for income statement and
#' cash flow statement and QTR for balance sheet.
#' @param ... other arguments to pass to \code{MoreArgs} of \code{intrCallMap}
#' @details Will download history for all tickers passed for each tag passed.
#' Please use \code{intrCallMap} to load specific set of tags for the respective ticker.
#' @note Financials will not work with freq defined, so it is generally not advised to mix market data and financials.
#' It is also more cost-effective in terms of API calls to request market data history with i.prices
#' since it loads OHLC, volume, splits, dividends and adjusted prices at once.
#' @return Data in specified format. See \code{\link{intrOptions}} for details
#' @section Data Feed:
#' \href{https://intrinio.com/data/company-financials}{US Public Company Financials}
#' @examples
i.historicalData <- function(tickers,
tags,
from = NULL,
to = NULL,
freq = NULL,
type = NULL,
...){
MoreArgs <- list()
if (!is.null(type)) {
assert_that(is.string(type))
type <- toupper(type)
assert_that(type %in% c('FY', 'QTR', 'QTD', 'TTM'))
MoreArgs <- list(type = type)
}
if (!is.null(freq)) {
assert_that(is.string(freq))
assert_that(freq %in% c('daily', 'weekly', 'monthly', 'quarterly', 'yearly'))
MoreArgs <- c(MoreArgs, list(freq = freq))
}
MoreArgs <- c(MoreArgs, list(...))
if (length(MoreArgs) == 0) MoreArgs <- NULL
assert_that(is.character(tickers), is.character(tags))
reqList <- CJ(identifier = tickers, item = tags)
if (!is.null(from)) {
if (!(is.scalar(from) || length(from) == length(tickers)))
stop('"from" must either have length one or the same length as tickers')
from <- data.table(identifier = tickers, start_date = as.character(as.Date(from)))
reqList <- from[reqList, on = 'identifier']
}
if (!is.null(to)) {
if (!(is.scalar(to) || length(to) == length(tickers)))
stop('"to" must either have length one or the same length as tickers')
to <- data.table(identifier = tickers, end_date = as.character(as.Date(to)))
reqList <- to[reqList, on = 'identifier']
}
res <- do.call(intrCallMap, args = c(
reqList,
list(
endpoint = 'historical_data',
idCols = TRUE,
MoreArgs = MoreArgs
)))
suppressWarnings({
res$start_date <- NULL
res$end_date <- NULL
res$date <- as.Date(res$date)
})
res
}
#' Requests market data history (OHLC, volumes, dividends, etc.)
#' @description Using \code{prices} endpoint downloads data for a subset of
#' tags, allowed by \code{\link{i.historicalData}}. However, it loads multiple
#' tags with a single call, which allows spending less API credits.
#' @param tickers tickers A character vector of stock symbols.
#' For non-US tickers it is possible to specify exchange after tick symbol, separated by colon, i.e. "TICKER:EXCHANGE"
#' @param from History start date (either Date or a character in 'YYYY-MM-DD' format),
#' If \code{NULL}, date would not be restricted by a minimum.
#' A vector of dates of the same length as tickers is also possible in order to have specific start date for each ticker.
#' @param to History end date (either Date or a character in 'YYYY-MM-DD' format),
#' If \code{NULL}, date would not be restricted by a maximum.
#' A vector of dates of the same length as tickers is also possible in order to have specific end date for each ticker.
#' @param freq Data periodicity. A string containing any of
#' \code{'daily', 'weekly', 'monthly', 'quarterly', 'yearly'} or \code{NULL}. \code{NULL} will preserve default intrinio behavior (daily).
#' @return Data in specified format. See \code{\link{intrOptions}} for details. Columns: \cr
#' \describe{
#' \item{\code{ticker}}{Security identifier}
#' \item{\code{date}}{Price date}
#' \item{\code{open}}{The actual observed first traded stock price on the trading date}
#' \item{\code{high}}{The actual observed highest traded stock price on the trading date}
#' \item{\code{low}}{The actual observed lowest traded stock price on the trading date}
#' \item{\code{close}}{The actual observed last trade stock price on the trading date}
#' \item{\code{volume}}{The actual observed number of shares of stock traded between market participants on the trading date}
#' \item{\code{ex_dividend}}{The non-split adjusted dividend per share on the ex-dividend date - not available on index historical prices}
#' \item{\code{split_ratio}}{The split factor on the split date - not available on index historical prices}
#' \item{\code{adj_open}}{The dividend and split adjusted open price - not available on index historical prices}
#' \item{\code{adj_high}}{The dividend and split adjusted high price - not available on index historical prices}
#' \item{\code{adj_low}}{The dividend and split adjusted low price - not available on index historical prices}
#' \item{\code{adj_close}}{The dividend and split adjusted close price - not available on index historical prices}
#' \item{\code{adj_volume}}{The dividend and split adjusted volume - not available on index historical prices}}
i.prices <- function(tickers, from = NULL, to = NULL, freq = 'daily', ...) {
MoreArgs <- list()
if (!is.null(freq)) {
assert_that(is.string(freq))
assert_that(freq %in% c('daily', 'weekly', 'monthly', 'quarterly', 'yearly'))
MoreArgs <- c(MoreArgs, list(freq = freq))
}
MoreArgs <- c(MoreArgs, list(...))
if (length(MoreArgs) == 0) MoreArgs <- NULL
assert_that(is.character(tickers))
reqList <- data.table(identifier = tickers)
if (!is.null(from)) {
if (!(is.scalar(from) || length(from) == length(tickers)))
stop('"from" must either have length one or the same length as tickers')
from <- data.table(identifier = tickers, start_date = as.character(as.Date(from)))
reqList <- from[reqList, on = 'identifier']
}
if (!is.null(to)) {
if (!(is.scalar(to) || length(to) == length(tickers)))
stop('"to" must either have length one or the same length as tickers')
to <- data.table(identifier = tickers, end_date = as.character(as.Date(to)))
reqList <- to[reqList, on = 'identifier']
}
res <- do.call(intrCallMap, args = c(
reqList,
list(
endpoint = 'prices',
idCols = TRUE,
MoreArgs = MoreArgs
)))
suppressWarnings({
res$start_date <- NULL
res$end_date <- NULL
res$date <- as.Date(res$date)
})
res
}
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