Fetching Data from the Internet

To fetch data directly from online sources, you can use:

EDH.fetch_external_data_from_internet(spec::SpecificationStruct{C,T}, service::Type; clean_and_prepare=true, verbose_error=false, api_key="")

• ext_cons: Specifies which external data constituents to fetch. See Constituents
• service: The online service to use (e.g., YahooData). See Internet Data Sources
• data_fields: Dictates which data fields to download. See DataFields.
• clean_and_prepare (optional, default is true): If set to true, the data will be cleaned and prepared after fetching.
• verbose_error (optional, default is true): If true, detailed error messages will be displayed if an error occurs during fetching.

Specification of Data to Fetch

The External DataHandler uses two concepts to specify which data to fetch. The first one, the Constituents is used to specify which tickers to fetch data for at which time periods. The resolution of the data is also specified. Further, DataFields is used to specify what types of data to include.