getSymbolList: Get a list of symbols for a given stock exchange

In rusquant: Quantitative Trading Framework

Get a list of symbols for a given stock exchange

Description

This function retrieves a list of symbols for a specified stock exchange from a variety of sources. The available sources are poloniex, rusquant, tinkoff, mfd, finam, alor, and kraken. The function returns a data.table object containing the symbol information for the requested exchange.

Usage

getSymbolList(
  src = "poloniex",
  verbose = FALSE,
  auto.assign = FALSE,
  country = "",
  api.key = "",
  type = "Shares",
  env = globalenv(),
  user_agent = NULL
)

Arguments

src	character indicating the source of the symbol list. Possible values are "poloniex", "rusquant", "tinkoff", "mfd", "finam", "alor", and "kraken".
verbose	logical indicating whether or not to print additional information. The default is FALSE.
auto.assign	logical indicating whether or not to automatically assign the data.table object to the global environment. The default is FALSE.
country	character indicating the country of the exchange. The default is an empty string.
api.key	character indicating the API key to be used for accessing the source. The default is an empty string.
type	character indicating the type of financial instruments to retrieve. Applicable for the "tinkoff", "gigapack","moex". Possible values are "Bonds", "Currencies", "Etfs", "Futures", "Options", and "Shares".
env	The environment where the data should be assigned. Defaults to the global environment.
user_agent	The special headers for parsing

Value

Returns a data.table object containing the symbol information for the specified exchange.

Note

Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.

Author(s)

Vyacheslav Arbuzov

Examples

getSymbolList()
#getSymbolList(src='moex')
#getSymbolList(src='moex',type='Forts')

rusquant documentation built on Sept. 30, 2024, 9:42 a.m.