[R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages)
Brian G. Peterson
br|@n @end|ng |rom br@verock@com
Thu Apr 4 11:31:02 CEST 2019
quantmod supports multiple data sources, both paid and free.
The documentation is installed with the package or you can find a pdf here:
The code is here:
For free daily data sources, I usually use Tiingo or Quandl in my public
talks. These certainly have US equities and ETF's.
Especially for intraday data, expect to have to pay for it. We have had
good luck with IQFeed on the low end of the cost scale. I am not aware
of a simple online source for historical options data. Also, check if
your broker has an API. e.g. Interactive Brokers(IB), TD Ameritrade,
and Fidelity (at least) all have programmatic ways of retrieving data.
IB has an R package, as does Quandl.
For CSV data sources that would be downloaded from online, you can bring
them directly into R without having to go through the intermediary step
of saving the file to your local disk. R's data functions can use a url
as a handle to open a data stream (this is how quantmod's downloaders
work, see the code above).
On 4/3/19 10:08 PM, H wrote:
> I am relatively new to analyzing financial data but have some experience with R. I understand that the data available from Yahoo Finance via its API is often questionable in quality and Google Finance is no longer available.
> Although Googling pointed me to some other sources such as Quandl etc., I am curious which other data sources quantmod itself supports for data retrieval, ie via an API, not via downloading and importing CSV-files?
> My interest is really US equities, stock options and ETFs - if possible from the same data source...
> Pointers to favorite data sources appreciated!
> Thank you.
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