Fetch Economic and Financial Time Series Data from Public Sources

Download economic and financial time series from public sources, including the St Louis Fed's FRED system, Yahoo Finance, the US Bureau of Labor Statistics, the US Energy Information Administration, the World Bank, Eurostat, the European Central Bank, the Bank of England, the UK's Office of National Statistics, Deutsche Bundesbank, and INSEE.

An R package for downloading economic and financial time series from public sources.

Supported sources

  • Europe - European Central Bank
  • Europe - Eurostat
  • France - INSEE
  • Germany - Deutsche Bundesbank
  • Global - World Bank
  • Global - Yahoo Finance
  • UK - Bank of England
  • UK - ONS
  • US - Bureau of Labor Statistics
  • US - Energy Information Administration
  • US - FRED (St Louis Fed)


Version 0.2.3

  • Fixed error in Yahoo Finance function which swapped adjusted close and volume fields.
  • Fixed error in BLS function which prevented downloading of single series.

Version 0.2.2

  • Fixed Yahoo Finance function and added 'interval' argument
  • Fixed UK ONS function
  • Fixed French INSEE function
  • Added support for hourly data to the US EIA function

Version 0.2.1

  • Added support for Deutsche Bundesbank's time series database

Version 0.2.0

  • Fixed Yahoo function so that Volume column is correctly read as numeric instead of character. This bug was also causing problems when downloading more than two tickers.

Version 0.1.9

  • Fixed INSEE function so that negative signs and periods are not stripped (thanks to Hadrian Leclerc)

Version 0.1.8

  • Fixed UK Office of National Statistics (ONS) functionality. Note that the pdfetch_ONS function is designed to retrieve series from the ONS Time Series Explorer (https://www.ons.gov.uk/timeseriestool), not the UK ONS API.
  • Fixed Bureau of Labor Statistics functionality.
  • Fixed INSEE functionality.
  • Fixed Energy Information Administration functionality.
  • Various other fixes

Version 0.1.7

  • Fixed URL for St Louis FRED service.

Version 0.1.6

  • Added support for US Energy Information Administration API
  • Wrapped examples with tryCatch to stop temporary web service problems from being flagged on CRAN.
  • Switched from using RCurl directly to the httr package.

Version 0.1.5

  • Fixed a bug in the handling of ECB monthly dates (thanks to Fabian Greimel)

Version 0.1.4

  • Fixed a bug in the handling of Eurostat monthly dates (thanks to Chiara Carini)

Version 0.1.3

  • Added support for US Bureau of Labor Statistics, UK ONS, and French INSEE

Version 0.1.2

  • Added support for Bank of England's Interactive Statistical Database

Version 0.1.1

  • Removed reliance on curl.exe on Windows

Version 0.1

  • Initial release

Reference manual

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0.2.4 by Abiel Reinhart, 2 years ago


Report a bug at https://github.com/abielr/pdfetch/issues

Browse source code at https://github.com/cran/pdfetch

Authors: Abiel Reinhart <[email protected]>

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL license

Imports httr, zoo, xts, XML, lubridate, jsonlite, reshape2, readr, curl, xml2

See at CRAN