Free financial data - equities, equity options and ETFs - for quantmod package (or other packages)
On 04/04/2019 09:22 PM, H wrote:
On 04/04/2019 05:31 AM, Brian G. Peterson wrote:
quantmod supports multiple data sources, both paid and free. The documentation is installed with the package or you can find a pdf here: https://cran.r-project.org/web/packages/quantmod/quantmod.pdf The code is here: https://github.com/joshuaulrich/quantmod/blob/master/R/getSymbols.R For free daily data sources, I usually use Tiingo or Quandl in my public talks.? These certainly have US equities and ETF's. Especially for intraday data, expect to have to pay for it.? We have had good luck with IQFeed on the low end of the cost scale. I am not aware of a simple online source for historical options data.? Also, check if your broker has an API.? e.g. Interactive Brokers(IB), TD Ameritrade, and Fidelity (at least) all have programmatic ways of retrieving data. IB has an R package, as does Quandl. For CSV data sources that would be downloaded from online, you can bring them directly into R without having to go through the intermediary step of saving the file to your local disk. R's data functions can use a url as a handle to open a data stream (this is how quantmod's downloaders work, see the code above). Regards, Brian On 4/3/19 10:08 PM, H wrote:
I am relatively new to analyzing financial data but have some experience with R. I understand that the data available from Yahoo Finance via its API is often questionable in quality and Google Finance is no longer available. Although Googling pointed me to some other sources such as Quandl etc., I am curious which other data sources quantmod itself supports for data retrieval, ie via an API, not via downloading and importing CSV-files? My interest is really US equities, stock options and ETFs - if possible from the same data source... Pointers to favorite data sources appreciated! Thank you.
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Thank you. I have not reviewed the code but did not find a mention of any other data source besides Yahoo in the PDF-file but it is possible I missed it?
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eodhistoricaldata.com API. Not free. Stock prices $20/mo, option in all-in-one package $50/mo. Not sure which module allows access to API. iextrading.com API. Seems to be free but will only include IEX data starting June. R module at https://github.com/imanuelcostigan/iex. barchart.com API. Did not find information on any R module. tiingo.com API. Did not see options on the website. Not sure which module allows access to API. quantco.com No information on website. fidelity.com Somebody mentioned Fidelity where I have an account. I did, however, not find any information on their website about API and R. Does anyone know? Any other sites?