Load and Manage Data from Multiple Sources

Description

Functions to load and manage Symbols in specified environment. Used by specifyModel to retrieve symbols specified in first step of modelling procedure. Not a true S3 method, but methods for different data sources follow an S3-like naming convention. Additional methods can be added by simply adhering to the convention.

Current src methods available are: yahoo, google, MySQL, FRED, csv, RData, and Oanda.

Data is loaded silently without user assignment by default.

Usage

getSymbols(Symbols = NULL, 
           env = .GlobalEnv,
           reload.Symbols = FALSE,
           verbose = FALSE,
           warnings = TRUE,
           src = "yahoo",
           symbol.lookup = TRUE,
           auto.assign = TRUE,
           ...)

showSymbols(env=.GlobalEnv)
removeSymbols(Symbols=NULL,env=.GlobalEnv)
saveSymbols(Symbols = NULL,
            file.path=stop("must specify 'file.path'"),
            env = .GlobalEnv)

Arguments

Details

getSymbols is a wrapper to load data from different sources - be them local or remote. Data is fetched through one of the available getSymbols methods and saved in the env specified - the .GlobalEnv by default. Data is loaded in much the same way that load behaves. By default, it is assigned automatically to a variable in the specified environment, without the user explicitly assigning the returned data to a variable.

The previous sentence's point warrants repeating - getSymbols is called for its side effects, and does not return the data object loaded. The data is ‘loaded’ silently by the function into the user's environment - or an environment specified. This behavior can be overridden by setting auto.assign to FALSE, though it is not advised.

By default the variable chosen is an R-legal name derived from the symbol being loaded. It is possible, using setSymbolLookup to specify an alternate name if the default is not desired, see that function for details.

The result of a call to getSymbols when auto.assign is set to TRUE (the default) is a new object or objects in the user's specified environment - with the loaded symbol(s) names returned upon exit. If auto.assign is set to FALSE the data will be returned from the call, and will require the user to assign the results himself.

Most, if not all, documentation and functionality in quantmod assumes that auto.assign remains set to TRUE.

Upon completion a list of loaded symbols is stored in the global environment under the name .getSymbols.

Objects loaded by getSymbols with auto.assign=TRUE can be viewed with showSymbols and removed by a call to removeSymbols. Additional data loading “methods” can be created simply by following the S3-like naming convention where getSymbols.NAME is used for your function NAME. See getSymbols source code.

setDefaults(getSymbols) can be used to specify defaults for getSymbols arguments. setDefaults(getSymbols.MySQL) may be used for arguments specific to getSymbols.MySQL, etc.

The “sourcing” of data is managed internally through a complex lookup procedure. If symbol.lookup is TRUE (the default), a check is made if any symbol has had its source specified by setSymbolLookup.

If not set, the process continues by checking to see if src has been specified by the user in the function call. If not, any src defined with setDefaults(getSymbols,src=) is used.

Finally, if none of the other source rules apply the default getSymbols src method is used (‘yahoo’).

Value

A call to getSymbols will load into the specified environment one object for each Symbol specified, with class defined by return.class. Presently this may be ts, its, zoo, xts, or timeSeries.
If auto.assign is set to FALSE an object of type return.class will be returned.

Note

While it is possible to load symbols as classes other than zoo, quantmod requires most, if not all, data to be of class zoo or inherited from zoo - e.g. xts. The additional methods are meant mainly to be of use for those using the functionality outside of the quantmod workflow.

Author(s)

Jeffrey A. Ryan

See Also

getModelData,specifyModel, setSymbolLookup, getSymbols.csv, getSymbols.RData, getSymbols.oanda, getSymbols.yahoo, getSymbols.google, getSymbols.FRED, getFX, getMetals,

Examples

## Not run: 
setSymbolLookup(QQQQ='yahoo',SPY='MySQL')

getSymbols(c('QQQQ','SPY'))                
# loads QQQQ from yahoo (set with setSymbolLookup)
# loads SPY from MySQL (set with setSymbolLookup)

getSymbols('F')       
# loads Ford market data from yahoo (the formal default)

setDefaults(getSymbols,verbose=TRUE,src='MySQL')
getSymbols('DIA')                 
# loads symbol from MySQL database (set with setDefaults)

getSymbols('F',src='yahoo',return.class='ts') 
# loads Ford as time series class ts 

## End(Not run)