tidyquant::tq_get

Stock index

tq_index_options()

## [1] "DOW"       "DOWGLOBAL" "SP400"     "SP500"     "SP600"

SP400 <- tq_index("SP400")

## Getting holdings for SP400

SP400

## # A tibble: 400 × 8
##    symbol company     identifier sedol  weight sector shares_held local_currency
##    <chr>  <chr>       <chr>      <chr>   <dbl> <chr>        <int> <chr>         
##  1 TWLO   Twilio Inc… 90138F102  BD6P… 0.0106  Infor…     1134618 USD           
##  2 ILMN   Illumina I… 452327109  2613… 0.00969 Healt…     1131077 USD           
##  3 OKTA   Okta Inc. … 679295105  BDFZ… 0.00920 Infor…     1253348 USD           
##  4 P      Everpure I… 74624M102  BYZ6… 0.00881 Infor…     2358925 USD           
##  5 FTI    TechnipFMC… G87110105  BDSF… 0.00861 Energy     2980583 USD           
##  6 ATI    ATI Inc     01741R102  2526… 0.00734 Indus…     1020207 USD           
##  7 NVT    nVent Elec… G6700G107  BDVJ… 0.00684 Indus…     1208973 USD           
##  8 THC    Tenet Heal… 88033G407  B8DM… 0.00647 Healt…      643933 USD           
##  9 UTHR   United The… 91307C102  2430… 0.00612 Healt…      317320 USD           
## 10 XPO    XPO Inc.    983793100  B6Z1… 0.00603 Indus…      877725 USD           
## # ℹ 390 more rows

Stock exchanges

tq_exchange_options()

## [1] "AMEX"   "NASDAQ" "NYSE"

NYSE <- tq_exchange("NYSE")

## Getting data...

tq_get

Stock prices from Yahoo Finance

stock <- tq_get("MSFT")
stock

## # A tibble: 2,690 × 8
##    symbol date        open  high   low close   volume adjusted
##    <chr>  <date>     <dbl> <dbl> <dbl> <dbl>    <dbl>    <dbl>
##  1 MSFT   2016-01-04  54.3  54.8  53.4  54.8 53778000     47.7
##  2 MSFT   2016-01-05  54.9  55.4  54.5  55.0 34079700     47.9
##  3 MSFT   2016-01-06  54.3  54.4  53.6  54.0 39518900     47.0
##  4 MSFT   2016-01-07  52.7  53.5  52.1  52.2 56564900     45.4
##  5 MSFT   2016-01-08  52.4  53.3  52.2  52.3 48754000     45.5
##  6 MSFT   2016-01-11  52.5  52.8  51.5  52.3 36943800     45.5
##  7 MSFT   2016-01-12  52.8  53.1  52.1  52.8 36095500     45.9
##  8 MSFT   2016-01-13  53.8  54.1  51.3  51.6 66883600     44.9
##  9 MSFT   2016-01-14  52    53.4  51.6  53.1 52381900     46.2
## 10 MSFT   2016-01-15  51.3  52.0  50.3  51.0 71820700     44.4
## # ℹ 2,680 more rows

economic data from FRED

unemployment_nh <- tq_get("NHUR", get = "economic.data")
unemployment_nh

## # A tibble: 127 × 3
##    symbol date       price
##    <chr>  <date>     <dbl>
##  1 NHUR   2016-01-01   2.9
##  2 NHUR   2016-02-01   2.9
##  3 NHUR   2016-03-01   2.8
##  4 NHUR   2016-04-01   2.9
##  5 NHUR   2016-05-01   2.9
##  6 NHUR   2016-06-01   2.9
##  7 NHUR   2016-07-01   2.9
##  8 NHUR   2016-08-01   2.9
##  9 NHUR   2016-09-01   2.9
## 10 NHUR   2016-10-01   2.9
## # ℹ 117 more rows