WebDataImport            package:fBasics            R Documentation

_I_m_p_o_r_t _M_a_r_k_e_t _D_a_t_a _f_r_o_m _t_h_e _I_n_t_e_r_n_e_t

_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions to import  financial and
     economic market from the Internet. 

     The functions are:

       'economagicImport'  Economic series from Economagic's Web site,
       'yahooImport'       Daily stock market data from Yahoo's Web site,
       'keystatsImport'    Key Statistics from Yahoo's Web site,
       'fredImport'        Time series from St. Louis FRED Web site.

_U_s_a_g_e:

     economagicImport(file = "tempfile", 
         source = "http://www.economagic.com/em-cgi/data.exe/", query, 
         frequency = c("quarterly", "monthly", "daily"), save = FALSE, 
         colname = "VALUE", try = TRUE)
         
     yahooImport(file = "tempfile", 
         source = "http://chart.yahoo.com/table.csv?", query, save = FALSE,
         sep = ";", swap = 20, try = TRUE)
     keystatsImport(file = "tempfile", 
         source = "http://finance.yahoo.com/q/ks?s=", query, save = FALSE, 
         try = TRUE) 
         
     fredImport(file = "tempfile", 
         source = "http://research.stlouisfed.org/fred2/series/", 
         query, frequency = "daily", save = FALSE, sep = ";", try = TRUE) 

_A_r_g_u_m_e_n_t_s:

 colname: a character string which defines the name of the value
          column. By default "VALUE". 

    file: a character string with filename, usually having extension
          ".csv", where to save the downloaded data. 

frequency: a character string, one of "quarterly", "monthly", or
          "daily", defining the frequency of the data records. 

   query: a character string, denoting the location of the data at the 
          web site. 

    save: a logical value, if set to TRUE the downloaded data file will
           be stored under the path and file name specified by the
          string 'file'. By default FALSE. 

     sep: a character value, defining the field separator for the 
          destination file which saves the downloaded data records. By
          default a semicolon. 

  source: a character string with the download URL. 

    swap: [yahooImport] - 
           an integer value which determines when we swap from the 19th
          to 20th century, by default 20, i.e. we swap 1920. This is
          necessary since Yahoo does not list the century in its dates,
          e.g. "15-Aug-02". 

     try: a logical value, if set to TRUE the Internet access will be
          checked. 

_D_e_t_a_i_l_s:

     *Import data from www.economagic.com* 

      Frequently requested data files from Economagic for the US
     economy include:

       '[query]'                    Description:
                                    
       'var/leading-ind-long'       Index of Leading Economic Indicators
       'beana/t102l01'              Real Gross Domestic Product
       'fedstl/trsp500'             SP 500 Total Return
       'fedstl/gnp'                 Gross National Product in Current Dollars
       'var/cpiu-long'              Consumer Price Index - All Urban Consumers
       'feddal/ru'                  Unemployment Rate
       'fedstl/indpro'              Total Industrial Production Index
       'fedstl/exjpus+2'            FX Rate: Japanese Yen to one US Dollar
       'fedstl/fedfunds+2'          Federal Funds Rate
       'fedstl/mdiscrt+2'           Discount Rate
       'fedbog/tcm30y+2'            30-Year Treasury Constant Maturity Rate
       'fedstl/mprime+2'            Bank Prime Loan Rate
       'fedstl/tb3ms+2'             3-Month Treasury Bills - Secondary Market
       'fedstl/tb6ms+2'             6-Month Treasury Bills - Secondary Market
       'fedbog/cm+2'                30 Year Federal Home Loan Mortgages
       'var/west-texas-crude-long'  Price of West Texas Intermediate Crude

     *Import data from chart.yahoo.com:* 

      The query string is given as  

      's=SYMBOL&a=DD&b=MM&c=CCYY&g=d&q=q&z=SYMBOL&x=.csv'  

      where 'SYMBOL' has to replaced by the symbol name of the 
     instrument, and 'DD', 'MM', and 'CCYY' by the  day, month-1 and
     century/year when the time series should start.

     Here are some examples of symbols:

       '[query]'  Description:
                  
       '^DJI'     Dow Jones 30 Industrial Averages
       '^NYA'     New York Stock Exchange Composite
       '^NDX'     Nasdaq 100 Index
       '^IXIC'    Nasdaq Composite Index
       '^TYX'     US 30Y Treasury Bond Index
       'IBM'      BM DJIA Stock
       'KO'       Coca-Cola DJIA Stock

     The meaning of the tokens in the query string are the following:

       Token  Description
              
       's'    Selected Ticker-Symbol
       'a'    First Quote starts with Month (mm)
       'b'    First Quote starts with Day (dd)
       'c'    First Quote starts with Year (ccyy)
       'd'    Last Quote ends with Month (mm)
       'e'    Last Quote ends with Day (dd)
       'f'    Last Quote ends with Year (ccyy)
       'z'    Selected Ticker-Symbol

     Note, that month tokens range between 0 and 11 for January to 
     December! 

     *Key Statistics data from finance.yahoo.com:* 

      The functions downloads the key statistics for the specified
     equity query and returns the result as a two column data frame. 
     The key names included are: "Market Cap", "Enterprise Value",
     "Trailing P/E", "Forward P/E", "PEG Ratio", "Price/Sales",
     "Price/Book", "Enterprise Value/Revenue", "Enterprise
     Value/EBITDA", "Annual Dividend", "Dividend Yield", "Beta",
     "52-Week Change", "52-Week High", and "52-Week Low".

_V_a_l_u_e:

     A data frame with the downloaded data records or key statistics.

_N_o_t_e:

     Note, that if the service provider changes the data file format 
     it may become necessary to modify and update the functions. 

     The R package 'tseries' from Adrian Trapletti offers an 
     alternative function to download stock market data and indexes 
     from Yahoo's Internet site.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## Not run: 
     ## economagicImport -
        xmpBasics("\nStart: Daily Foreign Exchange Rates > ")
        USDEUR = economagicImport(query = "fedny/day-fxus2eu", 
          frequency = "daily", colname = "USDEUR", try = TRUE)
        # Print if Internet Download was Successful:
        if(!is.null(USDEUR)) print(USDEUR[1:20, ])

     ## economagicImport -
        xmpBasics("\nNext: USFEDFUNDS Monthly US FedFunds Rates > ")
        USFEDFUNDS = economagicImport(query = "fedstl/fedfunds+2", 
          frequency = "monthly", colname = "USFEDFUNDS", try = TRUE)
        if(!is.null(USFEDFUNDS)) print(USFEDFUNDS[1:20, ])
        
     ## economagicImport -
        xmpBasics("\nNext: USDGNP Quarterly GNP Data Records > ")
        USGNP = economagicImport(query = "fedstl/gnp", 
          frequency = "quarterly", colname = "USGNP", try = TRUE)
        if(!is.null(USGNP)) print(USGNP[1:20, ])  
          
     ## yahooImport -
        xmpBasics("\nNext: IBM Shares from Yahoo > ")
        # [test 19/20 century change 01-12-1999 -- 31-01-2000]
        IBM = yahooImport(
          query = "s=IBM&a=11&b=1&c=1999&d=0&q=31&f=2000&z=IBM&x=.csv", 
          try = TRUE)
        if (!is.null(IBM)) print(IBM[1:20, ])
        
     ## keystatsImport -
        xmpBasics("\nNext: Key Statistics IBM Shares from Yahoo > ")  
        keystatsImport(query = "IBM"  
        
     ## fredImport -
        xmpBasics("\nNext: DPRIME Daily Bank Prime Load Rate Records > ")
        DPRIME = fredImport(query = DPRIME)
        if (!is.null(DPRIME)) print(DPRIME[1:20, ])       
     ## End(Not run)

