Contains functions that download symbol map files from various equity venues
ArcaSymbolMap()
ArcaEdgeSymbolMap()
NyseSymbolMap()
NyseGroupSymbols()
OpenBookSymbolMap()
BatsSymbolMap()
nasdaqtraded()
nasdaqlisted()
otclist()
otcbb()
shortSaleRuleStocks()
mpidlist()
MIC()
NYSEHolidays()
These functions use memoization to cache results so that the next time they are
called the results can be returned from memory. Some of the functions (the
ones that begin with a lowercase letter for the most part) accomplish this using
the memoise package. You can view the
source code of those functions like this, for example:
environment(nasdaqlisted)$f
. To force a download of the data, use
memoise::forget
. For example, memoise::forget(nasdaqlisted)
would force
nasdaqlisted()
to re-download the data the next time it is called. The other
functions have a cache.ok
argument. For example,
ArcaSymbolMap(cache.ok=FALSE)
will force a download of the file.
References:
ftp://ftp.nysedata.com
http://www.batstrading.com/market_data/symbol_listing/csv/
ftp://ftp.nasdaqtrader.com
http://www.otcmarkets.com/reports/symbol_info.csv
ISO 10383
See also:
The stockSymbols function from the TTR package