[R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages)
d@n|e|@ceg|e|k@ @end|ng |rom gm@||@com
Thu Apr 4 21:16:47 CEST 2019
> On 4 Apr 2019, at 11:31, Brian G. Peterson <brian using braverock.com> wrote:
> 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.
There is also ActiveTick. They have options. The prices depend on the number of subscribed instruments. Their API also works on Linux.
> 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).
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