md_stock provides an interface to query stock or fund data from 163 for SSE and SZSE shares, from eastmoney for HKEX and US shares.
md_stock(symbol, type = "history", date_range = "3y", from = NULL,
to = Sys.Date(), adjust = FALSE, print_step = 1L, ...)symbols of stock shares.
the data type, including history, adjfactor, real and info. Default is history.
date range. Available value including '1m'-'11m', 'ytd', 'max' and '1y'-. Default is '3y'.
the start date. Default is NULL.
the end date. Default is current system date.
whether to adjust the OHLC prices, defaults to FALSE. If it is FALSE, create a close_adj column if not exist; if it is TRUE, adjust all open, high, low, close columns; if it is NULL, return the original data from source. For the yahoo data, the adjustment is based on the close_adj; for the 163 data, the adjustment is based on the cumulative products of close/close_prev.
A non-negative integer. Print symbol name by each print_step iteration. Default is 1L.
Additional parameters.
if (FALSE) {
# Example I: query history data
# us
FAANG = md_stock(c('META', 'AMZN', 'AAPL', 'NFLX', 'GOOG'))
# hkex
TMX = md_stock(c('00700.hk', '03690.hk', '01810.hk'))
# sse/szse
## the symbol without suffix
dt_cn1 = md_stock(c("000001", "^000001", "512510"))
## the symbol with suffix
dt_cn2 = md_stock(c("000001.sz", "000001.ss", '512510.ss'))
# Example II: price adjust factors
# adjust factors, splits and dividend
dt_adj = md_stock(symbol=c("000001", "^000001"), type='adjfactor', date_range='max')
# Example III: query real prices
# real price for equities
dt_real1 = md_stock(c('FB', 'AMZN', 'AAPL', 'NFLX', 'GOOG',
'00700.hk', '03690.hk', '01810.hk',
"000001", "^000001", "512510"), type = 'real')
# real prices of all A shares in sse and szse
dt_real2 = md_stock(symbol='a', type='real')
# real prices of all A/B shares and index in sse and szse
dt_real3 = md_stock(symbol=c('a', 'b', 'index'), type='real')
# show real prices and sector/industry
dt_real4 = md_stock(symbol = c('a', 'b', 'index', 'fund'),
type = 'real', show_tags = TRUE)
# Example IV:
# valuation ratios (pe, pb, ps) for shares in sse and szse
dt_valuation = md_stock(symbol=c('600000', '000001', '^000001', '^399001'),
valuation = TRUE)
# query company information (profile/ipo), revenue and staff
dt_info1 = md_stock('600036', type = 'info')
# query history revenue
dt_info2 = md_stock('600036', type = 'info', rev_hist = TRUE)
}