This blog is a follow up to a blog explaining how to pull Intrinio financial data into R and RStudio. In that blog, I showed the basics of how to get the data flowing. In this blog, I take it one step further and provide custom functions that will allow you to pull historical data into R very efficiently. I plan to build quant models, predicting historical prices based on historical metrics for a stock, and use a subset of the historical data to back test my models. This blog explains how to get the data for such an analysis.
Update 05/22/16- Check out this blog showing how to create a for loop in R to get multiple pages of data via API. This example shows the best way to parse JSON from an API in R.
Update 11/30/2017- Feel free to skip ahead to this recently released package that does the hard work for you.