trading_ws_md: Web Sockets: Market Data Real Time

In rRofex: Interface to 'Matba Rofex' Trading API

Description

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

This method brings Market Data in Real Time using web socket protocol.

Usage

trading_ws_md(
  connection,
  destination,
  symbol,
  entries = list("BI", "OF", "LA", "OP", "CL", "SE", "OI", "HI", "LO", "TV", "IV",
    "EV", "NV", "TC"),
  listen_to = NA,
  market_id = "ROFX",
  where_is_env = .GlobalEnv
)

Arguments

connection	S4. Mandatory Formal rRofexConnection class object
destination	String. Name of the tibble where the data is going to be stored.
symbol	String. Mandatory. Use trading_instruments to see which symbols are available.
entries	List of Strings. 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
listen_to	List. Column names from the tibble that you are going to listen to. This is not the same as entries names.
market_id	String. Market to which you are going to connect.
where_is_env	Environment. Only for advance users.

Value

If correct, it will load a tibble.

See Also

Other websocket functions: trading_ws_close(), trading_ws_orders()

Examples

# To create simultaneously many connections

## Not run: 
purrr::walk2(
.x = symbols,
.y = tickers,
.f = ~ trading_ws_md(connection = conn, destination = .y, symbol = .x)
)

## End(Not run)

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