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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.Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
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 data – quantmod
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 estimates – fImport
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 indicators – WDI
Google Trends historic search volume data – RGoogleTrends
Google Docs – RGoogleDocs
Twitter – twitteR
Zillow – Zillow
New York Times – RNYTimes
US Census 2000 – UScensus2000
infochimps – infochimps
datamarket – rdatamarket – requires free account
Factual.com – factualR
Geocode addresses – RDSTK
Map coordinates to political boundaries – RDSTK
Weather Underground – Roll your own
Google News – Roll your own
Earth Sciences netCDF Data – Roll your own
Climate Data – Roll your own
Public health data – Roll your own
FishBase – rfishbase
Paid Data:
Bloomberg – RBloomberg
LIM – LIM
Trades and Quotes from NYSE – RTAQ
Interactive Brokers – IBrokers
Useful Tools:
RCurl
RJSON
RJSONIO
XML
scraper
digitizer
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