getSymbols             package:quantmod             R Documentation

_M_a_n_a_g_e _D_a_t_a _f_r_o_m _M_u_l_t_i_p_l_e _S_o_u_r_c_e_s

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

     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.

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

     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)

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

 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 

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

     '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').

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

     A call to getSymbols will load into the specified environment one
     object for each 'Symbol' specified, with class defined by
     'return.class'.

_N_o_t_e:

     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.

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

     Jeffrey A. Ryan

_S_e_e _A_l_s_o:

     'getModelData','specifyModel', 'setSymbolLookup',
     'getSymbols.csv', 'getSymbols.RData', 'getSymbols.oanda',
     'getSymbols.yahoo', 'getSymbols.google', 'getSymbols.FRED',

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

     ## 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)

