On 1 February 2011 at 18:33, Lui ## wrote:
| Dear Group,
|
| I am looking for some freely available stock data on an adjusted basis
| (as the stock data I got from other costly sources are neither
| corrected for stock splits and dividends...).
R> library(quantmod)
Loading required package: Defaults
Loading required package: xts
Loading required package: TTR
R> head(getSymbols("IBM", auto.assign=FALSE))
IBM.Open IBM.High IBM.Low IBM.Close IBM.Volume IBM.Adjusted
2007-01-03 97.18 98.40 96.26 97.27 9196800 90.69
2007-01-04 97.25 98.79 96.88 98.31 10524500 91.66
2007-01-05 97.60 97.95 96.91 97.42 7221300 90.83
2007-01-08 98.50 99.50 98.35 98.90 10340000 92.21
2007-01-09 99.08 100.33 99.07 100.07 11108200 93.30
2007-01-10 98.50 99.05 97.93 98.89 8744800 92.20
R>
Note the last column above. At it seems to work the same way for German
stocks, modulo possible errors on holidays -- here is Siemens for you:
R> head(getSymbols("SIE.DE", auto.assign=FALSE))
SIE.DE.Open SIE.DE.High SIE.DE.Low SIE.DE.Close SIE.DE.Volume
SIE.DE.Adjusted
2007-01-01 75.14 75.14 75.14 75.14 0
67.40
2007-01-02 76.15 76.25 75.51 75.93 3112300
68.11
2007-01-03 75.85 75.99 75.29 75.51 3612800
67.74
2007-01-04 75.20 75.95 74.98 75.55 4653500
67.77
2007-01-05 75.23 76.40 75.20 75.32 5660700
67.56
2007-01-08 75.78 76.25 74.96 75.45 4412500
67.68
R>
Dirk
--
Dirk Eddelbuettel | [email protected] | http://dirk.eddelbuettel.com
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