Get historical data for multiple tickers — get_tickers

Retrieves historical market data from Yahoo Finance for multiple specified ticker symbols.

Usage

get_tickers_history(
  tickers_obj,
  period = "1mo",
  interval = "1d",
  start = NULL,
  end = NULL,
  prepost = FALSE,
  auto_adjust = TRUE,
  back_adjust = TRUE,
  repair = TRUE,
  output = c("tibble", "response", "request"),
  proxy = NULL
)

Arguments

tickers_obj: A tickers object created with get_tickers()
period: The period to download data for (default "1mo"). Valid values are "1d", "5d", "1mo", "3mo", "6mo", "1y", "2y", "5y", "10y", "ytd", "max". Ignored if start and end are provided.
interval: The interval between data points (default "1d"). Valid values are "1m", "2m", "5m", "15m", "30m", "60m", "90m", "1h", "1d", "5d", "1wk", "1mo", "3mo".
start: Start time for query expressed as a date, datetime, or string in YYYY-MM-DD HH:MM:SS format.
end: End time for query expressed as a date, datetime, or string in YYYY-MM-DD HH:MM:SS format.
prepost: Include pre and post market data (default FALSE)
auto_adjust: Adjust all OHLC automatically (default TRUE)
back_adjust: Adjust data to reflect splits and dividends (default TRUE)
repair: Repair missing data (default TRUE)
output: Object to return. Can be "tibble", "response", or "request" (default "tibble")
proxy: Optional proxy settings

Value

A list of tibbles with historical market data for each ticker

Details

See get_history for more details on the historical market data.

Examples

if (FALSE) { # \dontrun{
tech_tickers <- get_tickers(c("AAPL", "MSFT", "GOOG"))
tech_history <- get_tickers_history(tech_tickers, period = "1y")
} # }