Financial Datasets Available in the Website

April 19, 2020
By

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I’ve been researching financial data for over 10 years and compiled a great deal of compiled tables. Most of these comes from my R packages and have been used for creating class material, doing research and even writing a book. These files were mostly found in many copies across different projects.

Last week I started to organize and centralize all my data files and noticed how valuable these tables could be for other researchers and teachers.

As of today, I’ll be hosting all public compiled data in my website. Most of them are the product of using my R packages in a large scale data grabbing process. For example, I used package BatchGetSymbols to download daily prices of all stocks belonging to the SP500 since 2015 and saved it in a .csv file.

All files are hosted in a Dropbox Folder and will be updated at least once a year. The date of last updated is appended to the file name. See current available files next:

list.files('~/Dropbox/11-My Website/Data files/', recursive = TRUE)
##  [1] "BatchGetSymbols/B3_stocks_long_2015-01-01_2020-04-19.csv"   
##  [2] "BatchGetSymbols/Ibov_stocks_long_2013-01-01_2020-04-19.csv" 
##  [3] "BatchGetSymbols/Readme.txt"                                 
##  [4] "BatchGetSymbols/SP500_stocks_long_2013-01-01_2020-04-19.csv"
##  [5] "GetCVMData/DFP_B3_Annual_Reports-2020-04-20.zip"            
##  [6] "GetCVMData/ITR_B3_Quarterly_Reports-2020-04-20.zip"         
##  [7] "GetCVMData/Readme.txt"                                      
##  [8] "GetDFPData/GetDFPData_FullData_2020-04-17.rds"              
##  [9] "GetDFPData/Readme.txt"                                      
## [10] "GetTDData/GetTDData_FullData_2020-04-19.csv"                
## [11] "GetTDData/Readme.txt"

Hope you find these files as useful as they were to me. If you use it for writing a report, make sure to cite the package as the source of data (see Readme.txt for details).

To leave a comment for the author, please follow the link and comment on their blog: R on msperlin.

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