Time series data from http://www.comp-engine.org/
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README.md

compenginets: Data from CompEngine

The goal of compenginets is to provide all the time series from http://www.comp-engine.org/.
24902 time series are available as of 2018-09-01.

Installation

compenginets currently isn’t on CRAN.
You can install the development version from Github

# install.packages("devtools")
devtools::install_github("robjhyndman/compenginets")

Usage

library(compenginets)
cets_finance <- get_cets("finance")
str(cets_finance[[1]])
#>  num [1:10000] 333 333 340 328 330 ...
#>  - attr(*, "timeseries_id")= chr "003da696-3872-11e8-8680-0242ac120002"
#>  - attr(*, "timestamp_created")= chr "2018-04-05 01:38:11"
#>  - attr(*, "source")= chr "Yahoo Finance"
#>  - attr(*, "category")= chr "Opening prices"
#>  - attr(*, "contributor")= chr ""
#>  - attr(*, "name")= chr "FI_yahoo_Op_DJU"
#>  - attr(*, "description")= chr ""
#>  - attr(*, "sampling_unit")= chr ""
#>  - attr(*, "sampling_rate")= num NA

License

This package is free and open source software, licensed under CC0