download_data function

Download financial data from Yahoo Finance

This function downloads financial data from https://finance.yahoo.com/

and returns it as a data.frame.

download_data(
  symbol,
  from = "1902-01-01",
  to = Sys.Date(),
  fill_dates = FALSE,
  columns = c("Date", "Open", "High", "Low", "Close", "Adj.Close", "Volume")
)

Arguments

• symbol: A character, the stock's symbol.

  It must match the identifier on https://finance.yahoo.com/.

• from: A character in the format "YYYY-MM-DD", setting the lower data bound.

  Must not be earlier than "1902-01-01" (default).

• to: A character in the format "YYYY-MM-DD", setting the upper data bound.

  Default is the current date Sys.date().

• fill_dates: Set to TRUE to fill missing dates (e.g., days at which the stock market is closed) with NA's.

  By default, fill_dates = FALSE.

• columns: A character of requested data columns, see the details.

  By default, all columns are returned.

Returns

A data.frame.

Details

Yahoo Finance provides historical daily data for stocks or indices. The following data columns are available:

• Date: The date.
• Open: Opening price.
• High: Highest price.
• Low: Lowest price.
• Close: Close price adjusted for splits.
• Adj.Close: Close price adjusted for dividends and splits.
• Volume: Trade volume.

Examples

### 21st century DAX closing prices
data <- download_data(
  symbol = "^GDAXI", from = "2000-01-01", columns = c("Date", "Close"),
  fill_dates = TRUE
)
head(data)