25+ More Ways to Bring Data Into R
Note: This post is NOT financial advice! This is just a fun way to explore some of the capabilities R has for importing and manipulating data.
The rdatamarket post on the Revolutions blog and this post on Decision Stats reminded me about my list of Data APIs/feeds available as packages in R on Cross-Validated (which is a great site that you all should use). Many of these packages are from Omega Hat, which is an awesome site.
This is the most comprehensive list I’m aware of, so please alert me to any omissions:
Free Data:
Data Source - Package
Google Finance historical data -
quantmod
Google Finance balance
sheets -
quantmod
Yahoo Finance historical
data -
quantmod
Yahoo Finance historical data -
tseries
Yahoo Finance current options
chain -
quantmod
Yahoo Finance historical analyst
estimates -
fImport
Yahoo Finance current key
stats -
fImport - seems to be
broken
CFE historic futures prices -
qmao
OANDA
historic exchange rates/metal prices -
quantmod
FRED historic macroeconomic
indicators - quantmod
World Bank historic
macroeconomic indicators -
WDI
Google Trends historic
search volume data -
RGoogleTrends
Google Docs -
RGoogleDocs
Twitter -
twitteR
Zillow -
Zillow
New York Times -
[RNYTimes]https://www.omegahat.net/RNYTimes/
US Census 2000 -
UScensus2000
infochimps -
infochimps
datamarket -
rdatamarket -
requires free account
Geocode addresses -
RDSTK
Map coordinates to political boundaries - RDSTK
Weather Underground - Roll your
own
Google
News -
Roll your
own
Earth
Sciences
netCDF Data - Roll your
own
Climate
Data -
Roll your
own
Public health data - Roll your
own
FishBase -
rfishbase
Paid Data:
Bloomberg -
Rblpapi
Trades and
Quotes from
NYSE - RTAQ
Interactive
Brokers -
IBrokers