getSymbols.Moex {rusquant} | R Documentation |
Get financial data from MOEX Exchange
Description
Retrieves historical data of a stock from Moscow Exchange (MOEX) using its API.
Usage
getSymbols.Moex(
Symbols,
env = globalenv(),
from = "2007-01-01",
to = Sys.Date(),
adjust = FALSE,
period = "day",
market = NULL,
verbose = FALSE,
auto.assign = FALSE,
...
)
Arguments
Symbols |
character vector of ticker symbols to retrieve data for |
env |
environment where data is stored |
from |
character string specifying the start date (default: '2007-01-01') |
to |
character string specifying the end date (default: Sys.Date()) |
adjust |
logical flag indicating whether to adjust prices for dividends and splits (default: FALSE) |
period |
character string specifying the interval of the data ('day', 'hour', '10min', or '1min'; default: 'day') |
market |
character string specifying the market of the data (default: NULL) |
verbose |
logical flag indicating whether to print progress messages (default: FALSE) |
auto.assign |
logical flag indicating whether to automatically assign the resulting data to objects with the same names as Symbols (default: FALSE) |
... |
Additional arguments. |
Value
xts object with historical data
Note
Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.
Author(s)
Vyacheslav Arbuzov
Examples
data <- getSymbols.Moex('GAZP', from='2022-01-01', to='2022-01-10', period='day', auto.assign=FALSE)