R/sp500.R

#' S & P 500 data.
#'
#' Daily stock data for the S & P 500 for a 10 year period.
#'
#' @format The nested main data frame \code{sp500} has 505 rows and 10 variables:
#'
#' \describe{
#'   \item{ticker}{Company symbol}
#'   \item{company}{Company name}
#'   \item{sector}{Global Industry Classification Standard}
#'   \item{sub_industry}{Global Industry Classification Standard}
#'   \item{address}{City, State}
#'   \item{date_added}{}
#'   \item{CIK}{A Central Index Key or CIK number is a number given to an
#'   individual, company, or foreign government by the United States Securities
#'   and Exchange Commission. The number is used to identify its filings in
#'   several online databases, including EDGAR.}
#'   \item{year_founded}{Year company was founded.}
#'   \item{pricing_data}{A list column. See details.}
#'   }
#'
#' @details This is basic stock stock data for the current S & P 500 listing
#'   (see Wikipedia link). The time frame is a five year interval before and
#'   after the nadir of the Great Recession (2009-03-03).  The final column is a
#'   list column where each cell is a data frame with over a million rows and
#'   the following columns:
#'
#' \describe{
#'   \item{price_open}{}
#'   \item{price_high}{}
#'   \item{price_low}{}
#'   \item{price_close}{}
#'   \item{volume}{}
#'   \item{price_adjusted}{}
#'   \item{ref_date}{}
#'   \item{ret_adjusted_prices}{}
#'   \item{ret_closing_prices}{}
#'   }
#'
#' The data is unbalanced, as some of the current companies will have very
#' little information during that time period.  Also there is otherwise
#' 'missing' data.
#'
#' @source Publicly available data obtained via \href{https://cran.r-project.org/web/packages/BatchGetSymbols/vignettes/BatchGetSymbols-vignette.html}{\code{BatchGetSymbols}} package.
#' \href{https://en.wikipedia.org/wiki/List_of_S&P_500_companies}{Wikipedia List of S & P 500 companies}.
#' @examples
#' library(noiris)
#' str(sp500, 1)
#'
#'
#'
"sp500"
m-clark/noiris documentation built on Sept. 9, 2019, 9:08 a.m.