trading_md: Market Data Real Time

Description Usage Arguments Value See Also Examples

Description

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

This method brings Market Data in Real Time.

Usage

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trading_md(
  connection,
  symbol,
  entries = c("BI", "OF", "LA", "OP", "CL", "SE", "OI", "HI", "LO", "TV", "IV", "EV",
    "NV", "TC"),
  depth = 1L,
  market_id = "ROFX",
  tidy = TRUE
)

Arguments

connection

S4. Mandatory. Formal rRofexConnection class object

symbol

String. Mandatory. Use trading_instruments to see which symbols are available.

entries

Vector of Strings. When nothing is set, then all entries are the default. It contains the information to be queried:

  • BI - Bid.

  • OF - Offer.

  • LA - Last Available Price.

  • OP - Open Price.

  • CL - Close Price.

  • SE - Settlement Price.

  • OI - Open Interest.

  • HI - Trading Session High Price

  • LO - Trading Session Low Price

  • TV - Trading Volume

  • IV - Index Value

  • EV - Trading Effective Volume

  • NV - Nominal Volume

  • TC - Trade Count

depth

Integer. Depth of the book. Default is 1L.

market_id

String. Market to which you are going to connect. Default is ROFX.

  • ROFX - Matba Rofex

tidy

Logical. Data arranged on a tidy format. Default is TRUE.

Value

If correct, it will load a tibble data frame

See Also

Other market data functions: trading_currencies(), trading_mdh()

Examples

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# If you want to query many products at once,
# I recommend you to use "purrr::map" family like this:

## Not run: 
purrr::map_df(
list('MERV - XMEV - GGAL - 48hs','MERV - XMEV - BYMA - 48hs'),
~trading_md(connection = conn, symbol = .x, entries = c("LA","OP", "NV"), tidy = T)
)

## End(Not run)

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