SNBdata {SNBdata}

Download Data from the Swiss National Bank (SNB)

Description

Download data (‘tables’ and ‘datasets’) from the Swiss National Bank (SNB) and convert to data-frames.

Usage

fetch_data(id,
           type = "table", dest.dir = NULL,
           return.class = NULL, verbose = TRUE,
           language = "en",
           name.sep = " :: ",
           method,
           na.drop = TRUE,
           time.series = FALSE, ...)

fetch_last_update(id,
                  type = "table", dest.dir = NULL,
                  verbose = TRUE, language = "en", ...)

fetch_info(id,
           type = "table", dest.dir = NULL,
           verbose = TRUE,
           language = "en",
           name.sep = " :: ",
           method, ...)

Arguments

dest.dir

file path: where to store the downloaded files? See Details.

id

string: identifier of the table/dataset

type

string: ‘table’ or ‘dataset’

method

see download.file

verbose

logical: print messages, e.g. about download progress?

return.class

NULL or character: not yet implemented (but in future versions, zoo will be supported)

language

string: en, fr or de

...

passed on to read.table

name.sep

string used when pasting description hierarchies

time.series

logical. If TRUE, data are transformed into time-series.

na.drop

logical. If TRUE, rows with no finite values at all are dropped. Only used if time.series is TRUE.

Details

The Swiss National Bank (SNB) provides data as either so-called tables or datasets. fetch_table can handle both, but the type argument must be specified.

fetch_table downloads data, which typically are in csv format, from the SNB's website and stores them, with a date prefix, in directory dest.dir. If the latter is NULL, a temporary directory is used (through tempdir); but much better is to use a more-persistent storage location. If a file with today's date exists in dest.dir, that file is read, and nothing is downloaded.

For downloading, function download.file is used. See download.file for options; in particular, see the hints about timeout when downloading large files.

When argument time.series is TRUE, fetch_table will rearrange the data into time-series. This requires columns named “Date” and “Value” in the particular dataset/table. If the “Date” column has a YYYY-MM-DD pattern, it will will be transformed with as.Date.

Value

typically a data.frame, potentially with attributes additional attributes:

info

information about identifiers used by the SNB

columns

if time.series is TRUE, the names of the columns used for grouping the rows

Should the download fail, the function returns NULL invisibly.

Author(s)

Enrico Schumann

References

https://data.snb.ch/en

for help on the API, seehttps://data.snb.ch/en/help#data_api

Examples

## (Internet connection required)

### set directory for storing the files.  This is
### only an example: Much better is to use a permanent
### storage-location, such as '~/Downloads/SNBdata'
data.dir <- tempdir()

rates <- fetch_data("rendoblim",
                    type = "table",
                    dest.dir = data.dir,
                    language = "en")

### ==> have data transformed into time-series
rates <- fetch_data("rendoblim",
                    type = "table",
                    dest.dir = data.dir,
                    language = "en",
                    time.series = TRUE)

if (!is.null(rates))  ## check: if download failed, results
                      ##        are NULL
    attr(rates, "info")


stock.markets <- fetch_data("capchstocki",
                            type = "table",
                            dest.dir = data.dir,
                            time.series = TRUE)
## e.g.: stock.markets[, "GDR"]  ## total return index