Getting historical index data for ETF's

Question

Anyone know of free sources of historical data for ETFs? I want to load the data into R server for analysis. I have looked at Yahoo's YQL API's for the Yahoo Finance tables however this data is daily and I would like to compare based on historical prices.

Thanks

Answer 1

try quantmod package.

require(quantmod)

SPY <- getSymbols("SPY", from = "2005-01-01", to = "2008-12-31", auto.assign = FALSE)

head(SPY)
##            SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
## 2005-01-03   121.56   121.76  119.90    120.30   55748000       101.76
## 2005-01-04   120.46   120.54  118.44    118.83   69167600       100.52
## 2005-01-05   118.74   119.25  118.00    118.01   65667300        99.83
## 2005-01-06   118.44   119.15  118.26    118.61   47814700       100.33
## 2005-01-07   118.97   119.23  118.13    118.44   55847700       100.19
## 2005-01-10   118.34   119.46  118.34    119.00   56563300       100.66

Answer 2

For anyone having the same problems like me (had only the WKN and Yahoo finance did not have the ETF listed, I found a website that takes the WKN and returns the historical prices:

I used webscraping (rvest). The following takes the WKN (or ISIN, I suppose) and returns the historical prices:

library(rvest)
library(purrr)

get_prices <- function(wkn){
    # Download prices for WKN

    cat("Quoting", wkn, "\n")
    erg <- html_nodes(read_html(paste0("http://www.quotrix.de/fonds/wkn/", wkn,
                                       "/historische_kurse")), "table") %>% 
        map(html_table, fill=T) 

    if(length(erg) != 1) stop("Error with ", wkn, ": Expected 1 table, found ", length(erg))
    return(erg[[1]])
}

safe_get_prices <- safely(get_prices)
erg <- safe_get_prices("ETF126")
#> Quoting ETF126
str(erg)
#> List of 2
#>  $ result:'data.frame':  597 obs. of  6 variables:
#>   ..$ Datum    : chr [1:597] "17.04.2020" "16.04.2020" "15.04.2020" "14.04.2020" ...
#>   ..$ Eröffnung: chr [1:597] "34,73" "34,05" "35,16" "35,58" ...
#>   ..$ Tageshoch: chr [1:597] "34,73" "34,05" "35,16" "35,58" ...
#>   ..$ Tagestief: chr [1:597] "34,73" "34,05" "35,16" "35,58" ...
#>   ..$ Schluss  : chr [1:597] "34,73" "34,05" "35,16" "35,58" ...
#>   ..$ Stücke   : chr [1:597] "-" "-" "-" "-" ...
#>  $ error : NULL

^{Created on 2020-04-21 by the reprex package (v0.3.0)}