get stocks in Rstudio with using an API

I have an assigment and i need to use stocks and index, but i'm struggling with the script. I've tried alphavantage and Quandl, but i don't know how to set the period as well as getting it in a table. Thanks for the help

Accessing Quandl API is easy; consider the following code:

library(Quandl)
library(tidyverse)

frmData <- Quandl("BCHARTS/BITSTAMPUSD")

head(frmData)

        Date    Open    High     Low   Close Volume (BTC) Volume (Currency) Weighted Price
1 2019-11-02 9250.70 9396.91 9201.19 9302.97     2400.145          22278130       9281.993
2 2019-11-01 9158.08 9303.53 9054.60 9250.45     6640.552          60832092       9160.697
3 2019-10-31 9169.55 9438.61 8961.53 9150.07    10113.159          92792854       9175.456
4 2019-10-30 9426.94 9437.06 8985.25 9159.94     8814.438          80752701       9161.412
5 2019-10-29 9216.39 9573.35 9051.48 9426.94     9059.612          85007062       9383.080
6 2019-10-28 9547.32 9950.00 9177.84 9216.44    14722.019         139923976       9504.402

ggplot(data = frmData, aes(x = Date, y = Close)) +
  geom_line(color = "red")

In most use cases you don't really need to set the period ahead, and it is sufficient to dplyr::filter() the records afterwards.

If you need to combine several downloaded datasets - e.g. API results for a stock, and for an index - consider one of the dplyr::*_join() functions.

2 Likes

Thank you very much! I'm new to R, so i appreciate the reply!

Is there a free alternativ to Quandl? I need index SPY & DAX, as well as a few stocks. Stocks like Tesla is not free to use and i got error message

This will depend on your needs; Quandl API has limitations, but I found them pretty generous.


50 calls per day for anonymous user is not much, but just by registering you can increase that to a more than reasonable amount.

I am not certain about individual tickers (both indexes should be covered).