01/05/2017

How to collect price in R


I'd like to show you how to use R to get global stock prices.

it is freaking easy.

just enter following code to get S&P 500 index.


getSymbols('^GSPC', src='yahoo')
plot(GSPC)





It's too easy, isnt it?

If you trying to find out Nvida's stock price, then enter NVDA instead of ^GSPC.


nvda <- auto.assign="FALSE)</p" getsymbols="" src="yahoo">plot(nvda)




Sorted


*Additional information

Free financial data

1) R package quantmod
:yahoo(stock information) / google(stock data)
:FRED(economic indicators)
:Oanda(FX data)

example) Oanda
getSymbols("USD/EUR",src="oanda")
plot(USDEUR)


2) R package Quandl (not all free but some of them are free)

example) Quandl

Let's get oil price and draw a graph

install.packages("Quandl")
library(Quandl)
data = Quandl("OPEC/ORB")



3) R package TFX which provides real time tick data

Sample)

install.packages("TFX")
QueryTrueFX()
yen <- span=""> ConnectTrueFX("USD/JPY,EUR/JPY,GBP/JPY,AUD/JPY,CAD/JPY,CHF/JPY"
                     username="ID"password="PW")
QueryTrueFX(yen)


4) R package pwt which provides global economic data

Sample)

install.packages("pwt8")

library("pwt8") 

data("pwt8.0")
countries <- c="" div="">
variables <- c="" country="" div="" isocode="" nbsp="" pop="" rgdpo="" year="">
pwt <- countries="" in="" isocode="" pwt8.0="" select="variables)</div" subset="">
summary(pwt)


                     country      isocode  

 Spain                   :62   ESP    :62  

 Italy                   :62   ITA    :62  
 United States of America:62   USA    :62  
 Angola                  : 0   AGO    : 0  
 Albania                 : 0   ALB    : 0  
 Argentina               : 0   ARG    : 0  
 (Other)                 : 0   (Other): 0  
      year          rgdpo         
 Min.   :1950   Min.   :   85002  
 1st Qu.:1965   1st Qu.:  439149  
 Median :1980   Median : 1107030  
 Mean   :1980   Mean   : 2722070  
 3rd Qu.:1996   3rd Qu.: 3536036  
 Max.   :2011   Max.   :13193478



5) R package - rdatamarket



-reference-
http://blog.naver.com/htk1019/220902013375


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