I’ve been using them for EOD prices for several months for US and European equities. In a few cases, I’ve noticed some EOD prices for T-1, T-2 that change on T. Apart from this, I have not found a better alternative that is free and also adjusted for dividends and splits.
Best, Sal > On Nov 6, 2017, at 12:37 PM, Duncan Murdoch <murdoch.dun...@gmail.com> wrote: > > On 06/11/2017 10:41 AM, Dirk Eddelbuettel wrote: >> Credit where credit is due---the 'tidyquant' folks first mentioned it, but it >> in the fullest and most glorious tradition of the tibbliesverse require half >> a dozen or more other packages for not apparent reason. So I followed up >> with a quick tweet on Sep 5 about a one-liner not needing anything else >> besides data.table: > >> https://twitter.com/eddelbuettel/status/905066349294219264 >> and cooked up a helper function in a so-far-unreleased package of personal >> functions (this one is below) which I shared with at least Josh. The larger >> function added to quantmod is AFAIK contributed by Paul. >> Now, as for interchaning with them: Nope. I too need ETFs, Canadian stocks >> and whatnot for the little personal finance app I have had as a daily cronjob >> since the 1990s (and been meaning to rewrite in R since then too as it is, >> gasp, Perl -- see eg https://github.com/eddelbuettel/beancounter and other >> online resources). It may now be time to rewrite this as the underlying >> (Perl) data grabber Finance::YahooQuote is now dead due to Yahoo! walking >> away from that API. I have an unpublished R-based drop-in replacement for >> just the data gathering ... >> Anyway, alphavantage looks good. We should test it some more. > > I'm not so sure. I haven't noticed any problems in their data (though I > haven't done extensive testing), but in my opinion it is a bad sign if > there's no way to contact them. > > Duncan > >> Dirk >> ##' Fetch a real-time market data series from AlphaVantage >> ##' >> ##' Several optional parameters could be set, but are not currently. >> ##' @title Retrieve real-time data from AlphaVantage >> ##' @param sym Character string value for the ticker >> ##' @param datatype Character string value for the supported type of data, >> currently one of >> ##' \dQuote{intraday}, \dQuote{daily}, \dQuote{adjdaily}, \dQuote{weekly}, >> \dQuote{monthly}. >> ##' @param outputsize Character string value, one of \dQuote{compact} or >> \dQuote{full}. Applies >> ##' only daily or intraday data. >> ##' @return A data.table object >> ##' @author Dirk Eddelbuettel >> alphavantage <- function(sym, >> datatype=c("intraday", "daily", "adjdaily", >> "weekly", "monthly"), >> outputsize=c("compact", "full")) { >> datatype <- match.arg(datatype) >> outputsize <- match.arg(outputsize) >> datatypeArg <- switch(datatype, >> intraday = "TIME_SERIES_INTRADAY", >> daily = "TIME_SERIES_DAILY", >> adjdaily = "TIME_SERIES_DAILY_ADJUSTED", >> weekly = "TIME_SERIES_WEEKLY", >> monthly = "TIME_SERIES_MONTHLY") >> cmd <- paste0("https://www.alphavantage.co/query?", >> "function=", datatypeArg, "&", >> "symbol=", sym, "&", >> "interval=1min&", >> "apikey=", getOption("alphavantageKey", "demo"), "&", >> "datatype=csv&") >> if (datatype %in% c("intraday", "daily", "adjdaily")) { >> cmd <- paste0(cmd, "outputsize=", outputsize) >> } >> #print(cmd) >> data <- data.table::fread(cmd, showProgress=FALSE) >> } >> > > _______________________________________________ > R-SIG-Finance@r-project.org 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. _______________________________________________ R-SIG-Finance@r-project.org 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.