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Edit File: getSymbols.av.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Download OHLC Data from Alpha Vantage</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for getSymbols.av {quantmod}"><tr><td>getSymbols.av {quantmod}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2> Download OHLC Data from Alpha Vantage </h2> <h3>Description</h3> <p>Downloads historical or realtime equity price data from <a href="https://www.alphavantage.co/">https://www.alphavantage.co/</a>. Free registration is required. </p> <h3>Usage</h3> <pre> getSymbols.av(Symbols, env, api.key, return.class = "xts", periodicity = "daily", adjusted = FALSE, interval = "1min", output.size = "compact", data.type = "json", ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>Symbols</code></td> <td> <p> a character vector specifying the names of the symbols to be loaded</p> </td></tr> <tr valign="top"><td><code>env</code></td> <td> <p> where to create objects (environment) </p> </td></tr> <tr valign="top"><td><code>api.key</code></td> <td> <p> the API key issued by Alpha Vantage when you registered (character)</p> </td></tr> <tr valign="top"><td><code>return.class</code></td> <td> <p> class of returned object, see Value (character) </p> </td></tr> <tr valign="top"><td><code>periodicity</code></td> <td> <p> one of <code>"daily"</code>, <code>"weekly"</code>, <code>"monthly"</code>, or <code>"intraday"</code> </p> </td></tr> <tr valign="top"><td><code>adjusted</code></td> <td> <p>if TRUE, include a column of closing prices adjusted for dividends and splits</p> </td></tr> <tr valign="top"><td><code>interval</code></td> <td> <p>one of <code>"1min"</code>, <code>"5min"</code>, <code>"15min"</code>, <code>"30min"</code>, or <code>"60min"</code> (intraday data only)</p> </td></tr> <tr valign="top"><td><code>output.size</code></td> <td> <p> either <code>"compact"</code> or <code>"full"</code> </p> </td></tr> <tr valign="top"><td><code>data.type</code></td> <td> <p> either <code>"json"</code> or <code>"csv"</code> </p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p> additional parameters as per <code><a href="getSymbols.html">getSymbols</a></code> </p> </td></tr> </table> <h3>Details</h3> <p>Meant to be called internally by <code>getSymbols</code> only. This method is not meant to be called directly, instead a call to <code>getSymbols("x", src="av")</code> will in turn call this method. It is documented for the sole purpose of highlighting the arguments accepted. </p> <p>You must register with Alpha Vantage in order to download their data, but the one-time registration is fast and free. Register at their web site, <a href="https://www.alphavantage.co/">https://www.alphavantage.co/</a>, and you will receive an <em>API key</em>: a short string of alphanumeric characters (e.g., "FU4U"). Provide the API key every time you call <code>getSymbols</code>; or set it globally using <code>setDefaults(getSymbols.av, api.key="yourKey")</code>. </p> <p>The Alpha Vantage site provides daily, weekly, monthly, and intraday data. Use <code>periodicity</code> to select one. Note that intraday data will includes today's data (delayed) if downloaded while the market is open, which is pretty cool. </p> <p>Set <code>adjusted=TRUE</code> to include a column of closing prices adjusted for dividends and stock splits (available only for daily, weekly, and monthly data). </p> <p>The intraday data is provided as a sequence of OHLC bars. Use the <code>interval</code> argument to determine the "width" of the bars: 1 minute bars, 5 minutes bars, 15 minutes bars, etc. </p> <p>By default Alpha Vantage returns the 100 most-recent data points (<code>output.size="compact"</code>). Set <code>output.size="full"</code> to obtain the entire available history. For daily, weekly, and monthly data, Alpha Vantage says the available data is up to 20 years; for intraday data, the available history is the most recent 10 or 15 days. Be forewarned that downloading <code>full</code> data requires more time than <code>compact</code> data, of course. </p> <p>Alpha Vantage provides access to data via two APIs. You can choose the API via the <code>data.type</code> argument. <code>data.type="json"</code>, the default, will import data using the JSON API. This API includes additional metadata (e.g. last updated time, timezone, etc) that is not provided via the CSV API. </p> <h3>Value</h3> <p>A call to <code>getSymbols(Symbols, src="av")</code> will create objects in the specified environment, one object for each <code>Symbol</code> specified. The object class of the object(s) is determined by <code>return.class</code>. Presently this may be <code>"ts"</code>, <code>"zoo"</code>, <code>"xts"</code>, or <code>"timeSeries"</code>. </p> <h3>Author(s)</h3> <p> Paul Teetor </p> <h3>References</h3> <p> Alpha Vantage documentation available at <a href="https://www.alphavantage.co/">https://www.alphavantage.co/</a> </p> <h3>See Also</h3> <p><code><a href="getSymbols.html">getSymbols</a></code>, <code><a href="getSymbols.yahoo.html">getSymbols.yahoo</a></code>, <code><a href="quantmod-defunct.html">getSymbols.google</a></code> </p> <h3>Examples</h3> <pre> ## Not run: # You'll need the API key given when you registered getSymbols("IBM", src="av", api.key="yourKey") # The default output.size="compact" returns only the most recent 100 rows. # Set output.size="full" for all available data. getSymbols("IBM", src="av", api.key="yourKey", output.size="full") # Intraday data is available for the most recent 10 or 15 days # and includes quasi-realtime data (i.e., 20-minute delayed) getSymbols("IBM", src="av", api.key="yourKey", output.size="full", periodicity="intraday") # Repeating your API key every time is tedious. # Fortunately, you can set a global default. setDefaults(getSymbols.av, api.key="yourKey") getSymbols("IBM", src="av") ## End(Not run) </pre> <hr /><div style="text-align: center;">[Package <em>quantmod</em> version 0.4.20 <a href="00Index.html">Index</a>]</div> </body></html>