| getSymbols.google {quantmod} | R Documentation |
Downloads Symbols to specified env
from ‘finance.google.com’. This method is
not to be called directly, instead a call to
getSymbols(Symbols,src='google') will in
turn call this method. It is documented for the
sole purpose of highlighting the arguments
accepted, and to serve as a guide to creating
additional getSymbols ‘methods’.
getSymbols.google(Symbols,
env,
return.class = 'xts',
from = "2007-01-01",
to = Sys.Date(),
...)
Symbols |
a character vector specifying the names of each symbol to be loaded |
env |
where to create objects. (.GlobalEnv) |
return.class |
class of returned object |
from |
Retrieve no earlier than this date |
to |
Retrieve though this date |
... |
additional parameters |
Meant to be called internally by getSymbols (see also).
One of a few currently defined methods for loading data for use with quantmod. Essentially a simple wrapper to the underlying Google Finance site for historical data.
A word of warning. Google is the home of BETA, and historic data is no exception. There is a BUG in practically all series that include the dates Dec 29,30, and 31 of 2003. The data will show the wrong date and corresponding prices. This essentially makes it useless, but if they ever apply a fix the data is nice(r) than Yahoo, in so much as it is all split adjusted and there is forty years worth to be had. As long as you skip the holiday week of 2003. : )
A call to getSymbols.google will load into the specified
environment one object for each
Symbol specified, with class defined
by return.class. Presently this may be ts,
its, zoo, xts, or timeSeries.
As mentioned in the details section, a serious flaw exists within the google database/SQL. A caution is issued when retrieving data via this method if this particular error is encountered, but one can only wonder what else may be wrong. Caveat emptor.
Jeffrey A. Ryan
Google Finance: http://finance.google.com
## Not run:
# All 3 getSymbols calls return the same
# MSFT to the global environment
# The last example is what NOT to do!
## Method #1
getSymbols('MSFT',src='google')
## Method #2
setDefaults(getSymbols,src='google')
# OR
setSymbolLookup(MSFT='google')
getSymbols('MSFT')
#########################################
## NOT RECOMMENDED!!!
#########################################
## Method #3
getSymbols.google('MSFT',verbose=TRUE,env=globalenv())
## End(Not run)