Get quantitative data in tibble format

Get quantitative data in tibble format

Usage

tq_get(x, get = "stock.prices", complete_cases = TRUE, ...)

tq_get_options()

Arguments

x

A single character string, a character vector or tibble representing a single (or multiple) stock symbol, metal symbol, currency combination, FRED code, etc.

get

A character string representing the type of data to get for x. Options include:

• "stock.prices": Get the open, high, low, close, volume and adjusted stock prices for a stock symbol from Yahoo Finance (https://finance.yahoo.com/). Wrapper for quantmod::getSymbols().

• "dividends": Get the dividends for a stock symbol from Yahoo Finance (https://finance.yahoo.com/). Wrapper for quantmod::getDividends().

• "splits": Get the split ratio for a stock symbol from Yahoo Finance (https://finance.yahoo.com/). Wrapper for quantmod::getSplits().

• "stock.prices.japan": Get the open, high, low, close, volume and adjusted stock prices for a stock symbol from Yahoo Finance Japan (https://finance.yahoo.co.jp/). Wrapper for quantmod::getSymbols.yahooj().

• "economic.data": Get economic data from FRED. rapper for quantmod::getSymbols.FRED().

• "quandl": Get data sets from Quandl. Wrapper for Quandl::Quandl(). See also quandl_api_key().

• "quandl.datatable": Get data tables from Quandl. Wrapper for Quandl::Quandl.datatable(). See also quandl_api_key().

• "tiingo": Get data sets from Tiingo. Wrapper for riingo::riingo_prices(). See also tiingo_api_key().

• "tiingo.iex": Get data sets from Tiingo. Wrapper for riingo::riingo_iex_prices(). See also tiingo_api_key().

• "tiingo.crypto": Get data sets from Tiingo. Wrapper for riingo::riingo_crypto_prices(). See also tiingo_api_key().

• "alphavantager": Get data sets from Alpha Vantage. Wrapper for alphavantager::av_get(). See also av_api_key().

• "rblpapi": Get data sets from Bloomberg. Wrapper for Rblpapi. See also Rblpapi::blpConnect() to connect to Bloomberg terminal (required). Use the argument rblpapi_fun to set the function such as "bdh" (default), "bds", or "bdp".

complete_cases

Removes symbols that return an NA value due to an error with the get call such as sending an incorrect symbol "XYZ" to get = "stock.prices". This is useful in scaling so user does not need to add an extra step to remove these rows. TRUE by default, and a warning message is generated for any rows removed.

...

Additional parameters passed to the "wrapped" function. Investigate underlying functions to see full list of arguments. Common optional parameters include:

• from: Standardized for time series functions in quantmod, quandl, tiingo, alphavantager packages. A character string representing a start date in YYYY-MM-DD format.

• to: Standardized for time series functions in quantmod, quandl, tiingo, alphavantager packages. A character string representing a end date in YYYY-MM-DD format.

Value

Returns data in the form of a tibble object.

Details

tq_get() is a consolidated function that gets data from various web sources. The function is a wrapper for several quantmod functions, Quandl functions, and also gets data from websources unavailable in other packages. The results are always returned as a tibble. The advantages are (1) only one function is needed for all data sources and (2) the function can be seamlessly used with the tidyverse: purrr, tidyr, and dplyr verbs.

tq_get_options() returns a list of valid get options you can choose from.

tq_get_stock_index_options() Is deprecated and will be removed in the next version. Please use tq_index_options() instead.

See also

• tq_index() to get a ful list of stocks in an index.

• tq_exchange() to get a ful list of stocks in an exchange.

• quandl_api_key() to set the api key for collecting data via the "quandl" get option.

• tiingo_api_key() to set the api key for collecting data via the "tiingo" get option.

• av_api_key() to set the api key for collecting data via the "alphavantage" get option.

Examples

# Load libraries

# Get the list of `get` options
tq_get_options()
#>  [1] "stock.prices"       "stock.prices.japan" "dividends"         
#>  [4] "splits"             "economic.data"      "quandl"            
#>  [7] "quandl.datatable"   "tiingo"             "tiingo.iex"        
#> [10] "tiingo.crypto"      "alphavantager"      "alphavantage"      
#> [13] "rblpapi"           

# Get stock prices for a stock from Yahoo
aapl_stock_prices <- tq_get("AAPL")

# Get stock prices for multiple stocks
mult_stocks <- tq_get(c("META", "AMZN"),
                      get  = "stock.prices",
                      from = "2016-01-01",
                      to   = "2017-01-01")


if (FALSE) {

# --- Quandl ---
if (rlang::is_installed("quandl")) {
quandl_api_key('<your_api_key>')
tq_get("EIA/PET_MTTIMUS1_M", get = "quandl", from = "2010-01-01")
}


# Energy data from EIA



# --- Tiingo ---
if (rlang::is_installed("riingo")) {
tiingo_api_key('<your_api_key>')

# Tiingo Prices (Free alternative to Yahoo Finance!)
tq_get(c("AAPL", "GOOG"), get = "tiingo", from = "2010-01-01")

# Sub-daily prices from IEX ----
tq_get(c("AAPL", "GOOG"),
       get = "tiingo.iex",
       from   = "2020-01-01",
       to     = "2020-01-15",
       resample_frequency = "5min")

# Tiingo Bitcoin Prices ----
tq_get(c("btcusd", "btceur"),
       get    = "tiingo.crypto",
       from   = "2020-01-01",
       to     = "2020-01-15",
       resample_frequency = "5min")


}

# --- Alpha Vantage ---

if (rlang::is_installed("alphavantager")) {
av_api_key('<your_api_key>')

# Daily Time Series
tq_get("AAPL",
       get        = "alphavantager",
       av_fun     = "TIME_SERIES_DAILY_ADJUSTED",
       outputsize = "full")

# Intraday 15 Min Interval
tq_get("AAPL",
       get        = "alphavantage",
       av_fun     = "TIME_SERIES_INTRADAY",
       interval   = "15min",
       outputsize = "full")
# FX DAILY
tq_get("USD/EUR", get = "alphavantage", av_fun = "FX_DAILY", outputsize = "full")

# FX REAL-TIME QUOTE
tq_get("USD/EUR", get = "alphavantage", av_fun = "CURRENCY_EXCHANGE_RATE")

}
}