转载：R语言中获取公开数据的25种方法

Free Data:
Data Source - Package
Google Finance historical data - quantmod
Google Finance balance sheets - quantmod
Yahoo Finance historical data - quantmod
Yahoo Finance historical data - tseries
Yahoo Finance current options chain - quantmod
Yahoo Finance historical analyst estimates - fImport
Yahoo Finance current key stats - fImport - seems to be broken

OANDA historic exchange rates/metal prices - quantmod
FRED historic macroeconomic indicators - quantmod
World Bank historic macroeconomic indicators - WDI
Google Trends historic search volume data - RGoogleTrends
Google Docs - RGoogleDocs
Twitter - twitteR
Zillow - Zillow
New York Times - RNYTimes
US Census 2000 - UScensus2000
infochimps - infochimps
datamarket - rdatamarket - requires free account
Factual.com - factualR
Geocode addresses - RDSTK
Map coordinates to political boundaries - RDSTK
Weather Underground - Roll your own
Google News - Roll your own
Earth Sciences netCDF Data - Roll your own
Climate Data - Roll your own
Public health data - Roll your own
FishBase - rfishbase

Paid Data:
Bloomberg - RBloomberg
LIM - LIM
Trades and Quotes from NYSE - RTAQ
Interactive Brokers - IBrokers

Useful Tools:
RCurl
RJSON
RJSONIO
XML
scraper
digitizer

转自：http://stats.stackexchange.com/questions/12670/data-apis-feeds-available-as-packages-in-r