https://github.com/yonicd/taser

read data from tel aviv stock exchange (tase) website to r
https://github.com/yonicd/taser

Last synced: about 1 month ago
JSON representation

read data from tel aviv stock exchange (tase) website to r

• Host: GitHub
• URL: https://github.com/yonicd/taser
• Owner: yonicd
• Created: 2015-04-11T08:07:34.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2016-11-29T12:01:00.000Z (almost 8 years ago)
• Last Synced: 2023-02-28T07:06:56.555Z (over 1 year ago)
• Language: HTML
• Homepage:
• Size: 23.8 MB
• Stars: 0
• Watchers: 2
• Forks: 1
• Open Issues: 3
• Metadata Files:
  • Readme: README.html

Awesome Lists containing this project

README

        


code{white-space: pre;}

  pre:not([class]) {

    background-color: white;

  }

if (window.hljs && document.readyState && document.readyState === "complete") {

   window.setTimeout(function() {

      hljs.initHighlighting();

   }, 0);

}

.main-container {

  max-width: 940px;

  margin-left: auto;

  margin-right: auto;

}

code {

  color: inherit;

  background-color: rgba(0, 0, 0, 0.04);

}

img { 

  max-width:100%; 

  height: auto; 

}





taseR

read data from tel aviv stock exchange (tase) website to r using a backend phantomjs and jquery script

tase.r is the wrapper function that calls low level functions

low levels functions that construct js file to pull securities data from tase website



Security



call_tase_security: stock daily history with dates as varin

call_tase_security_intraday: stock intra-day last trading day

call_tase_security_otc: stock daily OTC history with dates as varin





Treasure Bills



call_tase_tbill: treasury bill daily history with dates as varin

call_tase_tbill_intraday: treasury bill intra-day last trading day

call_tase_tbill_otc: treasury bill daily OTC history with dates as varin





Index



call_tase_index: index daily history with dates as varin

call_tase_index_intraday: index intra-day history with dates as varin

call_tase_index_components: index component daily history with date as varin







stockID.csv: dictionary of all stocks traded on tase with ticker symbols

todo:



batch downloading

combining to PerformanceAnalystics library for further analysis capabilities







// add bootstrap table styles to pandoc tables

$(document).ready(function () {

  $('tr.header').parent('thead').parent('table').addClass('table table-condensed');

});

  (function () {

    var script = document.createElement("script");

    script.type = "text/javascript";

    script.src  = "https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML";

    document.getElementsByTagName("head")[0].appendChild(script);

  })();