WebData: Fetch Internet Data
In TTR: Technical Trading Rules

Description Usage Arguments Details Value Note Author(s) Examples

Get investment data from the internet.

  stockSymbols(exchange = c("AMEX", "NASDAQ", "NYSE"),
    sort.by = c("Exchange", "Symbol"), quiet = FALSE)

  getYahooData(symbol, start, end, freq = "daily",
    type = "price", adjust = TRUE, quiet = FALSE)

`symbol`	Yahoo! Finance instrument symbol.
`start`	Numeric; first date of desired data, in YYYYMMDD format. Default is first date of series.
`end`	Numeric; last date of desired data, in YYYYMMDD format. Default is last date of series.
`freq`	Desired data frequency. One of `"daily"`, `"weekly"`, `"monthly"`.
`type`	Type of data to return. One of `"price"`, or `"split"`. `type="split"` will return both split and dividend data.
`adjust`	Logical; if `TRUE`, the Open, High, Low, and Close prices will be adjusted for dividends and splits, and Volume will be adjusted for dividends.
`quiet`	Logical; if `TRUE`, status messages will be printed to the console.
`exchange`	Character vector of exchange names on which desired instrument symbols are traded.
`sort.by`	Character vector of columns by which returned data will be sorted. Must be one or more of `"Name"`, `"Symbol"`, `"Market.Cap"`, or `"Exchange"`.

getYahooData fetches individual stock data from the Yahoo! Finance website. It also adjusts price for splits and dividends, and volume for splits.

stockSymbols fetches instrument symbols from the nasdaq.com website, and adjusts the symbols to be compatible with the Yahoo! Finance website.

getYahooData returns an xts object containing the columns:

stockSymbols returns a character vector containing all the listed symbols for the given exchanges.

Date: Trade date, in CCYYMMDD format.
Open: Open price.
High: High price.
Low: Low price.
Close: Close price.
Volume: Volume.

The symbols returned by stockSymbols may not be in the format necessary to retrieve data using getYahooData.

getYahooData has only been tested on daily data. It isn't known if the function correctly adjusts data for any other frequency.

Joshua Ulrich

### Note: you must have a working internet
### connection for these examples to work!
ibm <- getYahooData("IBM", 19990404, 20050607)

nyse.symbols <- stockSymbols("NYSE")