riingo_fx_prices: Forex - Prices

In riingo: An R Interface to the 'Tiingo' Stock Price API

Description

This function collects forex prices for specified tickers. It can return daily, hourly, and minutely data, however, the amount of returned data becomes more limited with a finer resolution.

Usage

riingo_fx_prices(
  ticker,
  start_date = NULL,
  end_date = NULL,
  resample_frequency = "1day"
)

Arguments

ticker	One or more fx tickers to download financial metrics for, such as "audusd" or "eurusd".
start_date	The first date to download data for. A character in the form YYYY-MM-DD, or a Date variable. The default is to download 1 year's worth of data.
end_date	The last date to download data for. A character in the form YYYY-MM-DD, or a Date variable.
resample_frequency	A single character specified at the "day", "min" or "hour" frequencies in the form: "1day", "1min", "5min", or "2hour".

Value

A data frame containing the fx prices for the requested tickers.

Examples

## Not run: 
start <- Sys.Date() - 10
riingo_fx_prices(c("audusd", "eurusd"), start_date = start)

## End(Not run)

riingo documentation built on Sept. 13, 2020, 5:15 p.m.