I expect this to be a fairly simple answer (and I will be embarrassed when I see how easy this solution is), but I have a lot of problems transferring intraday stock data in minutes using the getSymbols() function under the quantum package.
I am trying to extract data using getSymbols("F") and we end up with the following output:
> F[1:10] F.Open F.High F.Low F.Close F.Volume F.Adjusted 2007-01-03 7.56 7.67 7.44 7.51 78652200 7.22 2007-01-04 7.56 7.72 7.43 7.70 63454900 7.41 2007-01-05 7.72 7.75 7.57 7.62 40562100 7.33 2007-01-08 7.63 7.75 7.62 7.73 48938500 7.43 2007-01-09 7.75 7.86 7.73 7.79 56732200 7.49 2007-01-10 7.79 7.79 7.67 7.73 42397100 7.43 2007-01-11 7.73 7.80 7.68 7.77 40020800 7.47 2007-01-12 7.77 7.92 7.76 7.89 57053800 7.59 2007-01-16 7.89 8.01 7.87 7.94 66699800 7.64 2007-01-17 7.97 8.10 7.97 8.04 63728700 7.73
As you can see, this is only daily historical data, and I need historical data per minute.
I did some research and found this tutorial , which implies that it is possible to have data in the form of a historical minute bar, however I cannot find the right parameters or functions that would allow me to do this. It’s not possible to switch to higher frequencies, so I can’t take my daily data and go to minute data. I am wondering how to use quantmod to get minute historical data for, say, a year. In the end, I would like a data frame with the columns "Date", "Minute Bar" and "Volume",
Please let me know if I can provide you more information.
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