getTWSE.fiveSecond: Download Download 5-second index price from the Taiwan Stock...

In tsungwu/JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics

Download Download 5-second index price from the Taiwan Stock Exchange

Description

It downloads Download 5-second financial index from the Taiwan Stock Exchange.

Usage

getTWSE.fiveSecond(ymd=NULL,skip=2,index.names=NULL)

Arguments

ymd	The year-month-day format of data retrived, for example, "2022-05-03". If unspecified, the default is the Sys.date(); if Saturday, it moves back to Friday; if Sunday, it moves to Monday.
skip	The rows to skip, since the web usually contains empty space or notes in the beginning, currently, skip 2 lines is OK, however, it skipped 1. Therefore, the parameter can be checked if it changes again.
index.names	The colnames (names of index price) of the dataset are originally in Chinese characters, to avoid language problem, we changed it to V1~V34. Users may offer your own colnames here.

Details

This function connects with <"https://www.twse.com.tw/exchangeReport/MI_5MINS_INDEX"> and downloads the specified market data. The rownames of downloaded data embeds the timestamp already.

Value

data	The data retrieved.

Author(s)

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University.

Examples

#getTWSE.fiveSecond(ymd="2022-05-03",skip=2,index.names=NULL)$data

tsungwu/JFE documentation built on May 10, 2022, 1:22 p.m.