| get.hist.quote(tseries) | R Documentation |
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 = "yahoo",
method = c("auto", "wget", "lynx"))
instrument |
the name of the quote symbol to download. See the web page of the data provider for information about the quote symbols. |
start, end |
strings representing the start and end date
of the period to download. The format is "mm dd yyyy".
Default values are "1 2 1991" and yesterday. |
quote |
download opening, high, low, or closing quotes? |
provider |
the name of the data provider. Currently implemented
is "yahoo". See http://quote.yahoo.com/ for more
information. |
method |
tool to be used for downloading the data. Currently
download methods "auto", "wget", and "lynx"
are available. |
A time series containing the data in physical time, i.e., weekends,
holidays, and missing days are filled with NAs. The time scale
is given in Julian dates.
A. Trapletti
ts, chron, http://quote.yahoo.com/
x <- get.hist.quote (instrument = "^spc", start = "1 1 1998",
quote = "Close")
plot (x)