trading_instruments: List of Instruments

Description Usage Arguments Value See Also

View source: R/functions.R

Description

\Sexpr[results=rd, stage=render]{lifecycle::badge("stable")}

Method to list segments and instruments currently available through the Trading API.

Usage

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trading_instruments(
  connection,
  request,
  sec_detailed = FALSE,
  market_id = "ROFX",
  segment_id,
  cfi_code,
  sec_type
)

Arguments

connection

S4. Mandatory Formal rRofexConnection class object

request

String. Mandatory The type of request that you are making:

  • segments: List available market segments

  • securities: List available instruments listed on Matba Rofex. Depends on 'sec_detailed'.

  • by_segment: List available instruments searching by market segment. Depends on 'market_id' and 'segment_id'

  • by_cfi_code: List available instruments searching by CFI Code. Depends on 'cfi_code'

  • by_type: List available instruments searching by Instrument Type. See section Instrument Types. Depends on 'sec_detailed' and 'sec_type'.

sec_detailed

Logical. Optional for request='securities'. Brings additional information like segment, price, minimal/maximal trading quantity, settlement date, etc.

market_id

String. Needed for request='by_segment'. Market ID.

  • ROFX: Matba Rofex

segment_id

String. Needed for request='by_segment'. Market Segment ID.

  • DDF: Financial Derivatives

  • DDA: Agricultural Derivatives

  • DUAL: Other Derivatives

  • MERV: S&P Merval

cfi_code

String. Needed for request='by_cfi_code'. CFI Code. See https://www.quotemedia.com/apifeeds/cfi_code

sec_type

String. Needed for request='by_type'.

  • E: Equities

  • D: Debt

  • C: Collective Investment Vehicles

  • R: Entitlements (Rights)

  • O: Listed Options

  • F: Futures

  • T: Referential Instruments

  • M: Others

Value

If correct, it will load a tibble data frame

See Also

Other reference data functions: trading_instruments_fronts()


rRofex documentation built on Aug. 2, 2021, 9:06 a.m.