r - Getting historical index data for ETF's -
anyone know of free sources of historical data etfs? want load data r server analysis. have looked @ yahoo's yql api's yahoo finance tables data daily , compare based on historical prices.
thanks
try quantmod
package.
require(quantmod) spy <- getsymbols("spy", = "2005-01-01", = "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
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