(This article was first published on The R Trader » R, and kindly contributed to R-bloggers)
I updated my initial post with two new sources of data and the associated R packages: Datastream and PWT. I also added the fImport package from Rmetrics. Following a reader suggestion, I made the initial table more interactive, moved the data description and package detail below the main table and updated them.
Enjoy!
Source
R Package
Free Access
Available on CRAN
Package/Data URL
Yahoo, FRED, Oanda, Google
Quantmod
Yes
Yes
http://www.quantmod.com/
Quandl
Quandl
Yes
Yes
http://www.quandl.com/help/packages/r
TrueFX
TFX
Yes
Yes
http://rpubs.com/gsee/TFX
Bloomberg
Rbbg
No
No
http://findata.org/rbloomberg/
Interactive Broker
IBrokers
No
Yes
https://www.interactivebrokers.com/en/main.php
Datastream
rdatastream
No
No
https://github.com/fcocquemas/rdatastream
Penn World Table
pwt
Yes
Yes
https://pwt.sas.upenn.edu/
Yahoo, FRED, Oanda
fImport
Yes
Yes
http://www.rmetrics.org/
Data Description
Yahoo: Free stock quotes, up to date news, portfolio management resources, international market data, message boards, and mortgage rates that help you manage your financial life
FRED: Download, graph, and track 149,000 economic time series from 59 sources
Oanda: Currency information, tools, and resources for investors, businesses, and travelers
Google: Stock market quotes, news, currency conversions & more
Quandl: Futures prices, daily. Quandl is a search engine for numerical data. The site offers access to several million financial, economic and social datasets
TrueFX: Tick-By-Tick Real-Time And Historical Market Rates, Clean, Aggregated, Dealer Prices
Bloomberg: Financial news, business news, economic news, stock quotes, markets quotes, finance stocks, financial markets, stock futures, personal finance, personal finance advice, mutual funds, financial calculators, world business, small business, financial trends, forex trading, technology news, bloomberg financial news
Interactive Broker: Interactive Brokers Group, Inc. is an online discount brokerage firm in the United States
Datastream: Datastream Professional is a powerful tool that integrates economic research and strategy with cross asset analysis to seamlessly bring together top down and bottom up in one single, integrated application
pwt: The Penn World Table provides purchasing power parity and national income accounts converted to international prices for 189 countries/territories for some or all of the years 1950-2010
Package Detail
Quantmod: Specify, build, trade, and analyse quantitative financial trading strategies
Quandl: This package interacts directly with the Quandl API to offer data in a number of formats usable in R, as well as the ability to upload and search
TFX: Connects R to TrueFX(tm) for free streaming real-time and historical tick-by-tick market data for dealable interbank foreign exchange rates with millisecond detail
Rbbg: Handles fetching data from the Bloomberg financial data application
IBrokers: Provides native R access to Interactive Brokers Trader Workstation API
rdatastream: RDatastream is a R interface to the Thomson Dataworks Entreprise SOAP API (non free), with some convenience functions for retrieving Datastream data specifically. This package requires valid credentials for this API
pwt: The Penn World Table provides purchasing power parity and national income accounts converted to international prices for 189 countries/territories for some or all of the years 1950-2010
fImport: Rmetrics is the premier open source software solution for teaching and training quantitative finance. fImport is the package for Economic and Financial Data Import
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