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GETSYMBOLS: Stata module to collect and integrate one or more series from Quandl.com, Google Finance, Yahoo Finance, and Alpha Vantage

Author

Listed:
  • Alberto Dorantes

    (Tecnológico de Monterrey)

Programming Language

Stata

Abstract

getsymbols collects and integrates time series of symbols (e.g. stock tickers, indexes, economic series) from any of the following sources: Yahoo Finance, Quandl, Google Finance and Alpha Vantage. The symbols must be equal to those used in the corresponding source. Quandl is a repository of hundreds of free and premium databases, and each database usually has many series. Examples of FREE Quandl databases are: WIKI, Chicago Mercantile Exchange Futures, Chicago Board Options Exchange, Federal Reserve Economic Data, London Stock Exchange, Franfurt Stock Exchange, Tokyo Stock Exchange, National Stock Exchange of India, NASDAQ OMX Global Index Data, Yale Department of Economics, World Bank databases, etc. Google Finance has only stock daily data from several countries. Yahoo Finance has stock quotes and market indexes, and ETF's from many countries. Alpha Vantage has stock quotes, market indexes, and also cryptocurrency quotes. This command works with Stata 13 or above.

Suggested Citation

  • Alberto Dorantes, 2017. "GETSYMBOLS: Stata module to collect and integrate one or more series from Quandl.com, Google Finance, Yahoo Finance, and Alpha Vantage," Statistical Software Components S458421, Boston College Department of Economics, revised 04 May 2023.
    • Handle: RePEc:boc:bocode:s458421
    Note: This module should be installed from within Stata by typing "ssc install getsymbols". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/g/getsymbols.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/getsymbols.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lgetsymbols.mlib
    File Function: Mata object library
    Download Restriction: no
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