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ryahoo-finance

Getting historical index data for ETF's

Anyone know of free sources of historical data for ETFs? I want to load the data into R server for analysis. I have looked at Yahoo's YQL API's for the Yahoo Finance tables however this data is daily and I would like to compare based on historical prices.

Thanks

Solution

  • try quantmod package. 

    require(quantmod)

SPY <- getSymbols("SPY", from = "2005-01-01", to = "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