Одним из важнейших моментов связанных с анализом финансовых рынков, является достоверность и корректность анализируемых данных.
Сегодня мы сравним наиболее используемые источники внутридневных цен на российском фондовом рынке. Для этого воспользуемся пакетом rusquant.
library(rusquant)
В качестве тестового инструмента мы выберем цены на обыкновенные акции Газпрома (тикер: GAZP)
gazp_finam_data <- getSymbols(‘GAZP’,src = ‘Finam’,from=’2017-01-01′,period=’1min’, auto.assign = F)
gazp_mfd_data <- getSymbols(‘ГАЗПРОМ ао’,src = ‘mfd’,from=’2017-01-01′,period=’1min’, auto.assign = F)
gazp_alor_data <- getSymbols(‘GAZP’,src = ‘Alor’,from=’2017-01-01′,period=’1min’, auto.assign = F)
Отлично, теперь у нас есть цены из различных ценовых источников данных.
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