ig_get_historical: Get historical prices for a market

In igfetchr: Access the 'IG Trading REST API'

Get historical prices for a market

Description

Fetches historical prices for a market epic between specified dates at a given resolution from the IG API. Uses the /prices/{epic}/{resolution}/{startDate}/{endDate} endpoint (version 2) with a fallback to version 3.

Usage

ig_get_historical(
  epic,
  from,
  to,
  resolution = "D",
  page_size = 20,
  auth,
  mock_response = NULL,
  wait = 1
)

Arguments

epic	Character. Market epic (e.g., "CS.D.USDCHF.MINI.IP").
from	Character or Date. Start date (e.g., "2025-09-01" or "2025-09-01 00:00:00"). Required.
to	Character or Date. End date (e.g., "2025-09-28" or "2025-09-28 23:59:59"). Required.
resolution	Character. Resolution code (e.g., "D", "1MIN", "HOUR"). Defaults to "D".
page_size	Integer. Number of data points per page (v3 only). Defaults to 20.
auth	List. Authentication details from 'ig_auth()', including 'cst', 'security', 'base_url', 'api_key', and 'acc_number'.
mock_response	List or data frame. Optional mock response for testing, bypassing the API call.
wait	Numeric. Seconds to wait between paginated API calls (v3 only). Defaults to 1.

Value

A tibble with historical OHLC data including snapshot time, bid, as, open, close, high, low prices and last traded volume.

Examples

## Not run: 
# Authenticate and get historical prices
auth <- ig_auth(
  username = "your_username",
  password = "your_password",
  api_key = "your_api_key",
  acc_type = "DEMO",
  acc_number = "ABC123"
)
hist <- ig_get_historical(
  "CS.D.USDCHF.MINI.IP",
  from = "2025-09-01",
  to = "2025-09-28",
  resolution = "D",
  page_size = 20,
  auth
)
print(hist)

# Using time
hist <- ig_get_historical(
  "CS.D.USDCHF.MINI.IP",
  from = "2025-09-01 00:00:00",
  to = "2025-09-28 23:59:59",
  resolution = "D",
  page_size = 20,
  auth
)

# Using mock response
mock_response <- list(
  prices = data.frame(
    snapshotTime = "2025/09/01 00:00:00",
    openPrice.bid = 0.970,
    openPrice.ask = 0.971,
    openPrice.lastTraded = NA,
    highPrice.bid = 0.975,
    highPrice.ask = 0.976,
    highPrice.lastTraded = NA,
    lowPrice.bid = 0.965,
    lowPrice.ask = 0.966,
    lowPrice.lastTraded = NA,
    closePrice.bid = 0.971,
    closePrice.ask = 0.972,
    closePrice.lastTraded = NA,
    lastTradedVolume = 50000
  ),
  metadata = list(
    allowance = list(remainingAllowance = 10000),
    pageData = list(pageNumber = 1, totalPages = 1)
  )
)
hist <- ig_get_historical(
  "CS.D.USDCHF.MINI.IP",
  from = "2025-09-01",
  to = "2025-09-28",
  resolution = "D",
  page_size = 20,
  auth,
  mock_response = mock_response
)

## End(Not run)

igfetchr documentation built on Nov. 21, 2025, 5:07 p.m.