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Download Constituent Data

Source: R/download_data_constituents.R
download_data_constituents.Rd

Downloads and processes the constituent data for a specified financial index. The data is fetched from a remote CSV file, filtered, and cleaned to provide relevant information about constituents.

Usage

download_data_constituents(index = NULL, path = NULL)

Arguments

index

A character string specifying the name of the financial index for which to download constituent data. The index must be one of the supported indexes listed by list_supported_indexes(). Optional when path is given.

path

Optional. Path to a local iShares or BlackRock holdings CSV, as saved from the fund's web page, to read instead of downloading. Use it as a fallback when the download fails. index is optional in this case; when given, entries whose name contains the index name are dropped.

Value

A tibble with five columns:

symbol

The ticker symbol of the equity constituent.

name

The name of the equity constituent.

location

The location where the company is based.

exchange

The exchange where the equity is traded.

currency

The currency in which the equity is traded, derived from the exchange.

The tibble is filtered to exclude non-equity entries, blacklisted symbols, empty names, entries containing "CASH", and, when index is given, entries containing the index name.

Details

The function retrieves the URL of the CSV file for the specified index from ETF sites, then sends an HTTP GET request to download the CSV file, and processes the CSV file to extract equity constituents.

The approach is inspired by tidyquant::tq_index(), which uses a different wrapper around other ETFs.

See also

Other download functions: download_data(), download_data_factors_ff(), download_data_factors_q(), download_data_fred(), download_data_fred_md(), download_data_huggingface(), download_data_jkp(), download_data_macro_predictors(), download_data_osap(), download_data_pastor_stambaugh(), download_data_risk_free(), download_data_stambaugh_yuan(), download_data_stock_prices(), download_factor_library_grid(), download_factor_library_ids()

Examples

# \donttest{
  download_data_constituents("DAX")
#> # A tibble: 40 × 5
#>    symbol  name                               location    exchange      currency
#>    <chr>   <chr>                              <chr>       <chr>         <chr>   
#>  1 SIE.DE  SIEMENS N AG                       Deutschland Xetra         EUR     
#>  2 SAP.DE  SAP                                Deutschland Xetra         EUR     
#>  3 ALV.DE  ALLIANZ                            Deutschland Xetra         EUR     
#>  4 ENR.DE  SIEMENS ENERGY N AG                Deutschland Xetra         EUR     
#>  5 AIR.BE  AIRBUS                             Frankreich  Boerse Berlin EUR     
#>  6 DTE.DE  DEUTSCHE TELEKOM N AG              Deutschland Xetra         EUR     
#>  7 IFX.DE  INFINEON TECHNOLOGIES AG           Deutschland Xetra         EUR     
#>  8 MUV2.DE MUENCHENER RUECKVERSICHERUNGS-GESE Deutschland Xetra         EUR     
#>  9 DBK.DE  DEUTSCHE BANK AG                   Deutschland Xetra         EUR     
#> 10 DHL.DE  DHL AG                             Deutschland Xetra         EUR     
#> # ℹ 30 more rows
# }
if (FALSE) { # \dontrun{
  download_data_constituents(path = "DAXEX_holdings.csv")
} # }