import-fred: Import Market Data from the Federal Reserve Database

In fImport: Rmetrics - Importing Economic and Financial Data

Import Market Data from the Federal Reserve Database

Description

Imports financial time series data from fred.stlouisfed.org.

Usage

fredSeries(symbols, from = NULL, to = Sys.timeDate(), 
    nDaysBack = 366, ...)
    
fredImport(query, file = "tempfile", source = NULL, frequency = "daily", 
    from = NULL, to = Sys.timeDate(), nDaysBack = NULL,
    save = FALSE, sep = ";", try = TRUE)    

Arguments

symbols	a character string with the symbols to be downloaded.
from	the start date of the time series to extract.
to	the end date of the data download, by default the current date.
nDaysBack	the number of days back.
...	optional arguments to be passed to fredImport.
query	a character string, denoting the location of the data at the web site.
file	where to save the downloaded data, a character string with filename, usually having extension ".csv".
source	a character string setting the URL of the source. If NULL, then the URL will be set automatically to its default value.
frequency	a character string, one of "auto", "quarterly", "monthly", or "daily", defining the frequency of the data records. Only needed if the import function fails to autodetect the frequency of the time series to be dowwnloaded.
save	a logical value, if set to TRUE the downloaded data file will be stored under the path and file name specified by the string file. By default FALSE.
sep	a character value specifying the column separator.
try	a logical value, if set to TRUE the Internet access will be checked.

Value

for fredSeries, an object of class timeSeries.

for fredImport, an object of class fWEBDATA with the following slots:

@call	the function call.
@data	the downloaded data as an object from class "timeSeries".
@param	a character vector whose elements contain the values of selected parameters of the argument list.
@title	a character string with the name of the download. This can be overwritten specifying a user defined input argument.
@description	a character string with an optional user defined description. By default just the current date when the test was applied will be returned.

Note

Internet Download Functions:

IMPORTANT NOTE: If the service provider changes the data file format it may become necessary to modify and update the functions.

Feel free to inspect the code of the functions and to create your own download function from other Internet web sites and Portals.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

References

Diethelm Wuertz, Yohan Chalabi, and Andrew Ellis, (2010); Financial Market Data for R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich, www.rmetrics.org.

Examples

a <- fredImport("DEXSZUS")
head(a@data)  # a@data is a "timeSeries" object

b <- fredSeries("DEXSZUS")
head(b) # a "timeSeries" object

fImport documentation built on Dec. 18, 2025, 3 p.m.