[Historical data] for R

Discussion in 'Data Sets and Feeds' started by jk90029, Aug 28, 2014.

  1. Dear-

    I heard we can download historical daily close for certain stocks, directly to R language.

    For example, if in R command we type such as

    xxx(MSFT, 19900101, 20101231)

    then OCLC is shown in R screen.

    Is there any easy manual to start with, for a beginner?
     
  2. braman09

    braman09

    Is there any easy manual to start with, for a beginner?[/quote]
    First download R and RStudio.
    Then go to : blog.fosstrading.com/2011/08/introduction-to-quantstrat.html
     

  3. Download the library package quantmod.
    install.packages("quantmod")

    then do , for example
    library(quantmod)
    getSymbols("MSFT",from ="1990-01-01",to="2014-08-28")
    head(MSFT)

    will show the first set of rows.
    Good Luck.

    P.s. Check some of the Oreilly books are good for beginning, e.g. "
    R Cookbook. Paul Teetor.
     
    Last edited: Aug 28, 2014
  4. Thanks. It work fine.

    Probably easiest and simplest way to get historical data.
     
  5. QuantGo.com now has an R library which allows you to download historical data directly from R for any exchange worldwide. The catch is that you have to use a virtual instance in the QuantGo cloud. This allows you to rent access to years of data for an affordable fixed monthly fee but you cannot download the original data out of the the cloud...only your results and your own data.