任何人都知道ETF的免费历史数据来源?我想将数据加载到R服务器进行分析。我已经查看雅虎财务表格中雅虎的YQL API,但是这些数据是每日的,我想根据历史价格进行比较。
由于
答案 0 :(得分:3)
尝试quantmod
套餐。
require(quantmod)
SPY <- getSymbols("SPY", from = "2005-01-01", to = "2008-12-31", auto.assign = FALSE)
head(SPY)
## SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
## 2005-01-03 121.56 121.76 119.90 120.30 55748000 101.76
## 2005-01-04 120.46 120.54 118.44 118.83 69167600 100.52
## 2005-01-05 118.74 119.25 118.00 118.01 65667300 99.83
## 2005-01-06 118.44 119.15 118.26 118.61 47814700 100.33
## 2005-01-07 118.97 119.23 118.13 118.44 55847700 100.19
## 2005-01-10 118.34 119.46 118.34 119.00 56563300 100.66
答案 1 :(得分:0)
对于像我一样存在同样问题的任何人(只有WKN和Yahoo财务未列出ETF,我发现了一个使用WKN并返回历史价格的网站:
我使用了网络抓取(rvest
)。以下代码获取WKN(我想是ISIN)并返回历史价格:
library(rvest)
library(purrr)
get_prices <- function(wkn){
# Download prices for WKN
cat("Quoting", wkn, "\n")
erg <- html_nodes(read_html(paste0("http://www.quotrix.de/fonds/wkn/", wkn,
"/historische_kurse")), "table") %>%
map(html_table, fill=T)
if(length(erg) != 1) stop("Error with ", wkn, ": Expected 1 table, found ", length(erg))
return(erg[[1]])
}
safe_get_prices <- safely(get_prices)
erg <- safe_get_prices("ETF126")
#> Quoting ETF126
str(erg)
#> List of 2
#> $ result:'data.frame': 597 obs. of 6 variables:
#> ..$ Datum : chr [1:597] "17.04.2020" "16.04.2020" "15.04.2020" "14.04.2020" ...
#> ..$ Eröffnung: chr [1:597] "34,73" "34,05" "35,16" "35,58" ...
#> ..$ Tageshoch: chr [1:597] "34,73" "34,05" "35,16" "35,58" ...
#> ..$ Tagestief: chr [1:597] "34,73" "34,05" "35,16" "35,58" ...
#> ..$ Schluss : chr [1:597] "34,73" "34,05" "35,16" "35,58" ...
#> ..$ Stücke : chr [1:597] "-" "-" "-" "-" ...
#> $ error : NULL
由reprex package(v0.3.0)于2020-04-21创建