Get quantitative data in tibble format

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:

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 seemlessly 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 library(tidyquant) library(tidyverse) # 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("FB", "AMZN"), get = "stock.prices", from = "2016-01-01", to = "2017-01-01") if (FALSE) { # --- Quandl --- quandl_api_key('<your_api_key>') # Energy data from EIA tq_get("EIA/PET_MTTIMUS1_M", get = "quandl", from = "2010-01-01") # --- Tiingo --- 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 --- 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") }