Pulling Intraday Minute Bar Data with Quantmod in

Question

I expect this is a fairly simple answer (and I will be embarrassed when I see how easy the solution is), but I am having a lot of trouble pulling intraday stock data by minute using the getSymbols() function under the quantmod package.

I try to pull data using getSymbols("F") and end up with the following output:

> F[1:10]
           F.Open F.High F.Low F.Close F.Volume F.Adjusted
2007-01-03   7.56   7.67  7.44    7.51 78652200       7.22
2007-01-04   7.56   7.72  7.43    7.70 63454900       7.41
2007-01-05   7.72   7.75  7.57    7.62 40562100       7.33
2007-01-08   7.63   7.75  7.62    7.73 48938500       7.43
2007-01-09   7.75   7.86  7.73    7.79 56732200       7.49
2007-01-10   7.79   7.79  7.67    7.73 42397100       7.43
2007-01-11   7.73   7.80  7.68    7.77 40020800       7.47
2007-01-12   7.77   7.92  7.76    7.89 57053800       7.59
2007-01-16   7.89   8.01  7.87    7.94 66699800       7.64
2007-01-17   7.97   8.10  7.97    8.04 63728700       7.73

As you can see, this is only daily historical data, and I need minute-by-minute historical data.

I've done some research and found this tutorial that implies it is possible to have data in the form of historical minute bar, however I cannot find the correct parameters or function that would allow me to do this. It is not possible to go to higher frequencies, so I am unable to take my daily data and go to minute-by-minute data. I am wondering how to use quantmod to get minute-by-minute historical data over the course of, say, a year - In the end, I would like a dataframe with columns "Date", "Minute Bar", and "Volume".

Please let me know if I can provide you with any more information.