* Uses tidyquant

* Downloads all stock data only if missing csv file

* Overwrites lookback period with updates (doesn’t append)

* Uses euclidean distance of adj prices to determine if need to re-download all prices

* Combines all into one source script

Here is the code if anyone is interested:

https://gist.github.com/jmrichardson/f1978475586ea4eb2e2ec2b16d348a66

Thanks

Arnaud

]]>http://blog.intrinio.com/intrinio-financial-data-in-r-and-rstudio/

I wrote some tutorials that make predictive modeling with the data even easier:

http://blog.intrinio.com/historical-financial-data-in-r-for-stocks/

http://blog.intrinio.com/modeling-financial-data-in-r-with-intrinio/

Intrinio’s API is free up to a certain number of daily API calls.

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