Download historical market data
Download historical market data
get_yahoo_data(symbol, from, to, split.adjusted = TRUE, dividend.adjusted = TRUE) get_yahoo_splits_and_dividends(symbol, from, to = from) get_google_data(symbol, from, to = from) get_finam_data(symbol, from, to = from, period = "day", local = FALSE) get_iqfeed_data(symbol, from, to = from, period = "day", local = FALSE) get_moex_options_data(code, from, to = from, period = "tick", local = TRUE) get_moex_futures_data(code, from, to = from, period = "tick", local = TRUE) get_moex_continuous_futures_data(contract, from, to, frequency, day_exp)
symbol |
symbol name |
from, to |
text dates in format |
split.adjusted |
should data be split adjusted? |
dividend.adjusted |
should data be split adjusted? |
period |
candle period |
local |
should data be loaded from local storage? See 'Local Storage' section |
code |
futures or option code name, e.g. |
contract, frequency, day_exp |
same as in |
data.table with following data returned:
| daily: | date, open, high, low, close, volume, open_interest |
| intraday: | date, open, high, low, close, volume |
| tick: | time, price, volume, size, bid, ask, tick_id, basis_for_last, trade_market_center, trade_conditions |
See iqfeed specification for details.
Note: from and to can be set as text in format "YYYY-mm-dd HH:MM:SS".
data.table with following data returned:
| daily: | date, open, high, low, close, volume |
| intraday: | date, open, high, low, close, volume |
| tick: | time, price, volume |
data.table with following data returned:
| daily: | date, open, high, low, close, adj_close, volume |
| splits and dividends: | date, value, event |
data.table with following data returned:
| daily: | date, open, high, low, close, volume |
data can be retrieved from local storage only in order to minimize load on MOEX data servers. See 'Local Storage' section.
It is recommended to store tick market data locally.
Load time is reduced dramatically. It is a good way to collect market data as
e.g. IQFeed gives only 180 days of tick data if you would need more it will
cost you a lot. See store_market_data for details.
Only IQFeed, Finam and MOEX data supported.
Timestamps timezones set to UTC.
get_finam_data( 'GAZP', '2015-01-01', '2016-01-01' ) get_finam_data( 'GAZP', '2015-01-01', '2016-01-01', 'hour' ) get_finam_data( 'GAZP', Sys.Date(), Sys.Date(), 'tick' ) get_iqfeed_data( 'MSFT', '2015-01-01', '2016-01-01' ) get_iqfeed_data( 'MSFT', '2015-01-01', '2016-01-01', 'hour' ) get_iqfeed_data( 'MSFT', Sys.Date() - 3, Sys.Date() , 'tick' ) get_google_data( 'MSFT', '2015-01-01', '2016-01-01' ) get_yahoo_data( 'MSFT', '2015-01-01', '2016-01-01' ) get_moex_futures_data( 'RIH9', '2009-01-01', '2009-02-01', 'tick', local = T ) get_moex_options_data( 'RI55000C9', '2009-01-01', '2009-02-01', 'tick', local = T ) get_moex_continuous_futures_data( 'RI', '2016-01-01', '2016-11-01', frequency = 3, day_exp = 15 )
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.