An R-Script template for pulling stock data quickly and easily.

gistfile2.R

# This R-Script is a quick template to allow anyone with R or an R UI program to pull stock data quickly and easily.

# Install and load the package quantmod into R
install.packages("quantmod")
library(quantmod)
#quantmod stands for: Quantitative Financial Modelling & Trading Framework for R.
#More information on quantmod can be found here: https://www.quantmod.com/.

#Create place-holder variables for the stock data start and end range. 
start <- as.Date("2021-02-02")
end <- as.Date("2021-02-12")

#Pull the stock data.
getSymbols("TSLA", src = "yahoo", from = start, to = end) #Change the ticker from TESLA (TSLA) to your desired one (i.e. AAPL).
View(TSLA) #View the data so you can make sure it was imported properly.

#Plot the data in a time-based, chronological line graph.
plot(TSLA$TSLA.Close, main="TSLA", xlab="$", ylab="Days") #TSLA closing plot
plot(TSLA$TSLA.Open, main="TSLA", xlab="$", ylab="Days") #TSLA opening plot

#Let's manipulate the data a little bit. I try to determine volatility first and foremost.
TSLA.Difference <- TSLA$TSLA.High-TSLA$TSLA.Low # Create High-Low variable.
TSLA2 <- merge(TSLA, TSLA.Difference) #Merge the variable created into a new data frame.
View(TSLA2) #View the data so you can make sure it was imported properly.
plot(TSLA2$TSLA.High.1, main="TSLA", xlab="$", ylab="Days") #TSLA high-low difference plot
TSLA.Ratio <- (TSLA2$TSLA.High.1/TSLA2$TSLA.Close)*100 #Examine difference as a percentage of the stock's closing price.
View(TSLA.Ratio) #View the data so you can determine if there is a substantive difference proportionally.

#Want to see stock data in a way that is more typical among trading platforms? Use a Candlestick Chart.
candleChart(TSLA, up.col = "green", dn.col = "red", theme = "black")

#I hope this concise script helps you explore R and stock data.
#It is a great tool to run through common stock options trading statistics (i.e. "The Greeks").
#Examples include: Delta, Gamma, Theta, Vega, and Rho.