Created
January 9, 2013 17:36
-
-
Save jonforums/4495118 to your computer and use it in GitHub Desktop.
Simple R script to pull historical stock data from Yahoo
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
# Revision: 2013-01-09 12:34:09 -0600 | |
getYahooStockUrl <- function(symbol, start, end, type="m") { | |
# Creates a Yahoo URL for fetching historical stock data | |
# | |
# Args: | |
# symbol - the stock symbol for which to fetch data | |
# start - the date (CCYY-MM-DD) to start fetching data | |
# end - the date (CCYY-MM-DD) to finish fetching data | |
# type - daily/monthly data indicator ("d" or "m") | |
# | |
# Returns: | |
# A Yahoo URL string for fetching historical stock data | |
start <- as.Date(start) | |
end <- as.Date(end) | |
url <- "http://ichart.finance.yahoo.com/table.csv?s=%s&a=%d&b=%s&c=%s&d=%d&e=%s&f=%s&g=%s&ignore=.csv" | |
sprintf(url, | |
toupper(symbol), | |
as.integer(format(start, "%m")) - 1, | |
format(start, "%d"), | |
format(start, "%Y"), | |
as.integer(format(end, "%m")) - 1, | |
format(end, "%d"), | |
format(end, "%Y"), | |
type) | |
} | |
data <- read.csv(getYahooStockUrl("sbux", "2008-1-1", "2008-12-31"), | |
stringsAsFactors=FALSE) | |
sbux.monthly <- data[order(data$Date), c('Date', 'Adj.Close')] |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment