Description Usage Arguments Details See Also
View source: R/load.instruments.R
This function exists to tell getSymbols
where to look for your repository of market data.
1 2 3 | setSymbolLookup.FI(base_dir, Symbols, ..., split_method = c("days", "common"),
storage_method = "rda", use_identifier = "primary_id",
extension = "rda", src = "FI")
|
base_dir |
string specifying the base directory where data is stored, see Details |
Symbols |
character vector of names of instruments for which to |
split_method |
string specifying the method files are split, currently ‘days’ or ‘common’, see Details |
storage_method |
currently only ‘rda’, but we will eventually support ‘indexing’ at least, and maybe others |
use_identifier |
string identifying which column should be use to construct the |
extension |
file extension, default "rda" |
src |
which |
... |
any other passthru parameters |
The base_dir
parameter must be set or the function will fail.
This will vary by your local environment and operating system. For mixed-OS environments,
we recommend doing some OS-detection and setting the network share to your data to a common
location by operating system. For example, all Windows machines may use “M:/”
and all *nix-style (linux, Mac) machines may use “/mnt/mktdata/”.
The split_method
currently allows either ‘days’ or ‘common’, and expects the
file or files to be in sub-directories named for the symbol. In high frequency data, it is standard practice to split
the data by days, which is why that option is the default.
getSymbols.FI
,
instrument_attr
,
load.instruments
, loadInstruments
,
setSymbolLookup
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