Import Japanese equity data into R with quantmod 0.4-4
I pushed quantmod 0.4-4 to CRAN this weekend. It adds a
getSymbols.yahooj function to pull stock data from Yahoo Finance Japan, and fixes issues in
Changes to the Yahoo Finance and Oanda websites broke the
getSymbols.oanda functions, respectively. I didn’t use
getOptionChain.yahoo much, so I’m not certain I restored all the prior functionality. Let me know if there’s something I missed. I’d be glad to add a test case for that, or to add a test you’ve written.
getSymbols.yahooj function is a major enhancement provided by Wouter Thielen. It allows quantmod users to pull stock data from Yahoo Finance Japan.
Japanese ticker symbols usually start with a number and it is cumbersome to use variable names that start with a number in the R environment, so the string “YJ” will be prepended to each of the Symbols. I recommend using
setSymbolLookup to prepend the ticker symbols with “YJ” yourself, so you can just use the main
For example, if you want to pull Sony data, you would run:
require(quantmod) setSymbolLookup(YJ6758.T='yahooj') getSymbols('YJ6758.T')
The full list of supported data sources for quantmod is now: Yahoo Finance-US, Yahoo Finance-Japan, Google Finance, csv, RData (including rds and rda), FRED, SQLite, MySQL, and Oanda.
Contributions to add support for additional data sources are welcomed. The existing
getSymbols functions are good templates to start from.