R function to parse historical quotes from markets.ft

marketsFT_parse.R

# R function to parse historical quotes from markets.ft
# 1) Go to URL for your traded instrument e.g. https://markets.ft.com/data/etfs/tearsheet/historical?s=SPPY:FRA:EUR
# 2) Set date range
# 3) Copy the quotes to a text file
# 4) Use marketsFT_parse (pass the text file as argument) to get quotes


marketsFT_parse <- function(FILE=NULL){
  dat <- data.table::fread(FILE)
  if (colnames(dat)[1] != "Date"){
    colnames(dat) <- c("Date","Open","High","Low","Close","Volume")
  }
    dat$Date <-
      lubridate::as_date(dat$Date, format = "%A, %B %d, %Y")
  
  write.table(
    x = dat[, .(Date, Close)],
    file = gsub(".txt", ".csv", FILE),
    sep = ",",
    quote = F,
    row.names = F,
    col.names = F
  )
  
}

marketsFT_parse("~/Desktop/dat.txt")