Overview
The swissexchangedata package, built up for educational purpose to learn and sharpen skills in web-scrapping of data from online sources, data wrangling and package development processes.
swisswxchangedata facilitates ease of access of the Swiss Stock Exchange Market Data News Via The SIX Group Newsboard Website via the function: newsboard_data.
Installation
You can install the development version of swissexchangedata like so:
install.packages("devtools") # if you have not installed "devtools" package
devtools::install_github("akhapwoyaco/swissexchangedata")Usage
This is a basic example which shows you how to solve a common problem:
library(swissexchangedata)
## basic example codeGet the data for 9th October 2023 up-to-date:
data_10thOct_2024 <- newsboard_data(firstDate = '2023-10-10', lastDate = Sys.Date())
#> [1] "Page 0"
#> [1] "Page 0 has 4 observations."
#> [1] "Page 1"
#> [1] "Page 1 has observations."
head(data_10thOct_2024)
#> messageNo isin valorSymbol title
#> 1 208873 CH0344958688 E18 Mistrade Decision in E18 / CH0344958688
#> 2 208872 CH1272334934 KGIHJB Mistrade Decision in KGIHJB / CH1272334934
#> 3 208871 CH1240058615 KGIMJB Mistrade Decision in KGIMJB / CH1240058615
#> 4 208870 IE00BDR5H412 GENDES Mistrade Decision in GENDES / IE00BDR5H412
#> messageType broadcastDateTime security
#> 1 Mistrade 2.023101e+13 0.50 EIDG 18-32
#> 2 Mistrade 2.023101e+13 KGIHJB JB P 12/23
#> 3 Mistrade 2.023101e+13 KGIMJB JB C 12/23
#> 4 Mistrade 2.023101e+13 UBSETF GLOBAL GENDER hCHF ACC
#> tradingSegment priority markets products currency
#> 1 Bonds - CHF Swiss Confederation Normal XSWX BO CHF
#> 2 Structured Products Normal XQMH DE CHF
#> 3 Structured Products Normal XQMH DE CHF
#> 4 ETF Normal XSWX FU CHF
#> newsText
#> 1 <div><p>In accordance with the rules of SIX Swiss Exchange, the following trade in <strong>'0.50 EIDG 18-32'</strong> has been declared a mistrade and has therefore been cancelled: </p><table><thead><tr><th align="center" style="width: 75px">Trade Date</th><th align="center" style="width: 75px">Time</th><th align="center" style="width: 45px">Cur</th><th align="left" style="width: 75px">Size</th><th align="left" style="width: 75px">Price</th><th align="left" style="width: 75px">Trade Type</th><th align="left" style="width: 75px">Book Type</th></tr></thead><tbody><tr><td align="center">11.10.2023</td><td align="center">11:21:55</td><td align="center">CHF</td><td align="left">10'000</td><td align="left">94.0000</td><td align="left">OnExchange</td><td align="left">Clob</td></tr></tbody></table><p>Please find further information concerning mistrades in Directive 4: Market Control on our website.</p><p>Regards,<br/>Exchange Operations, SIX Swiss Exchange</p></div>
#> 2 <div><p>In accordance with the rules of SIX Swiss Exchange, the following trade in <strong>'KGIHJB JB P 12/23'</strong> has been declared a mistrade and has therefore been cancelled: </p><table><thead><tr><th align="center" style="width: 75px">Trade Date</th><th align="center" style="width: 75px">Time</th><th align="center" style="width: 45px">Cur</th><th align="left" style="width: 75px">Size</th><th align="left" style="width: 75px">Price</th><th align="left" style="width: 75px">Trade Type</th><th align="left" style="width: 75px">Book Type</th></tr></thead><tbody><tr><td align="center">10.10.2023</td><td align="center">16:40:20</td><td align="center">CHF</td><td align="left">5'000</td><td align="left">0.7600</td><td align="left">OnExchange</td><td align="left">QuoteBook</td></tr></tbody></table><p>Please find further information concerning mistrades in Directive 4: Market Control on our website.</p><p>Regards,<br/>Exchange Operations, SIX Swiss Exchange</p></div>
#> 3 <div><p>In accordance with the rules of SIX Swiss Exchange, the following trade in <strong>'KGIMJB JB C 12/23'</strong> has been declared a mistrade and has therefore been cancelled: </p><table><thead><tr><th align="center" style="width: 75px">Trade Date</th><th align="center" style="width: 75px">Time</th><th align="center" style="width: 45px">Cur</th><th align="left" style="width: 75px">Size</th><th align="left" style="width: 75px">Price</th><th align="left" style="width: 75px">Trade Type</th><th align="left" style="width: 75px">Book Type</th></tr></thead><tbody><tr><td align="center">10.10.2023</td><td align="center">16:40:21</td><td align="center">CHF</td><td align="left">5'000</td><td align="left">0.6900</td><td align="left">OnExchange</td><td align="left">QuoteBook</td></tr></tbody></table><p>Please find further information concerning mistrades in Directive 4: Market Control on our website.</p><p>Regards,<br/>Exchange Operations, SIX Swiss Exchange</p></div>
#> 4 <div><p>In accordance with the rules of SIX Swiss Exchange, the following trade in <strong>'UBSETF GLOBAL GENDER hCHF ACC'</strong> has been declared a mistrade and has therefore been cancelled: </p><table><thead><tr><th align="center" style="width: 75px">Trade Date</th><th align="center" style="width: 75px">Time</th><th align="center" style="width: 45px">Cur</th><th align="left" style="width: 75px">Size</th><th align="left" style="width: 75px">Price</th><th align="left" style="width: 75px">Trade Type</th><th align="left" style="width: 75px">Book Type</th></tr></thead><tbody><tr><td align="center">10.10.2023</td><td align="center">11:35:19</td><td align="center">CHF</td><td align="left">41</td><td align="left">14.4180</td><td align="left">OnExchange</td><td align="left">QuoteBook</td></tr></tbody></table><p>Please find further information concerning mistrades in Directive 4: Market Control on our website.</p><p>Regards,<br/>Exchange Operations, SIX Swiss Exchange</p></div>
#> newsTypeCode
#> 1 MI
#> 2 MI
#> 3 MI
#> 4 MI