@Dirk: Thank you very much for the suggestion! I am currently trying it out!
@Mark: Unfortunately they dont (XETRA). And it is quite expensive for my budget (600 Euro for one year of data) @Guy: Thank you for the suggestion! But as by now they do not have the german market... Thanks for your help! Seems like there is SOME free lunch :-) Have a nice week! Lui On Wed, Feb 2, 2011 at 7:43 AM, Mark Breman <[email protected]> wrote: > Have you checked the website of the exchange. Sometimes they offer > historical data downloads... > > 2011/2/2 Lui ## <[email protected]> >> >> 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...). >> I tried Yahoo and had the following code retrieve quotes for the DAX >> and its companies (except BASF): >> >> library(fImport) >> library(its) >> >> Daxstocks <- >> c("ADS.DE","ALV.DE","BAYN.DE","BEI.DE","BMW.DE","CBK.DE","DAI.DE","DBK.DE","DB1.DE","LHA.DE","DPW.DE","DTE.DE","EOAN.DE","FME.DE","FRE.DE","HEI.DE","HEN3.DE","IFX.DE","SDF.DE","LIN.DE","MAN.DE","MEO.DE","MRK.DE","MUV2.DE","RWE.DE","SAP.DE","SIE.DE","TKA.DE","VOW3.DE") >> StockData <- yahooSeries(Daxstocks, from = "2003-01-01", to = >> "2011-02-01") >> >> Reihen <- ncol(StockData) %/% 6 >> StockData.adj <- cbind(StockData[,6]) >> for (i in 2:Reihen){ >> StockData.adj <- cbind(StockData.adj,StockData[,6*i]) >> } >> >> write.csv(StockData.adj,"Yahoo_DataImport.csv") >> stocks <- its(StockData.adj) >> plot(stocks) >> >> The dataimport works well - however the adjustments do not always seem >> reasonable to me... Several companies (e.g. Adidas - ADS.DE, >> Beiersdorf - BEI.DE) have had a stock split - but its not reflected in >> the adjusted price (only in the UNADJUSTED closing price). Did anybody >> have a similar problem? Were the adjustments for splits are not made >> for the quoted adjusted prices but seemingly for the unadjusted? I >> thought that Yahoo might have mixed up the columns, but the >> "unadjusted closing prices" sometimes is indeed unadjusted... >> Does anybody have experience with Yahoo Finance data? >> Or even better: Does anybody have a more reliable source of stock data >> (preferably german stocks). >> Thank you very much! >> Have a nice week! >> >> Lui >> >> _______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> -- Subscriber-posting only. If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R questions >> should go. > > _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
