Yahoo                package:fImport                R Documentation

_I_m_p_o_r_t _M_a_r_k_e_t _D_a_t_a _f_r_o_m _Y_a_h_o_o

_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions to import  financial and
     economic market data from Yahoo's web site. 

     The functions are:

       'yahooImport'     daily stock market data from Yahoo's Web site,
       'yahooSeries'     easy to use download from Yahoo,
       'keystatsImport'  key statistics from Yahoo's Web site.

_U_s_a_g_e:

      
     yahooImport(query, file = "tempfile", 
         source = "http://chart.yahoo.com/table.csv?", save = FALSE,
         sep = ";", swap = 20, try = TRUE)
        
     yahooSeries(symbols = c("^DJI", "IBM"), from = NULL, to = NULL, 
         nDaysBack = 365, quote = c("Open", "High", "Low", "Close", "Volume"), 
         aggregation = c("d", "w", "m"), returnClass = c("timeSeries", "ts", 
         "matrix", "data.frame"), getReturns = FALSE, ...)
         
     keystatsImport(query, file = "tempfile", 
         source = "http://finance.yahoo.com/q/ks?s=", save = FALSE, 
         try = TRUE) 

_A_r_g_u_m_e_n_t_s:

aggregation: a character string denoting the aggregation level of the 
          downloaded data records, 'd' for daily, 'w' for weekly and
          'm' for monthly data records. 

    file: a character string with filename, usually having extension
          ".csv", where to save the downloaded data. 

from, to: an ISO-8601 formatted character string of the starting (end) 
          date, e.g. "2005-01-01". 

getReturns: a logical flag. Should return values be computed using the 
          function 'returnSeries'? 

nDaysBack: an integer giving the length of the download period in
          number  of days starting n days back from today. Only in use
          if  'from' and 'to' are not specified. 

   query: a character string, denoting the location of the data at the 
          web site. 

    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. 

   quote: [yahooSeries] - 
           a character value or vector of strings giving the column
          name(s)  of those instruments to be extracted from the
          download.  

returnClass: a character string naming the class of the object to be 
          returned. By default the function returns  a '"timeSeries"'
          object, alternatives are: '"ts"',  '"matrix"', or
          '"data.frame"'. 

     sep: a character value, defining the field separator for the 
          destination file which saves the downloaded data records. By
          default a semicolon. 

  source: a character string with the download URL. 

 symbols: a character string value or vector, the Yahoo symbol name(s). 

    swap: an integer value which determines when we swap from the 19th
          to 20th century, by default 20, i.e. we swap 1920. This is
          necessary since Yahoo does not list the century in its dates,
          e.g. "15-Aug-02". 

     try: a logical value, if set to TRUE the Internet access will be
          checked. 

     ...: optional arguments to be passed. 

_D_e_t_a_i_l_s:

     *Import data from chart.yahoo.com:* 

      The query string is given as  

      's=SYMBOL&a=DD&b=MM&c=CCYY&g=d&q=q&z=SYMBOL&x=.csv'  

      where 'SYMBOL' has to replaced by the symbol name of the 
     instrument, and 'DD', 'MM', and 'CCYY' by the  day, month-1 and
     century/year when the time series should start.

     Here are some examples of symbols:

       '[query]'  Description:
                  
       '^DJI'     Dow Jones 30 Industrial Averages
       '^NYA'     New York Stock Exchange Composite
       '^NDX'     Nasdaq 100 Index
       '^IXIC'    Nasdaq Composite Index
       '^TYX'     US 30Y Treasury Bond Index
       'IBM'      BM DJIA Stock
       'KO'       Coca-Cola DJIA Stock

     The meaning of the tokens in the query string are the following:

       Token  Description
              
       's'    Selected Ticker-Symbol
       'a'    First Quote starts with Month (mm)
       'b'    First Quote starts with Day (dd)
       'c'    First Quote starts with Year (ccyy)
       'd'    Last Quote ends with Month (mm)
       'e'    Last Quote ends with Day (dd)
       'f'    Last Quote ends with Year (ccyy)
       'z'    Selected Ticker-Symbol

_V_a_l_u_e:

     The function 'yahooImport' returns an S4 object of class 
     'fWEBDATA' with the following slots:

   @call: the function call.   

   @data: the data as downloaded formatted as a data.frame. 

  @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.


     The function 'yahooSeries' returns an S4 object of  class 
     'timeSeries' or alternatively an object specified by the function
     argument 'returnClass'. 

     The function 'keystatsImport' returns a data frame with  key
     statistics downloaded from yahoo's web site.

_N_o_t_e:

     *Internet Download Functions:* 

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

     The R package 'tseries' from Adrian Trapletti offers an 
     alternative function to download stock market data and indexes 
     from Yahoo's Internet site.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## Not run: 
         
     ## yahooImport -
        # [test 19/20 century change 01-12-1999 -- 31-01-2000]
        query = "s=IBM&a=11&b=1&c=1999&d=0&q=31&f=2000&z=IBM&x=.csv"
        IBM = yahooImport(query)  
        if (!is.null(IBM)) print(IBM@data[1:20, ])      
     ## End(Not run)

