Download Historical Finance Data
Download historical financial data from a given data provider over the WWW.
get.hist.quote(instrument = "^gdax", start, end,
quote = c("Open", "High", "Low", "Close"),
provider = c("yahoo"), method = NULL,
origin = "1899-12-30", compression = "d",
retclass = c("zoo", "ts"), quiet = FALSE, drop = FALSE)instrument |
a character string giving the name of the quote symbol to download. See the web page of the data provider for information about the available quote symbols. |
start |
an R object specifying the date of the start of the
period to download. This must be in a form which is recognized by
|
end |
an R object specifying the end of the download period, see above. Defaults to yesterday. |
quote |
a character string or vector indicating whether to
download opening, high, low, or closing quotes, or volume. For the
default provider, this can be specified as |
provider |
a character string with the name of the data
provider. Currently, only |
method |
No longer used. |
origin |
an R object specifying the origin of the Julian dates, see above. Defaults to 1899-12-30 (Popular spreadsheet programs internally also use Julian dates with this origin). |
compression |
Governs the granularity of the retrieved data;
|
retclass |
character specifying which class the return value
should have: can be either |
quiet |
logical. Should status messages (if any) be suppressed? |
drop |
logical. If |
A time series containing the data either as a "zoo" series
(default) or a "ts" series. The "zoo" series is created
with zoo and has an index of class "Date".
If a "ts" series is returned, the index is in physical time,
i.e., weekends, holidays, and missing days are filled with NAs
if not available. The time scale is given in Julian dates (days since
the origin).
A. Trapletti
getSymbols for downloads from various
providers;
zoo,
ts,
as.Date,
as.POSIXct,
con <- url("https://finance.yahoo.com")
if(!inherits(try(open(con), silent = TRUE), "try-error")) {
close(con)
x <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
quote = "Close")
plot(x)
x <- get.hist.quote(instrument = "ibm", quote = c("Cl", "Vol"))
plot(x, main = "International Business Machines Corp")
spc <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
quote = "Close")
ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01",
quote = "Adj")
require("zoo") # For merge() method.
x <- merge(spc, ibm)
plot(x, main = "IBM vs S&P 500")
}Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.