25+ more ways to bring data into R

August 26, 2011

(This article was first published on Modern Toolmaking, and kindly contributed to R-bloggers)

The rdatamarket post on the Revolutions blog and this post on Decision Stats reminded me about my list of Data APIs/feeds available as packages in R on Cross-Validated (which is a great site that you all should use).  Many of these packages are from Omega Hat, which is an awesome site.

This is the most comprehensive list I’m aware of, so please alert me to any ommisions:

Free Data:
Data Source – Package
Google Finance historical dataquantmod
Google Finance balance sheets – quantmod
Yahoo Finance historical data – quantmod
Yahoo Finance historical data – tseries
Yahoo Finance current options chain – quantmod
Yahoo Finance historical analyst estimatesfImport
Yahoo Finance current key stats – fImport – seems to be broken
OANDA historic exchange rates/metal prices – quantmod
FRED historic macroeconomic indicators – quantmod
World Bank historic macroeconomic indicatorsWDI
Google Trends historic search volume dataRGoogleTrends
Google Docs – RGoogleDocs
Twitter twitteR
Zillow Zillow
New York TimesRNYTimes
US Census 2000UScensus2000
infochimps infochimps
datamarket rdatamarket – requires free account
Geocode addresses – RDSTK
Map coordinates to political boundaries – RDSTK
Weather UndergroundRoll your own
Google News Roll your own
Earth Sciences netCDF Data – Roll your own
Climate DataRoll your own
Public health data – Roll your own

Paid Data:
Bloomberg RBloomberg
Trades and Quotes from NYSE – RTAQ
Interactive BrokersIBrokers

Useful Tools:

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