README.md

NPdata

Build Status

The R NPdata package provides functions to automate downloading financial and economic data available through different official Government of Nepal (GoN) websites. Currently, the package allows you to download data from two sources: Nepal Stock Exchange for stock market data: * real time stock quotes during trading hours of Nepal Stock Exchange * daily historical stock prices and volumes beginning from May 9, 2010 * daily historical indexes beginning from January 8, 2015 * daily historical floor sheets beginning from July 13, 2014 Nepal Rastra Bank for foreign exchange rates : * daily historical foreign exchange rates beginning from January 1, 2000.

Installation and Dependencies

# # NPdata depends on a couple of R packages. Those are automatically installed when installing 
# # NPdata by the following command in R
# # install.packages("devtools") : if not installed 
library(devtools)
install_github("nayanj/NPdata")

How to file a bug report

If you encounter an issue with NPdata, please submit a bug report with a minimal reproducible example.

Examples

Real Time Stock Quotes for Nepal Bank Limited (NBL) and Himalyan Bank Limited (HBL) on July 14, 2014 at at Nepal Standard Time (NST) 14:08:36

# # Only should be called during trading hours (12 PM to 3 PM NST) and trading days (Monday to Thursday) 
# # (excluding public holidays) of Nepal Stock Exchange 
library(NPdata)
nepse_real(symbols = c("NBL","HBL")) 
# trade_time stock_symbol last_trade_price last_trade_volume point_change percent_change open high low volume previous_closing
# 1 2015-07-14 14:08:36          HBL              810               139           -6           0.74  816  816 810   1332              816
# 2 2015-07-14 14:08:36          NBL              275              2000           -2           0.72  272  276 270  12100              277```

Daily Stock Quote for Nepal Bank Limited (NBL) for July 12, 2015

# # To download the daily stock quote from the Nepal Stock Exchange. 
library(NPdata)
nepse_daily(symbol = "NBL", date = "2015-07-12") 
# daily_date stock_symbol transaction_no max_price min_price closing_price traded_shares  amount previous_closing difference
# 1 2015-07-12          NBL             22       282       270           273         16774 4607889              280          7

Floor sheet data for Nepal Bank Limited (NBL) from July 12, 2015 to July 13, 2015

library(NPdata)
nepse_floor(symbol = "NBL", from = "2015-07-12", to = "2015-07-13") 
# floor_date stock_symbol     contract_no buyer_broker seller_broker quantity rate  amount
# 1  2015-07-12          NBL 201507122614102           44            44     3000  270  810000
# 2  2015-07-12          NBL 201507122614101           44            44      500  275  137500
# 3  2015-07-12          NBL 201507122614106           44            44      500  275  137500
# 4  2015-07-12          NBL 201507122614260           32            50      283  278   78674
# 5  2015-07-12          NBL 201507122614420           21             8     1000  277  277000
# 6  2015-07-12          NBL 201507122614448           21            34      500  277  138500
# 7  2015-07-12          NBL 201507122614595            6             6       50  282   14100
# 8  2015-07-12          NBL 201507122614726           25            25       20  278    5560
# 9  2015-07-12          NBL 201507122614803           33            33     1320  279  368280
# 10 2015-07-12          NBL 201507122614936           42            44     1000  276  276000
# 11 2015-07-12          NBL 201507122614944           41            20     1000  275  275000
# 12 2015-07-12          NBL 201507122615004           51            20     1256  275  345400
# 13 2015-07-12          NBL 201507122615018           14            44      500  276  138000
# 14 2015-07-12          NBL 201507122615125           13            20      800  275  220000
# 15 2015-07-12          NBL 201507122615139           17            44      200  280   56000
# 16 2015-07-12          NBL 201507122615156           16            20      970  275  266750
# 17 2015-07-12          NBL 201507122615181           40            21      500  275  137500
# 18 2015-07-12          NBL 201507122615221           32            20      875  275  240625
# 19 2015-07-12          NBL 201507122615289           47            44      500  275  137500
# 20 2015-07-12          NBL 201507122615286           29            44      500  275  137500
# 21 2015-07-12          NBL 201507122615294           51            44      500  275  137500
# 22 2015-07-12          NBL 201507122615444           47            53     1000  273  273000
# 23 2015-07-13          NBL 201507132615530           11            44      500  270  135000
# 24 2015-07-13          NBL 201507132615531           44            44     5000  265 1325000
# 25 2015-07-13          NBL 201507132615534           22            44      100  270   27000
# 26 2015-07-13          NBL 201507132615536           41            44      100  275   27500
# 27 2015-07-13          NBL 201507132615842           35            44     1000  275  275000
# 28 2015-07-13          NBL 201507132615841           32            44       20  275    5500
# 29 2015-07-13          NBL 201507132615922           47            44     1000  274  274000
# 30 2015-07-13          NBL 201507132616253           47             8      670  276  184920
# 31 2015-07-13          NBL 201507132616271           47            10      500  275  137500
# 32 2015-07-13          NBL 201507132616428            8            10      500  277  138500
# 33 2015-07-13          NBL 201507132616606            7            44     1000  275  275000
# 34 2015-07-13          NBL 201507132616624           36            44      300  275   82500
# 35 2015-07-13          NBL 201507132616737           42            21      500  277  138500

Historical Daily Index/Sub-Index Values for NEPSE Index

# # NEPSE Index has an index value of 58; this downloads the data beginning from January 8, 2015. 
library(NPdata)
data_nepse <- nepse_index(index = "58")
head(data_nepse, 10)
# index_date index_name index_value
# 1  2015-01-13      nepse      937.48
# 2  2015-01-14      nepse      939.53
# 3  2015-01-18      nepse      945.36
# 4  2015-01-19      nepse      975.45
# 5  2015-01-20      nepse      962.80
# 6  2015-01-22      nepse      959.24
# 7  2015-01-25      nepse      969.05
# 8  2015-01-26      nepse      968.63
# 9  2015-01-27      nepse      975.14
# 10 2015-01-28      nepse      988.07

Stock Details for Stock Symbols HBL and NBL

# # This returns company_name, stock type, stock id, and international securities identification 
# # number (isin) along with stock symbols
library(NPdata)
nepse_symbols_lookup(symbols = c("HBL","NBL"))
# company_name       stock_type stock_symbol stock_id          isin
# 74  Himalayan Bank Commercial Banks          HBL      134 NPE019A00007 
# 147     Nepal Bank Commercial Banks          NBL      517 NPE026A00002 

Buy and Sell Foreign Exchange Rates for US Dollar (USD) and EURO (EUR) from June 6, 2015 to June 13, 2015

# # This downloads data from Nepal Rastra Bank 
library(NPdata)
nrb_fx(fx_codes = c("USD", "EUR"), from = "2015-06-10", to = "2015-07-10")
# fx_date fx_codes buy_sell fx_rate
# 1  2015-06-10      usd      buy  101.96
# 2  2015-06-11      usd      buy  101.84
# 3  2015-06-12      usd      buy  102.04
# 4  2015-06-13      usd      buy  102.24
# 5  2015-06-10      usd     sell  102.56
# 6  2015-06-11      usd     sell  102.44
# 7  2015-06-12      usd     sell  102.64
# 8  2015-06-13      usd     sell  102.84
# 9  2015-06-10      eur      buy  114.97
# 10 2015-06-11      eur      buy  115.08
# 11 2015-06-12      eur      buy  114.86
# 12 2015-06-13      eur      buy  114.24
# 13 2015-06-10      eur     sell  115.65
# 14 2015-06-11      eur     sell  115.76
# 15 2015-06-12      eur     sell  115.53
# 16 2015-06-13      eur     sell  114.91


nayanj/NPdata documentation built on May 23, 2019, 12:24 p.m.