Ret_adjusted_prices: The arithmetic or log return (see input type_return) for the adjusted stock prices Price_adjusted: The stock price adjusted for corporate events such as splits, dividends and others – this is usually what you want/need for studying stocks as it represents the real financial performance of stockholders Volume: The financial volume of the day/period, in the unit of the exchange Price_close: The close/last price of the day/period Price_high: The highest price of the day/period Price_open: The opening price of the day/period Ref_date: The reference day (this can also be year/month/week when using argument freq_data) Ticker: The requested tickers (ids of stocks)

The returned data contains the following columns:

For example, price data for GM (NASDAQ/US) is measured in dollars, while price data for PETR3.SA (B3/BR) is measured in Reais (Brazilian currency). All price data is measured at the unit of the financial exchange. The main function of the package, yfR::yf_get, returns a dataframe with the financial data.

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