Overview

Description:

Unlock the power of financial data from the Euronext stock exchange with the Euronext R package. Dive into the world of stocks, indices, funds, ETFs, and bonds, and harness the convenience of a user-friendly interface for seamless data retrieval. Whether you’re a researcher, investor, or financial enthusiast, this package provides a valuable resource for accessing and analyzing historical data, share prices, trading volumes, and more.

Disclaimer:

Please note that the Euronext R package is a tool designed to access and retrieve public financial information from the Euronext stock exchange. The data returned by the Euronext R package originates from Euronext, and the package author is not the source of this data. All information is derived from the public domain, and users are advised to refer to the official Euronext website for specific data needs.

Get in touch with the Euronext package and elevate your understanding of financial markets through the lens of R.

Description

English

The Euronext R Package is a powerful tool for accessing and retrieving financial information from the Euronext stock exchange. Whether you are interested in stocks, indexes, funds, ETFs, or bonds, this package provides a convenient interface to gather essential data for analysis and decision-making in the financial domain. With user-friendly functionalities, it simplifies the process of collecting historical data on share prices, trading volumes, and other financial indicators. Researchers, investors, and other users can extract valuable insights and make informed decisions based on the comprehensive information available. In essence, the ‘Euronext’ library is a valuable asset for those seeking a deeper understanding of Euronext and the financial markets in Europe.

Français

Le package R Euronext est un outil puissant pour accéder et récupérer des informations financières de la bourse Euronext. Que vous soyez intéressé par les actions, les indices, les fonds, les ETF ou les obligations, ce package offre une interface pratique pour collecter des données essentielles pour l’analyse et la prise de décision dans le domaine financier. Avec des fonctionnalités conviviales, il simplifie le processus de collecte de données historiques sur les prix des actions, les volumes de transactions et d’autres indicateurs financiers. Les chercheurs, les investisseurs et d’autres utilisateurs peuvent extraire des informations précieuses et prendre des décisions éclairées en se basant sur les informations complètes disponibles. En somme, la bibliothèque ‘Euronext’ est un atout précieux pour ceux qui cherchent à approfondir leur compréhension d’Euronext et des marchés financiers en Europe.

Html version of the Readme Since the size of the readme is huge due to the charts, you can visit the html version of the readme on RPubs

Installation

Installation guidelines

You can install the development version of EURONEXT from github with:

# github dev version
## We can use devtools
# Install the development version from GitHub
devtools::install_github("Fredysessie/Euronext")

# Or use remotes
# install.packages("remotes")

remotes::install_github("Fredysessie/Euronext")

EN_GetProfile() function

To better utilize the various functions of the ‘Euronext’ package, it is crucial to provide accurate information (such as ticker Name, ISIN, Symbol, or DNA) to the functions.

This function retrieves the profile of a given ticker - Equity, Index, Fund, ETF, or Bond - listed on the Euronext exchange based on its ticker Name, ISIN, Symbol, or DNA. It returns a list with details such as Name, ISIN, Symbol, and DNA information. It receives two (2) parameters: - ‘ticker’ : A character string representing the company’s ticker Name, ISIN, Symbol or DNA, - ‘stock_type’ : The type of the ticker: ‘Eq_Ind’ for Stocks and Indexes, ‘Fund’ or “F” for Fund tickers, ‘Bond’ or “B” for Bond tickers, and ‘Etfs’ or “E” for EFTs.

Example 1.a : Retrieve the profile (characteristics) of a specified Equity, Index, Fund, ETF, or Bond listed on Euronext.

Please refer to the respective functions EN_GetISIN(), EN_GetISIN_Etf(), EN_GetISIN_F(), and EN_GetISIN_B() if you wish to obtain the DNA of a giving Equity or Index, ETF, Fund, and Bond listed on Euronext (retrieving DNA is useful in case you decide to use ‘escape = TRUE’ option).

# Note: For Equity, Index, Fund, and ETF, provide the giving Symbol, ISIN, Name, or DNA for best results, but for a Bond, provide its DNA and sometimes its Name for best results because a company or country can issue more than one Bond.

 ## Equities
 # Example a : '3D SYSTEMS CORP' equity
 EN_GetProfile("4ddd")  # By providing Symbol
#> $Name
#> [1] "3D SYSTEMS CORP"
#> 
#> $ISIN
#> [1] "US88554D2053"
#> 
#> $DNA
#> [1] "US88554D2053-ETLX"
#> 
#> $Symbol
#> [1] "4DDD"

 # Example b : 'ALFEN' equity
 EN_GetProfile("NL0012817175") # By providing ISIN
#> $Name
#> [1] "ALFEN"
#> 
#> $ISIN
#> [1] "NL0012817175"
#> 
#> $DNA
#> [1] "NL0012817175-XAMS"
#> 
#> $Symbol
#> [1] "ALFEN"

 # Example c : 'LES HOTELS BAVEREZ' equity
 EN_GetProfile("LES HOTELS BAVEREZ") # By providing Name
#> $Name
#> [1] "LES HOTELS BAVEREZ"
#> 
#> $ISIN
#> [1] "FR0007080254"
#> 
#> $DNA
#> [1] "FR0007080254-ALXP"
#> 
#> $Symbol
#> [1] "ALLHB"
 
 # Example d : 'BE SEMICONDUCTOR' equity
 EN_GetProfile("NL0012866412-XAMS") # By providing DNA
#> $Name
#> [1] "BE SEMICONDUCTOR"
#> 
#> $ISIN
#> [1] "NL0012866412"
#> 
#> $DNA
#> [1] "NL0012866412-XAMS"
#> 
#> $Symbol
#> [1] "BESI"
 
 ## Indices 
 # Example a : 'AEX CONS STAPL GR' Index
 EN_GetProfile("NLCSG") # By providing Symbol
#> $Name
#> [1] "AEX CONS STAPL GR"
#> 
#> $ISIN
#> [1] "QS0011225420"
#> 
#> $DNA
#> [1] "QS0011225420-XAMS"
#> 
#> $Symbol
#> [1] "NLCSG"
 
 # Example b : 'AEX All-Share Index' Index
 EN_GetProfile("NL0000249100") # By providing ISIN
#> $Name
#> [1] "AEX ALL-SHARE"
#> 
#> $ISIN
#> [1] "NL0000249100"
#> 
#> $DNA
#> [1] "NL0000249100-XAMS"
#> 
#> $Symbol
#> [1] "AAX"

 # Example c : 'Euronext Core Europe 30 EW Decrement 5% NR' Index
 EN_GetProfile("EN CE EW30 D 5% NR") # By providing Name
#> $Name
#> [1] "EN CE EW30 D 5% NR"
#> 
#> $ISIN
#> [1] "NL0012483929"
#> 
#> $DNA
#> [1] "NL0012483929-XAMS"
#> 
#> $Symbol
#> [1] "COR30"
 
 # Example d : 'SBF 120 NR' Index
 EN_GetProfile("QS0011131842-XPAR") # By providing DNA
#> $Name
#> [1] "SBF 120 NR"
#> 
#> $ISIN
#> [1] "QS0011131842"
#> 
#> $DNA
#> [1] "QS0011131842-XPAR"
#> 
#> $Symbol
#> [1] "PX4NR"
 
 ## ETFs 
 # Example a : 'Asia IG Corp US A' Etf
 EN_GetProfile("$Asia IG Corp US A", stock_type = 'E') # By providing Name
#> $Name
#> [1] "$ASIA IG CORP US A"
#> 
#> $ISIN
#> [1] "IE0007G78AC4"
#> 
#> $DNA
#> [1] "IE0007G78AC4-XAMS"
#> 
#> $Symbol
#> [1] "ASIG"
 
 # Example b : '1X MSFT' Etf
 EN_GetProfile("MSFT", stock_type = 'E') # By providing Symbol
#> $Name
#> [1] "1X MSFT"
#> 
#> $ISIN
#> [1] "XS2337100320"
#> 
#> $DNA
#> [1] "XS2337100320-XAMS"
#> 
#> $Symbol
#> [1] "MSFT"
 
 # Example c : '3X LONG COINBASE' Etf
 EN_GetProfile("XS2399367254", stock_type = 'E') # By providing ISIN of 3X LONG COINBASE
#> $Name
#> [1] "3X LONG COINBASE"
#> 
#> $ISIN
#> [1] "XS2399367254"
#> 
#> $DNA
#> [1] "XS2399367254-XAMS"
#> 
#> $Symbol
#> [1] "3CON"
 
 # Example d : '3X PLTR' Etf
 EN_GetProfile("XS2663694680-XAMS", stock_type = 'E') # By providing DNA
#> $Name
#> [1] "3X PLTR"
#> 
#> $ISIN
#> [1] "XS2663694680"
#> 
#> $DNA
#> [1] "XS2663694680-XAMS"
#> 
#> $Symbol
#> [1] "3PLT"

 # Funds
 # Example a : 'ACOMEA PERFORMANCE' Fund
 EN_GetProfile("ACAPER", stock_type = 'F') # By providing Symbol
#> $Name
#> [1] "ACOMEA PERFORMANCE"
#> 
#> $ISIN
#> [1] "IT0005090912"
#> 
#> $DNA
#> [1] "IT0005090912-ATFX"
#> 
#> $Symbol
#> [1] "ACAPER"
 
 # Example b : 'BNP ESGNL' Fund
 EN_GetProfile("BNP ESGNL", stock_type = 'F') # By providing Name
#> $Name
#> [1] "BNP ESGNL"
#> 
#> $ISIN
#> [1] "NL0012727432"
#> 
#> $DNA
#> [1] "NL0012727432-XAMS"
#> 
#> $Symbol
#> [1] "ESGNL"
 
 # Example c : 'SWIF2' Fund
 EN_GetProfile("NL0015000W40", stock_type = 'F') # By providing ISIN of SWIF2
#> $Name
#> [1] "SWIF2"
#> 
#> $ISIN
#> [1] "NL0015000W40"
#> 
#> $DNA
#> [1] "NL0015000W40-XAMS"
#> 
#> $Symbol
#> [1] "SWIF2"

 # Example d : 'GOLDMAN SACHS PARAPLUFONDS 2 N' Fund
 EN_GetProfile("NL0000293181-XAMS", stock_type = 'F') # By providing DNA of GSDM5
#> $Name
#> [1] "GS DYN MIX FD V"
#> 
#> $ISIN
#> [1] "NL0000293181"
#> 
#> $DNA
#> [1] "NL0000293181-XAMS"
#> 
#> $Symbol
#> [1] "GSDM5"

 # Examples for Bonds
 # Example a: 'A2A SLB TF 0,625%' Bond
 EN_GetProfile("XS2364001078-XMOT", stock_type = 'B') # By providing DNA
#> $Name
#> [1] "A2A SLB TF 0,625%"
#> 
#> $ISIN
#> [1] "IT0005386724"
#> 
#> $DNA
#> [1] "XS2364001078-XMOT"
#> 
#> $Issuer
#> [1] "A2A S.p.A."

 # Example b: 'AAB1.50%30SEP30' Bond
 EN_GetProfile("AAB1.50%30SEP30", stock_type = 'B') # By providing Name
#> $Name
#> [1] "AAB1.50%30SEP30"
#> 
#> $ISIN
#> [1] "IT0005386724"
#> 
#> $DNA
#> [1] "XS1298431799-XAMS"
#> 
#> $Issuer
#> [1] "ABN AMRO BANK N.V."

EN_Get_News() function

This function retrieves the update information of a company listed on the Euronext exchange based on its ticker symbol. It returns a table with details such as its real Name, ISIN, Last traded Price, Date of last update, and other relevant informations.

Inputs : - ticker A character string representing the company’s ticker, name, or ISIN. - stock_type The type of the ticker: ‘Eq_Ind’ for Stocks and Indexes, ‘Fund’ or “F” for Fund tickers,‘Bond’ or “B” for Bond tickers, and ‘Etfs’ or “E” for EFTs. - escape Boolean, either TRUE or FALSE. If escape is True, it means you’re providing the DNA (ISIN-Market identifier) directly. Giving T to escape is helpful to avoid time-consuming operations; otherwise, F means you need to provide the Ticker symbol, name, or ISIN and the type of market to which it belongs.

Example 1.b : Get Latest News for an Equity

# Retrieve news for the equity "AALBERTS N.V." using its DNA
equity_news <- EN_Get_News("NL0000852564-XAMS", escape = TRUE)
print(equity_news)

Example 1.c : Get Latest News for an Index

# Retrieve news for the index "AEX All-Share Index GR" using its symbol
index_news <- EN_Get_News("QS0011224977-XAMS", escape = TRUE)
print(index_news)

Example 1.d : Get Latest News for a Bond

# Retrieve news for the bond "AAB0.45%12DEC2036" using its DNA
bond_news <- EN_Get_News("XS2093705064-XAMS", escape = TRUE)
print(bond_news)

EN_Stocks_List() function

This function receives as input stock_choice and then retrieves a list of companies listed on the provided Euronext stock exchanges, filtered by the initial letter of their names. It provides information such as the company name, ticker symbol, ISIN code, market, last closing price, percentage change, and a link to the company’s details on the Euronext website. - stock_choice A character string specifying the stock exchange. Options include “A” or “Amsterdam,” “B” or “Brussels,” “D” or “Dublin”, “L” or “Lisbon,” “M” or “Milan,” “P” or “Paris,” and “O” or “Oslo.”

Example 2.a : Get Euronext Stocks List

# The columns names of the initial dataframe is c("Date", "Name", "Ticker", "Code_ISIN", "Market", "Last_price", "Percentage change (in %)", "URL", "Ticker_adn")

# So I will only display columns "Name", "Ticker", "Code_ISIN", "Market", "Last_price" and "Percentage change (in %)"

# For Amsterdam Stock
a_result_df <- EN_Stocks_List("A")
head(a_result_df)[,c(2:6)]

# For Brussels Stock
b_result_df <- EN_Stocks_List("B")[,c(2:6)]
tail(b_result_df)

# For Paris Stock
p_result_df <- EN_Stocks_List("P")[,c(2:6)]
head(p_result_df)

# For Lisbon Stock
l_result_df <- EN_Stocks_List("L")[,c(2:6)]  
head(l_result_df)

# For Milan Stock
m_result_df <- EN_Stocks_List("M")[,c(2:6)]  # For Milan Stock
tail(m_result_df)

# For Dublin Stock
d_result_df <- EN_Stocks_List("D")[,c(2:6)]  
tail(d_result_df)

# For Oslo Stock
o_result_df <- EN_Stocks_List("O")[,c(2:6)]
head(o_result_df, 10)

Example 2.b : Euronext Paris ticker ISIN

# Retrieve the ISIN for a company with ticker "abca"
EN_P_Ticker_adn("abca")
#> [1] "FR0004040608-XPAR"

# Example result for a valid ticker "AAA"
result <- EN_P_Ticker_adn("AAA")
print(result)
#> [1] "FR0000062465-XPAR"

# Example for a non-existing ticker "afsf"
print(EN_P_Ticker_adn("afsf"))  # Ticker is not existing
#> [1] "Ticker not found"

Example 2.c : Show in detail Paris Euronext Stocks

EN_Indices_List() function

It receives no argument and retrieves information about all indices available on Euronext.

Example 3 : Get the list of Euronext Indexes

# Get list of Indices available on Euronext
all_indices = EN_Indices_List()
dim(all_indices)
tail(all_indices)

#> [1] 1263    8

EN_Etfs_List() and EN_Etfs_List_bis functions

EN_Etfs_List receives as input tot_page which is the total number of pages to retrieve. In contrast, EN_Etfs_List_bis receives as input target_page which represents the target page. For example, the function EN_Etfs_List_bis(5), retrieves only the fifth page of the Etfs list, allowing more granular control of the data retrieval process (ordered list of 100 Etfs), whereas EN_Etfs_List(5) would return an ordered list of 500 Etfs listed on Euronext (on each page there are 100 Etfs, so for 5 pages 5*100 = 500).

Example 4 : Get the list of ETFs quoted on Euronext markets

# Get 1st 500 Etfs in alphabetic order
dt_ <- EN_Etfs_List()
tail(dt_[, c(2:9)])

# The number of columns and rows
dim(dt_)

#> [1] 500  11

# By default, EN_Etfs_List_bis() returns the list of 100 Etfs in alphabetic order
dt_1 <- EN_Etfs_List_bis()  
# The number of columns and rows
dim(dt_1)
# Head
dt_1.h <- head(dt_1[, c(2:9)])

#> [1] 100  11

EN_Bonds_List() and EN_Bonds_List_bis functions

EN_Bonds_List receives as input tot_page which is the total number of pages to retrieve. In contrast, EN_Bonds_List_bis receives as input target_page which represents the target page. For example, the function EN_Bonds_List_bis(5), retrieves only the fifth page of the Bonds list, allowing more granular control of the data retrieval process (ordered list of 100 Bonds), whereas EN_Bonds_List(5) would return an ordered list of 500 Bonds listed on Euronext (on each page there are 100 Bonds, so for 5 pages 5*100 = 500).

Example 5 : Get the list of Bonds quoted on Euronext markets

# Get 1st 500 Bonds in alphabetic order
dt_b <- EN_Bonds_List()
head(dt_b[, c(2:9)])

tail(dt_b[, c(2:9)])

dt_b1 <- EN_Bonds_List_bis() #By default returns the list of 100 Bonds in alphabetic order 
head(dt_b1[, c(2:9)])

tail(dt_b1[, c(2:9)])

EN_GetISIN() function

The function takes a single parameter, ‘ticker,’ which can be the symbol, name, or ISIN of a given stock or index, and then returns its DNA.

Example 6.a : Get DNA (ISIN-Market identifier) of a given Stock or Index listed on Euronext by providing the Symbol or Name, or ISIN of a Stock or an Index.

To efficiently use the ‘Euronext’ package, it is important to understand how to handle Ticker Names, ISIN, and DNA, as many functions in the package rely on these. Note: There is a small difference between ISIN and DNA. Here’s a simple example: the ticker “4DDD” has the ISIN “US88554D2053,” and its DNA is “US88554D2053-ETLX.” As you can see, the DNA is composed of the ISIN and the market identifier “ETLX,” preceded by “-”.

Please refer to the respective functions EN_Stocks_List(), EN_Indices_List(), EN_Etfs_List() or EN_Etfs_List_bis(), EN_Funds_List(), and EN_Bonds_List() or EN_Bonds_List_bis() if you wish to obtain a list of available Stocks, Indices, ETFs, Funds, and Bonds on Euronext.

# Get DNA of ticker "4DDD"
EN_GetISIN("4DDD")
#> [1] "US88554D2053-ETLX"

# Get DNA for the ticker name "ADS MARITIME HOLD"
EN_GetISIN("ADS MARITIME HOLD")
#> [1] "CY0108052115-MERK"

# Get DNA for ATENOR company by providing its ISIN
EN_GetISIN("BE0003837540")
#> [1] "BE0003837540-XBRU"

EN_GetISIN_F() function

Example 6.b : Get DNA (ISIN-Market identifier) of a given fund listed on Euronext by providing its symbol, name, or ISIN.

# Get Fund 'ACOMEA GLOBALE' DNA
aco_dna <- EN_GetISIN_F("ACOMEA GLOBALE")

# In case you want the ISI only
sub("-.*", "", aco_dna) #To get only the ISIN
#> [1] "IT0005091100"

# Get Fund 'ASNU SMALL MIDCAPF' DNA
asnu_dna <- EN_GetISIN_F("ASN5")
print(asnu_dna)
#> [1] "NL0014270217-XAMS"

# Get Fund 'COMPAM ACTIVE GLOB' DNA
EN_GetISIN_F("LU1275425897")
#> [1] "LU1275425897-ATFX"

EN_GetISIN_Etf() function

Example 6.c : Get DNA (ISIN-Market identifier) of a given ETF listed on Euronext by providing its Symbol or Name, or ISIN of a Stock or an Index.

# Get ETF 'AAPL' DNA
EN_GetISIN_Etf("AAPL")
#> [1] "XS2337099563-XAMS"

# Get ETF '-1X SHORT DIS' DNA
EN_GetISIN_Etf("-1X SHORT DIS")
#> [1] "XS2337085422-XAMS"

# Get ETF '3x Long Coinbase' DNA
EN_GetISIN_Etf("XS2399367254")
#> [1] "XS2399367254-XAMS"

EN_GetISIN_B() function

Example 6.d : Get DNA (ISIN-Market identifier) of a given Bond listed on Euronext by providing its Symbol or Name, or ISIN of a Stock or an Index.

#To get only the DNA of all same bonds issued
the_dna1 <- EN_GetISIN_B("ABN AMRO BANK N.V.")
print(the_dna1)
#> [1] "XS1344751968-XAMS"

the_isin1 <- sub("-.*", "", the_dna1) #To get only the ISINs
print(the_isin1)
#> [1] "XS1344751968"

#To get only the DNA of Bond 'A2A GREEN BOND TF'
the_dna2 = EN_GetISIN_B("A2A GREEN BOND TF")
the_isin2 =sub("-.*", "", the_dna2) #To get only the ISIN
print(the_isin2)
#> [1] "XS2403533263"

EN_Ticker_Performance() function

This function retrieves the historical performance data of a company listed on the Euronext exchange based on its ticker symbol. It returns a table with details such as the highest and lowest stock prices, date of the highest and lowest prices, and other relevant information. It receives three (3) parameters such us : * ‘ticker’ : A character string representing the company’s ticker symbol, * ‘stock_type’ : The type of the ticker: ‘Eq_Ind’ for Stocks and Indexes, ‘Fund’ or “F” for Fund tickers, ‘Bond’ or “B” for Bond tickers, and ‘Etfs’ or “E” for EFTs. * ‘escape’ : Boolean, either TRUE or FALSE. If escape is True, it means you’re providing the DNA (ISIN-Market identifier) directly. Giving T to escape is helpful to avoid time-consuming operations; otherwise, F means you need to provide the Ticker symbol, name, or ISIN and the type of market to which it belongs. By default, escape = ‘FALSE’

Example 7 : Retrieve historical performance

# Get Performance of Ticker ABCA
dt = EN_Ticker_Performance("ABCA")
print(dt)

# Get Performance of ETF AAPL
dt_ = EN_Ticker_Performance("AAPL", stock_type = "E")
print(dt_)

# Get Performance of Bond issued by A2A S.p.A.
dt1 = EN_Ticker_Performance("XS1195347478-ETLX", escape = TRUE)
print(dt1)

# Get Performance of ACOMEA EMERGING Q2 Fund
dt2 = EN_Ticker_Performance("IT0005091126", 'F', escape = FALSE)
print(dt2)

# Get Performance of AEX All-Share Index
dt3 = EN_Ticker_Performance("AEX All-Share Index GR", escape = FALSE)
print(dt3)

EN_Overview_plot() function

As its name suggests, this function retrieves data from the ticker(s) and displays it in graphical form. It offers a convenient method to obtain a quick overview of price trends, facilitating further analysis.

This function accepts up to seven arguments:

• ticker: is the name of the ticker(s)
• from: A quotation start date, i.e. “2020-01-01” or “2020/01/01”. The date must be in ymd format “YYYY-MM-DD” or “YYYY/MM/DD”.
• until : A quoted end date, i.e. “2022-01-31” or “2022/01/31”. The date must be in ymd format “YYYY-MM-DD” or “YYYY/MM/DD”.
• ‘stock_type’: Ticker type: ‘Eq_Ind’ for stocks and indices, ‘Fund’ or “F” for fund tickers, ‘Bond’ or “B” for bond tickers, and ‘Etfs’ or “E” for EFTs.
• escape’: Boolean, either TRUE or FALSE. If escape is True, this means you’re supplying the ISIN-Market identifier (ADN) directly. Giving T to escape is useful to avoid tedious operations; otherwise, F means you must provide the Ticker symbol, the name or ISIN and the type of market to which it belongs. By default, escape = ‘FALSE’.
• up.col : is the color of the rise
• down.col : is the color of the fall

# The default colors for the up and down are 'darkgreen' and 'red', respectively.
chart <- EN_Overview_plot("4ddd")  

# chart

ov_plot  <- EN_Overview_plot(c("NL0010614533", "QS0011211206", "QS0011095914", "QS0011146899"), up.col = "blue")

# ov_plot

EN_plot() function

This EN_plot() function is distinct from the EN_Overview_plot() function, although they share similar parameters (ticker, from, to, stock_type, escape, up.col, down.col) Note: Important to note that when using EN_plot(),only historical data from the past two years is available. This differs from EN_Overview_plot(), where data is available from the inception year of the company’s listing.

Example 8 : Get historical performance

#It is also possible to plot stock data chart for more than one ticker
#Let's plot '3D SYSTEMS CORP' chart

chart1 <- EN_plot("AAX")

# chart1

# You can change up and down colors
# Etf AAPL
# EN_plot("aapl", stock_type = 'E', up.col = "blue", down.col = "pink")

# It is also possible to plot stock data chart for more than one ticker
# Let's plot some equities chart

chart2 <- EN_plot(c("AAX", "QS0011016480", "AEX2S", "ADIDAS", "ADOBE", "ALFEN BEHEER", "1GOOGL"))

# chart2

# It is also possible to plot stock data chart for more than one ticker
# Let's plot three ETFs chart

chart3 <- EN_plot(c("IE0007G78AC4", "MANA", "3TSM"), stock_type = 'E')

# chart3

EN_Ticker_infos() function

This function retrieves detailed information for a given stock ticker on the Euronext exchange. It includes information such as currency, last traded price, valuation close, volume, turnover, transactions, VWAP (Volume Weighted Average Price), open, high, low, threshold, previous close, 52-week range, and market capitalization. The data is returned as a data frame.

Inputs : - ticker A character string representing the company’s ticker, name, or ISIN. - stock_type The type of the ticker: ‘Eq_Ind’ for Stocks and Indexes, ‘Fund’ or “F” for Fund tickers,‘Bond’ or “B” for Bond tickers, and ‘Etfs’ or “E” for EFTs. - escape Boolean, either TRUE or FALSE. If escape is True, it means you’re providing the DNA (ISIN-Market identifier) directly. Giving T to escape is helpful to avoid time-consuming operations; otherwise, F means you need to provide the Ticker symbol, name, or ISIN and the type of market to which it belongs.

Example 9.a : Get Information for an Equity

# Retrieve news for the equity "AALBERTS N.V." using its DNA
equity_infos <- EN_Ticker_infos("NL0000852564-XAMS", escape = TRUE)
print(equity_infos)

Example 9.b : Get Information for an Index

# Retrieve news for the index "AEX All-Share Index GR" using its symbol
index_infos <- EN_Ticker_infos("QS0011224977-XAMS", escape = TRUE)
print(index_infos)

Example 9.c : Get Information for a Bond

# Retrieve news for the bond "AAB0.45%12DEC2036" using its DNA
bond_infos <- EN_Ticker_infos("XS2093705064-XAMS", escape = TRUE)
print(bond_infos)

EN_intraday_Data() function

The EN_intraday_Data() function fetches intraday price data for a specified stock on Euronext. It allows you to retrieve either today’s intraday prices or the previous day’s intraday prices, with “Today” being the default option. The function returns a data frame containing the intraday stock information.

Inputs : - ticker: A character string representing the stock ticker or name. - day_type : A character string specifying the type of intraday price to fetch. Options are “Today” or “Previous” day. Default is “Today.” You can also use ‘T’ for ‘Today’ or ‘P’ for ‘Previous’. - stock_type : The type of the ticker, which can be ‘Eq_Ind’ for Stocks and Indexes, ‘Fund’ or “F” for Fund tickers, ‘Bond’ or “B” for Bond tickers, and ‘Etfs’ or “E” for ETFs. escape: A Boolean value (either TRUE or FALSE). If escape is set to True, it indicates that the DNA (ISIN-Market identifier) is provided directly. Using True for escape can help avoid time-consuming operations. If escape is set to False, the function expects the Ticker symbol, name, or ISIN, along with the type of market to which it belongs. - nbitems: An integer specifying the number of items to fetch. Default is 30 (also the maximum).

Example 10.a : Get recent intraday prices for an Equity

# Get recent intraday prices of ABCA share for 10 items
intra_ = EN_intraday_Data("ABCA", day_type = 'T', nbitems = 10)
print(intra_)

Example 10.b : Get recent intraday prices of ACOMEA EMERGING Q2 Fund

intra_1 = EN_intraday_Data("IT0005091126", 'F', escape = FALSE, day_type = 'T')
print(intra_1)

Example 10.c : Get Previous intraday prices of ETF AAPL by providing directly the ISIN-Market identifier

intra_2 = EN_intraday_Data("XS2337099563-XAMS", escape = TRUE, day_type = 'Previous')
print(intra_2)

Example 10.d : Get Previous intraday prices of AEX All-Share Index

intra_3 = EN_intraday_Data("AEX All-Share Index GR", day_type = 'P')
print(intra_3)

En_Market.Sumarry() function

The En_Market.Sumarry() function retrieve from Euronext the summaries of a giving Stock Market.

Input : - stock_choice: A character string specifying the market of interest. Available options include “a” or “amsterdam” for Amsterdam, “b” or “brussels” for Brussels, “d” or “dublin” for Dublin, “l” or “lisbon” for Lisbon, “m” or “milan” for Milan, “p” or “paris” for Paris, and “o” or “oslo” for Oslo.

Return Value : A list containing summary data for the selected market, including information on stock indices and currency rates. The list includes the following components: * Indices_summary: A data frame summarizing stock market indices for the selected market. It includes columns for the index name, last price, and percentage change. If the summary is not available, this component will be set to NA.

• EU_indices: A data frame summarizing EURONEXT indices for the selected market. It includes columns for the instrument name, last price, and percentage change. If the summary is not available, this component will be set to NA.

• Currency_rate: A data frame summarizing currency exchange rates for the selected market. It includes columns for the instrument name, last price, and percentage change. If the summary is not available, this component will be set to NA.

Example 11 : Retrieve Stocks Summary data

# Retrieve summary data for 'Paris stock'
En_Market.Sumarry("p")

#> [1] "Summary data for 'Amsterdam stock indices'"

#> [1] "Summary data for 'EURONEXT indices'"

#> [1] "Summary data for 'Currency rate'"

EN_Get_OB() function :

Purpose : Retrieves order book data for a given stock or ETF ticker on the Euronext exchange.

Inputs: • ticker: A character string representing the company’s (equity or ETF) ticker, name, or ISIN. • stock_type: The type of the ticker. It can be ‘Equity’ for stocks or ‘Etf’ for ETFs.

Output : Returns a data frame containing order book data with columns representing buy (bid) and sell (ask) orders, including order quantity and price.

Example 12 : Get order book data

# Get order book data for ABC ARBITRAGE ticker
ABCA_OB <- EN_Get_OB("ABCA")
print(ABCA_OB)

# Get order book data for MSFT ETF
MSFT_OB <- EN_Get_OB("MSFT", stock_type = 'Etf')
print(MSFT_OB)

EN_OrderBook.Chart() function

Purpose : Retrieves order book data from Euronext for a given stock or ETF ticker and plots its chart. Inputs : - ticker: The ticker symbol for which the order book chart will be plotted. - bid.col: Color for bid prices in the chart. Default is ‘#00FF00’ (green). - ask.col: Color for ask prices in the chart. Default is ‘#FF0000’ (red). - plot_type: Type of visualization (‘depth’ or ‘barh’). Default is ‘depth’ - stock_type: The type of the ticker. It can be ‘Equity’ for stocks or ‘Etf’ for ETFs.

Output : Returns a Highchart plot displaying the order book for the provided ticker.

Example 13 : Plot Order Book chart

# Plot order book chart for ABC ARBITRAGE ticker using default colors
ABCA_OB_chart <- EN_OrderBook.Chart("FR0004040608", plot_type = 'barh')

ABCA_OB_chart

# Plot order book Market Depth chart for LEBON ticker with default colors ie "darkgreen" and "red"
ALBON_OB_chart <- EN_OrderBook.Chart("ALBON")
ALBON_OB_chart

# In case you want to change colors 
# ALBON_OB_chart <- EN_OrderBook.Chart("ALBON", bid.col = 'cyan', ask.col ='gold')

Authors :
* Koffi Frederic Sessie (koffisessie@gmail.com)

Creator : Koffi Frederic Sessie
cph (Copyright Holder) : Koffi Frederic Sessie

License : MIT 2024, Koffi Frederic SESSIE. All rights reserved.