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R package for fetching financials and stock market data

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pieterprovoost/quantr

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quantr

R package for fetching financials and stock market data.

Installation

devtools::install_github("pieterprovoost/quantr")

Usage

See full documentation at https://pieterprovoost.github.io/quantr/.

Euronext tickers

euronext_tickers("XBRU")

# A tibble: 144 x 12
   name     isin    symbol market    currency    open   high     low   last last_datetime       volume turnover
   <chr>    <chr>   <chr>  <chr>     <chr>      <dbl>  <dbl>   <dbl>  <dbl> <dttm>               <dbl>    <dbl>
 1 AB INBEV BE0974ABI    EuronextEUR      5.23e+1  52.9  5.22e+1  52.6  2021-02-12 17:35:00 1.17e6   6.18e7
 2 ABO GROBE0974ABO    EuronextEUR      3.80e+0   3.8  3.70e+0   3.7  2021-02-12 16:30:00 2.20e1   8.16e1
 3 ACACIAGB00BYACPH   EuronextEUR      3.11e+0   3.17 3.10e+0   3.15 2021-02-12 17:35:00 1.32e5   4.15e5
 4 ACCENTIS BE0003ACCB   EuronextEUR      4.95e-2   0.05 4.95e-2   0.05 2021-02-12 15:52:00 2.62e4   1.31e3
 5 ACKERMABE0003ACKB   EuronextEUR      1.30e+2 130    1.28e+2 129.   2021-02-12 17:35:00 1.83e4   2.36e6
 6 ADVICENFR0013ADVIC  EuronextEUR      1.27e+1  13.8  1.26e+1  13.7  2021-02-12 17:38:00 9.39e4   1.22e6
 7 AEDIFICA BE0003AED    EuronextEUR      1.01e+2 102    1.00e+2 100.   2021-02-12 17:35:00 3.09e4   3.10e6
 8 AGEAS    BE0974AGS    EuronextEUR      4.56e+1  45.7  4.50e+1  45.4  2021-02-12 17:35:00 2.18e5   9.88e6
 9 AGFA-GEBE0003AGFB   EuronextEUR      3.82e+0   3.82 3.78e+0   3.81 2021-02-12 17:35:00 5.73e4   2.18e5
10 AHOLD DNL0011AD     EuronextEUR      2.31e+1  23.6  2.31e+1  23.5  2021-02-12 17:37:00 4.38e6   1.03e8
# … with 134 more rows

Xetra tickers

xetra_tickers()

# A tibble: 3,073 x 9
   name                      isin        symbol mic   mic_primary mic_reporting currency instrument_type market
   <chr>                     <chr>       <chr>  <chr> <chr>       <chr>         <chr>    <chr>           <chr> 
 1 FACC AG INH.AKT.          AT00000FAC1FC    XETR  XWBO        XETB          EUR      CS              Xetra 
 2 RAIFFEISEN BK INTL INH.   AT00006063RAW    XETR  XWBO        XETB          EUR      CS              Xetra 
 3 PORR AG                   AT00006096ABS2   XETR  XWBO        XETB          EUR      CS              Xetra 
 4 LENZING AG                AT00006445LEN    XETR  XWBO        XETB          EUR      CS              Xetra 
 5 ERSTE GROUP BNK INH. O.N. AT00006520EBO    XETR  XWBO        XETB          EUR      CS              Xetra 
 6 S IMMO AG                 AT00006522T1L    XETR  XWBO        XETB          EUR      CS              Xetra 
 7 TELEKOM AUSTRIA AG        AT00007200TA1    XETR  XWBO        XETB          EUR      CS              Xetra 
 8 ANDRITZ AG                AT00007300AZ2    XETR  XWBO        XETB          EUR      CS              Xetra 
 9 OMV AG                    AT00007430OMV    XETR  XWBO        XETB          EUR      CS              Xetra 
10 VERBUND AG       INH. A   AT00007464OEWA   XETR  XWBO        XETB          EUR      CS              Xetra 
# … with 3,063 more rows

Nasdaq and NYSE tickers

nasdaq_tickers()

# A tibble: 3,735 x 10
   symbol name                   last  change volume   market_cap country   industry         sector    ipo_year
   <chr>  <chr>                 <dbl>   <dbl> <chr>         <dbl> <chr>     <chr>            <chr>        <int>
 1 AACG   "ATA Creativity Glo…   5.72  0.1    1610099     1.79e 8 China     Other Consumer … Consumer…       NA
 2 AACQ   "Artius Acquisition11.3   0.01   1427755     1.02e 9 United SBusiness ServicFinance       2020
 3 AACQU  "Artius Acquisition…  12.1   0.16   134919      0.      United S… Business Servic… Finance       2020
 4 AACQW  "Artius Acquisition2.5  -0.0416 300867      0.      United SBusiness ServicFinance       2020
 5 AAL    "American Airlines …  17.3   0.28   274118…     1.07e10 United S… Air Freight/Del… Transpor…       NA
 6 AAME   "Atlantic American5.71  0.45   2251125     1.17e 8 United SLife Insurance   Finance         NA
 7 AAOI   "Applied Optoelectr…  12.2  -0.11   455336      2.81e 8 United S… Semiconductors   Technolo…     2013
 8 AAON   "AAON Inc. Common S79.2  -0.15   126212      4.14e 9 United SIndustrial MachCapitalNA
 9 AAPL   "Apple Inc. Common … 135.    0.24   600273…     2.35e12 United S… Computer Manufa… Technolo…     1980
10 AAWW   "Atlas Air Worldwid56.1   1.82   920836      1.54e 9 United STransportationTransporNA
# … with 3,725 more rows
nyse_tickers()

# A tibble: 3,037 x 10
   symbol name                        last change volume  market_cap country  industry        sector   ipo_year
   <chr>  <chr>                      <dbl>  <dbl> <chr>        <dbl> <chr>    <chr>           <chr>       <int>
 1 A      "Agilent Technologies In… 128.     1.02 1277628    3.91e10 "United"Biotechnology… "Capita1999
 2 AA     "Alcoa Corporation Commo…  21.7    0.27 3304816    4.03e 9 ""       "Aluminum"      "Basic2016
 3 AAIC   "Arlington Asset Investm…   3.89   0.17 243716     1.30e 8 "United"Real Estate I… "ConsumNA
 4 AAIC^B "Arlington Asset Investm…  22.4    0.15 500       NA       "United""              ""             NA
 5 AAIC^C "Arlington Asset Investm…  22.4   -0.07 2395      NA       "United""              ""             NA
 6 AAN    "Aarons Holdings Company…  20.0    0.03 250189     6.75e 8 "United"Diversified C… "Techno2020
 7 AAP    "Advance Auto Parts Inc … 153.    -1.65 846631     1.04e10 "United"Other Special… "ConsumNA
 8 AAT    "American Assets Trust I…  30.1   -0.22 414638     1.82e 9 "United"Real Estate I… "Consum2011
 9 AB     "AllianceBernstein Holdi…  37.7   -1.04 596647     3.62e 9 "United"Investment Ma… "FinancNA
10 ABB    "ABB Ltd Common Stock"     29.5    0.26 1050056    6.00e10 "Switze… "Electrical Pr"Consum…       NA
# … with 3,027 more rows

FTSE 350 tickers

ftse_350_tickers()

# A tibble: 350 × 2
   name                     symbol
   <chr>                    <chr> 
 1 3i                       III   
 2 Abrdn                    ABDN  
 3 Admiral Group            ADM   
 4 Anglo American plc       AAL   
 5 Antofagasta              ANTO  
 6 Ashtead Group            AHT   
 7 Associated British Foods ABF   
 8 AstraZeneca              AZN   
 9 Auto Trader Group        AUTO  
10 Avast                    AVST  
# … with 340 more rows

Yahoo Finance summary data

yahoo_summary(c("AAPL", "MSFT", "AMZN"))

# A tibble: 3 x 131
  priceHint previousClose  open dayLow dayHigh regularMarketPrregularMarketOpregularMarketDa<int>         <dbl> <dbl>  <dbl>   <dbl>            <dbl>            <dbl>            <dbl>
1         2          135.  134.   134.    136.             135.             134.             134.
2         2          244.  244.   243.    245.             244.             244.             243.
3         2         3262. 3250   3233.   3280.            3262.            3250             3233.
# … with 123 more variables: regularMarketDayHigh <dbl>, dividendRate <dbl>, dividendYield <dbl>,
#   exDividendDate <int>, payoutRatio <dbl>, fiveYearAvgDividendYield <dbl>, beta <dbl>, trailingPE <dbl>,
#   forwardPE <dbl>, volume <int>, regularMarketVolume <int>, averageVolume <int>, averageVolume10days <int>,
#   averageDailyVolume10Day <int>, bid <dbl>, ask <dbl>, bidSize <int>, askSize <int>, marketCap <dbl>,
#   fiftyTwoWeekLow <dbl>, fiftyTwoWeekHigh <dbl>, priceToSalesTrailing12Months <dbl>, fiftyDayAverage <dbl>,
#   twoHundredDayAverage <dbl>, trailingAnnualDividendRate <dbl>, trailingAnnualDividendYield <dbl>,
#   currency <chr>, fromCurrency <lgl>, toCurrency <lgl>, lastMarket <lgl>, algorithm <lgl>, tradeable <lgl>,
#   enterpriseValue <dbl>, profitMargins <dbl>, floatShares <dbl>, sharesOutstanding <dbl>, sharesShort <int>,
#   sharesShortPriorMonth <int>, sharesShortPreviousMonthDate <int>, dateShortInterest <int>,
#   sharesPercentSharesOut <dbl>, heldPercentInsiders <dbl>, heldPercentInstitutions <dbl>, shortRatio <dbl>,
#   shortPercentOfFloat <dbl>, category <lgl>, bookValue <dbl>, priceToBook <dbl>, fundFamily <lgl>,
#   legalType <lgl>, lastFiscalYearEnd <int>, nextFiscalYearEnd <int>, mostRecentQuarter <int>,
#   earningsQuarterlyGrowth <dbl>, netIncomeToCommon <dbl>, trailingEps <dbl>, forwardEps <dbl>,
#   pegRatio <dbl>, lastSplitFactor <chr>, lastSplitDate <int>, enterpriseToRevenue <dbl>,
#   enterpriseToEbitda <dbl>, `52WeekChange` <dbl>, SandP52WeekChange <dbl>, lastDividendValue <dbl>,
#   lastDividendDate <int>, exchange <chr>, quoteType <chr>, symbol <chr>, underlyingSymbol <chr>,
#   shortName <chr>, longName <chr>, firstTradeDateEpochUtc <int>, timeZoneFullName <chr>,
#   timeZoneShortName <chr>, uuid <chr>, messageBoardId <chr>, gmtOffSetMilliseconds <int>,
#   preMarketSource <chr>, postMarketChangePercent <dbl>, postMarketChange <dbl>, postMarketTime <int>,
#   postMarketPrice <dbl>, postMarketSource <chr>, regularMarketChangePercent <dbl>,
#   regularMarketChange <dbl>, regularMarketTime <int>, regularMarketPrice <dbl>,
#   averageDailyVolume3Month <int>, regularMarketSource <chr>, exchangeName <chr>,
#   exchangeDataDelayedBy <int>, marketState <chr>, quoteSourceName <chr>, currencySymbol <chr>,
#   currentPrice <dbl>, targetHighPrice <dbl>, targetLowPrice <dbl>, targetMeanPrice <dbl>,
#   targetMedianPrice <dbl>, …

Yahoo Finance financials (income statement, balance sheet, cash flow)

yahoo_financials(c("AAPL", "MSFT"))

# A tibble: 8 x 62
  endDate             netIncome depreciation changeToNetincochangeToAccountchangeToLiabili<dttm>                  <dbl>        <dbl>            <dbl>            <dbl>            <dbl>
1 2020-09-26 02:00:00   5.74e10  11056000000       6517000000       6917000000      -1981000000
2 2019-09-28 02:00:00   5.53e10  12547000000       5076000000        245000000      -2548000000
3 2018-09-29 02:00:00   5.95e10  10903000000     -27694000000      -5322000000       9172000000
4 2017-09-30 02:00:00   4.84e10  10157000000      10640000000      -2093000000       8373000000
5 2020-06-30 02:00:00   4.43e10  12300000000       5577000000      -2577000000       5230000000
6 2019-06-30 02:00:00   3.92e10  11600000000      -2521000000      -2812000000       4694000000
7 2018-06-30 02:00:00   1.66e10   9900000000      -3054000000      -3862000000       7070000000
8 2017-06-30 02:00:00   2.55e10   7800000000       1342000000      -1216000000       3901000000
# … with 56 more variables: changeToInventory <dbl>, changeToOperatingActivities <dbl>,
#   totalCashFromOperatingActivities <dbl>, capitalExpenditures <dbl>, investments <dbl>,
#   otherCashflowsFromInvestingActivities <int>, totalCashflowsFromInvestingActivities <dbl>,
#   dividendsPaid <dbl>, netBorrowings <dbl>, otherCashflowsFromFinancingActivities <dbl>,
#   totalCashFromFinancingActivities <dbl>, changeInCash <dbl>, repurchaseOfStock <dbl>,
#   issuanceOfStock <int>, cash <dbl>, shortTermInvestments <dbl>, netReceivables <dbl>, inventory <dbl>,
#   otherCurrentAssets <dbl>, totalCurrentAssets <dbl>, longTermInvestments <dbl>,
#   propertyPlantEquipment <dbl>, otherAssets <dbl>, totalAssets <dbl>, accountsPayable <dbl>,
#   shortLongTermDebt <dbl>, otherCurrentLiab <dbl>, longTermDebt <dbl>, otherLiab <dbl>,
#   totalCurrentLiabilities <dbl>, totalLiab <dbl>, commonStock <dbl>, retainedEarnings <dbl>,
#   treasuryStock <dbl>, otherStockholderEquity <dbl>, totalStockholderEquity <dbl>, netTangibleAssets <dbl>,
#   totalRevenue <dbl>, costOfRevenue <dbl>, grossProfit <dbl>, researchDevelopment <dbl>,
#   sellingGeneralAdministrative <dbl>, totalOperatingExpenses <dbl>, operatingIncome <dbl>,
#   totalOtherIncomeExpenseNet <dbl>, ebit <dbl>, interestExpense <dbl>, incomeBeforeTax <dbl>,
#   incomeTaxExpense <dbl>, netIncomeFromContinuingOps <dbl>, netIncomeApplicableToCommonShares <dbl>,
#   symbol <chr>, effectOfExchangeRate <int>, goodWill <dbl>, intangibleAssets <dbl>,
#   deferredLongTermAssetCharges <dbl>

Yahoo Finance financials from web (EPS, outstanding shares)

yahoo_financials_web("BBY")

# A tibble: 4 × 5
  endDate             basicEps dilutedEps basicAverageShares dilutedAverageShares
  <dttm>                 <dbl>      <dbl>              <dbl>                <dbl>
1 2021-01-31 00:00:00     6.93       6.84             259600               263000
2 2020-01-31 00:00:00     5.82       5.75             264900               268100
3 2019-01-31 00:00:00     5.3        5.2              276400               281400
4 2018-01-31 00:00:00     3.33       3.26             300400               307100

Yahoo Finance historical prices

yahoo_history("MSFT", "1wk", 60)

# A tibble: 10 x 7
   date        open  high   low close adjusted_close    volume
   <chr>      <dbl> <dbl> <dbl> <dbl>          <dbl>     <int>
 1 2020-12-21  218.  226.  217.  223.           222.  89044300
 2 2020-12-28  224.  227.  220.  222.           222.  76551100
 3 2021-01-04  223.  223   212.  220.           219. 147534500
 4 2021-01-11  218.  219.  212.  213.           212. 127610700
 5 2021-01-18  214.  230.  213.  226.           225. 129180500
 6 2021-01-25  229.  243.  224.  232.           231. 243772400
 7 2021-02-01  235.  245.  232.  242.           242. 129728600
 8 2021-02-08  243.  246.  241.  245.           244. 100257800
 9 2021-02-15  245.  246.  241.  244.           244.  48361700
10 2021-02-18  242.  244.  241.  244.           244.  16310640

Search Yahoo Finance

yahoo_search("COLR")

# A tibble: 7 × 10
  exchange shortname         quoteType symbol  index score typeDisp longname    exchDisp         isYahooFinance
  <chr>    <chr>             <chr>     <chr>   <chr> <dbl> <chr>    <chr>       <chr>            <lgl>
1 BRU      COLRUYT           EQUITY    COLR.BR quot20426 Equity   Etn. Fr. CBrussels StockTRUE 
2 BER      COLRUYT           EQUITY    EFC1.BE quot20028 Equity   NA          Berlin           TRUE 
3 VIE      COLRUYT           EQUITY    COLR.VI quot20002 Equity   Etn. Fr. CVienna           TRUE 
4 PNK      COLRUYT SA UNSPEQUITY    CUYTY   quot20002 Equity   Etn. Fr. COTC Markets      TRUE 
5 STU      tablissements FrEQUITY    EFC1.SG quot20001 Equity   NA          Stuttgart        TRUE 
6 DUS      COLRUYT           EQUITY    EFC1.DU quot20001 Equity   NA          Dusseldorf StocTRUE 
7 IOB      ETABLISSEMENTENEQUITY    0N4Y.IL quot20001 Equity   Etn. Fr. CInternational OTRUE 
yahoo_search("BE0974256852")

# A tibble: 1 × 10
  exchange shortname quoteType symbol  index  score typeDisp longname            exchDisp        isYahooFinance
  <chr>    <chr>     <chr>     <chr>   <chr>  <dbl> <chr>    <chr>               <chr>           <lgl>        1 BRU      COLRUYT   EQUITY    COLR.BR quotes 20426 Equity   Etn. Fr. Colruyt NV Brussels StockTRUE 

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R package for fetching financials and stock market data

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