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Download financial data from Yahoo Finance

Source: R/download_data.R
download_data.Rd

This function downloads financial data from https://finance.yahoo.com/ and returns it as a data.frame.

Usage

download_data(
  symbol,
  from = "1902-01-01",
  to = Sys.Date(),
  fill_dates = FALSE,
  columns = c("Date", "Open", "High", "Low", "Close", "Adj.Close", "Volume")
)

Arguments

symbol

A character, the stock's symbol.

It must match the identifier on https://finance.yahoo.com/.

from

A character in the format "YYYY-MM-DD", setting the lower data bound.

Must not be earlier than "1902-01-01" (default).

to

A character in the format "YYYY-MM-DD", setting the upper data bound.

Default is the current date Sys.date().

fill_dates

Set to TRUE to fill missing dates (e.g., days at which the stock market is closed) with NA's.

By default, fill_dates = FALSE.

columns

A character of requested data columns, see the details.

By default, all columns are returned.

Value

A data.frame.

Details

Yahoo Finance provides historical daily data for stocks or indices. The following data columns are available:

  • Date: The date.

  • Open: Opening price.

  • High: Highest price.

  • Low: Lowest price.

  • Close: Close price adjusted for splits.

  • Adj.Close: Close price adjusted for dividends and splits.

  • Volume: Trade volume.

Examples

### 21st century DAX closing prices
data <- download_data(
  symbol = "^GDAXI", from = "2000-01-01", columns = c("Date", "Close"),
  fill_dates = TRUE
)
head(data)
#>         Date   Close
#> 1 2000-01-01      NA
#> 2 2000-01-02      NA
#> 3 2000-01-03 6750.76
#> 4 2000-01-04 6586.95
#> 5 2000-01-05 6502.07
#> 6 2000-01-06 6474.92