Intrinio offers a free API to access near real time and historical stock market prices and data.
This package wraps the Intrinio API for R so that the response data is easy to use.
This package can be installed via CRAN install.packages("IntrinioStockAPI")
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To install the Github version, use devtools::install_github("intrinio/r-sdk")
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First, create an account for the Intrinio Stock API
library(IntrinioStockAPI)
For example, let's grab daily prices for the Apple Security...
api_username <- "[YOUR API USERNAME]"
api_password <- "[YOUR API PASSWORD]"
intrinio_api_endpoint_url <- "api.intrinio.com/prices?ticker=AAPL"
apple_prices <- intrinio_fetch(intrinio_api_endpoint_url, api_username, api_password)
The intrinio_fetch function returns a data frame which can then be easily plotted as follows:
plot(apple_prices$data.close)
The intrinio_fetch function works for all Intrinio API endpoints. For example, the Executive Compensation API endpoint can be used as follows:
api_username <- "[YOUR API USERNAME]"
api_password <- "[YOUR API PASSWORD]"
intrinio_api_endpoint_url <- "api.intrinio.com/executives/compensations?identifier=@COOK_49578&company=AAPL"
tim_cook_comp <- intrinio_fetch(intrinio_api_endpoint_url, api_username, api_password)
plot(tim_cook_comp$data.total_summary/1000)
Full documentation for the Intrinio Financial Data API is available at https://intrinio.com/documentation/api