| getSymbols {quantmod} | R Documentation |
Functions to manage Symbols in
specified environment. Used by specifyModel
to retrieve symbols specified in first step of modelling
procedure. Not a true S3 method, but methods for different
data sources follow an S3-like naming convention. Additional
methods can be added by simply adhering to the convention.
Current src methods available are: yahoo, google,
MySQL, FRED, csv, RData, and Oanda.
getSymbols(Symbols = NULL,
env = .GlobalEnv,
reload.Symbols = FALSE,
verbose = FALSE,
warnings = TRUE,
src = "yahoo",
symbol.lookup = TRUE,
...)
showSymbols(env=.GlobalEnv)
removeSymbols(Symbols=NULL,env=.GlobalEnv)
saveSymbols(Symbols = NULL,
file.path=stop("must specify 'file.path'"),
env = .GlobalEnv)
Symbols |
a character vector specifying the names of each symbol to be loaded |
env |
where to create objects. (.GlobalEnv) |
reload.Symbols |
boolean to reload current symbols in specified environment. (FALSE) |
verbose |
boolean to turn on status of retrieval. (FALSE) |
warnings |
boolean to turn on warnings. (TRUE) |
src |
character string specifying sourcing method. (yahoo) |
symbol.lookup |
retrieve symbol's sourcing method from external lookup (TRUE) |
file.path |
character string of file location |
... |
additional parameters |
getSymbols first looks to the local environment for
matching symbols. If found, the next symbol in Symbols
is attempted, if not found, it is skipped and a warning will
be displayed. Upon completion a list of
loaded symbols is stored in the global environment
under the name .getSymbols.
Objects loaded by getSymbols can be viewed with
showSymbols and
removed by a call to removeSymbols. Additional
retrieval methods can be
created simply following the S3-like naming
convention where getSymbols.NAME
is used for your function NAME. See getSymbols.skeleton.
setDefaults(getSymbols) can be used to
specify defaults for all passed getSymbols arguments.
setDefaults(getSymbols.MySQL) for arguments
specific to getSymbols.MySQL, etc.
The “sourcing” of data is managed internally
through a complex lookup procedure. If symbol.lookup
is TRUE (the default), a check is made if any symbol
has had its source specified by setSymbolLookup.
If not set, the process continues by checking to see if
src has been specified by the user in the
function call. If not, any src defined with
setDefaults(getSymbols,src=) is used.
Finally, if none of the other source rules apply
the default getSymbols src method is
used (‘yahoo’).
A call to getSymbols will load into the specified
environment one object for each
Symbol specified, with class defined
by return.class.
While it is possible to load symbols as classes other
than zoo, quantmod requires most, if not
all, data to be of class zoo or inherited
from zoo - e.g. quantmod.OHLC. The additional
methods are meant mainly to be of use for those
using the functionality elsewhere.
Jeffrey A. Ryan
getModelData,specifyModel,
setSymbolLookup,
getSymbols.csv,
getSymbols.RData,
getSymbols.oanda,
getSymbols.yahoo,
getSymbols.google,
getSymbols.FRED,
## Not run:
setSymbolLookup(QQQQ='yahoo',SPY='MySQL')
getSymbols(c('QQQQ','SPY'))
# loads QQQQ from yahoo (set with setSymbolLookup)
# loads SPY from MySQL (set with setSymbolLookup)
getSymbols('F')
# loads Ford market data from yahoo (the formal default)
setDefaults(getSymbols,verbose=TRUE,src='MySQL')
getSymbols('DIA')
# loads symbol from MySQL database (set with setDefaults)
getSymbols('F',src='yahoo',return.class='ts')
# loads Ford as time series class ts
## End(Not run)