如何从雅虎(使用 Quantmod)获取 ETF 财务信息(例如资产净值)? [英] How to get ETF Financial information (e.g. NAV) from Yahoo (with Quantmod)?
本文介绍了如何从雅虎(使用 Quantmod)获取 ETF 财务信息(例如资产净值)?的处理方法，对大家解决问题具有一定的参考价值，需要的朋友们下面随着小编来一起学习吧！
问题描述
我知道我可以使用 quantmod 包从雅虎轻松获取股票财务信息.例如，如果我想获得成交量、市盈率和股息收益率:
I know that I can use the quantmod package to get stock financial information easily from yahoo. For example, if I want to get the Volume, P/E ratio and Dividend Yield:
> library(quantmod)
> AAPL <- getSymbols("AAPL")
Warning message:
In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, :
downloaded length 167808 != reported length 200
> what_metrics <- yahooQF(c("Name",
+ "Volume",
+ "P/E Ratio",
+ "Dividend Yield"
+
+ ))
>
> getQuote(AAPL, what=what_metrics)
Trade Time Name Volume P/E Ratio Dividend Yield
AAPL 2016-03-02 04:00:00 Apple Inc. 33143834 10.72 2.15
>
>
> yahooQF()
1: Ask 2: Average Daily Volume
3: Ask Size 4: Bid
5: Ask (Real-time) 6: Bid (Real-time)
7: Book Value 8: Bid Size
9: Change & Percent Change 10: Change
11: Commission 12: Change (Real-time)
13: After Hours Change (Real-time) 14: Dividend/Share
15: Last Trade Date 16: Trade Date
17: Earnings/Share 18: Error Indication (returned for symbol changed / invalid)
19: EPS Estimate Current Year 20: EPS Estimate Next Year
21: EPS Estimate Next Quarter 22: Float Shares
23: Days Low 24: Days High
25: 52-week Low 26: 52-week High
27: Holdings Gain Percent 28: Annualized Gain
29: Holdings Gain 30: Holdings Gain Percent (Real-time)
31: Holdings Gain (Real-time) 32: More Info
33: Order Book (Real-time) 34: Market Capitalization
35: Market Cap (Real-time) 36: EBITDA
37: Change From 52-week Low 38: Percent Change From 52-week Low
39: Last Trade (Real-time) With Time 40: Change Percent (Real-time)
41: Last Trade Size 42: Change From 52-week High
43: Percent Change From 52-week High 44: Last Trade (With Time)
45: Last Trade (Price Only) 46: High Limit
47: Low Limit 48: Days Range
49: Days Range (Real-time) 50: 50-day Moving Average
51: 200-day Moving Average 52: Change From 200-day Moving Average
53: Percent Change From 200-day Moving Average 54: Change From 50-day Moving Average
55: Percent Change From 50-day Moving Average 56: Name
57: Notes 58: Open
59: Previous Close 60: Price Paid
61: Change in Percent 62: Price/Sales
63: Price/Book 64: Ex-Dividend Date
65: P/E Ratio 66: Dividend Pay Date
67: P/E Ratio (Real-time) 68: PEG Ratio
69: Price/EPS Estimate Current Year 70: Price/EPS Estimate Next Year
71: Symbol 72: Shares Owned
73: Short Ratio 74: Last Trade Time
75: Trade Links 76: Ticker Trend
77: 1 yr Target Price 78: Volume
79: Holdings Value 80: Holdings Value (Real-time)
81: 52-week Range 82: Days Value Change
83: Days Value Change (Real-time) 84: Stock Exchange
85: Dividend Yield
是否有类似的方法可以下载特定于 ETF 的财务信息(使用雅虎或任何其他来源)?
Is there a similar method for downloading Financial information specific for ETFs (using yahoo or any other sources) ?
例如，我如何下载 QQQ(ETF 基金)的 NAV 或净资产?yahooQF
For example, how can I download the NAV or Net Asset for QQQ (an ETF fund)?
There are no NAV for yahooQF
提前致谢
推荐答案
library(FinancialInstrument)
currency(c("USD", "EUR"))
exchange_rate("EURUSD")
stock(c("SPY", "QQQ", "AAPL", "GS"), currency="USD")
ls_stocks()
ls_instruments()
update_instruments.yahoo(ls_stocks())
update_instruments.masterDATA(ls_stocks())
getInstrument("SPY")
getInstrument("QQQ")
## > getInstrument("QQQ")
## primary_id :"QQQ"
## currency :"USD"
## multiplier :1
## tick_size :0.01
## identifiers : list()
## type :"stock"
## name :"PowerShares QQQ Trust, Series 1"
## exchange :"NGM"
## avg.volume :45327500
## EPS :23.6
## EPS.current.year.est:1.34
## book.value :0
## range.52wk :"84.74 - 115.75"
## defined.by :"yahoo;masterDATA"
## updated : POSIXct, format: "2016-03-06 02:54:10"
## Fund.Type :"US Equity ETF"
你也可以使用这个:
library(qmao)
getQuote("QQQ")
getHoldings("QQQ") ## for holdings of ETF / MF
这篇关于如何从雅虎(使用 Quantmod)获取 ETF 财务信息(例如资产净值)?的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！
查看全文
