CODEWITHSUNDEEP
rtime-seriestidyversequantitative-financetidyquant
lvbx9
lvbx9

Reputation: 59

viewing intraday periodicity / timeframe (minute not daily bars) of stock price data using tidyquant in R

I would like to look at stock price data in R at a period smaller than daily. 1minute, 5minute, or 30minute would be ideal. I have tried working with the tq_transmute command but I cannot seem to get this working.

library(quantmod)
library(tidyquant)
library(tidyverse)
library(ggplot2)

# using tidyverse to import a ticker
spy <- tq_get("spy")
spysegment <- tq_get("spy", get ="stock.prices", from ='2022-10-13', to = '2022-10-19')
str(spysegment)
view(spysegment)
# get 30minute data not daily
spy30m <- tq_get(c("spy"), get="stock.prices") %>%
  tq_transmute(select=close(),
               mutate_fun=to.period,
               period="minutes", n=30,
               col_rename = "minute_return") %>%
  ggplot(aes(date, minute_return)) +
  geom_line()

Upvotes: 0

Views: 104

Answers (1)

Mark
Mark

Reputation: 12558

The documentation of tidyquant states that get="stock.price" downloads data from Yahoo Finance, which has daily price data.

The options for getting sub-daily information using quantmod include using the Tingo API, the Alpha Vantage API, or Bloomberg. Full examples of how to use these to get sub daily stock price data can be found in the documentation.

Upvotes: 0

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