getHistoricalData: Download Historical Bar Data

In tcsinvest: R API for Tinkoff Investments

Description

Makes a request to the server, and returns an data.table object with information about prices of instrument if successful.

Usage

getHistoricalData(
  token = "",
  live = FALSE,
  figi = "",
  from = Sys.Date() - 1,
  to = Sys.Date(),
  interval = "hour",
  time_transform = TRUE,
  verbose = FALSE
)

Arguments

token	token from Tinkoff account
live	live trading - TRUE or sandbox (paper) trading - FALSE (default)
figi	internal tinkoff code for instrument
from	from what date download history
to	to what date download history
interval	timeframe of bars (availible "1min","2min","3min","5min","10min","15min","30min","hour","2hour","4hour","day","week","month")
time_transform	trasform time from string to POSIXct
verbose	display status of retrieval (default FALSE)

Details

As described by the official Tinkoff Investments documentation

Value

returns an data.table object containing the requested data with historical bar data (OHLCV).

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

See Also

getOrderBook

Examples

live = FALSE
token = 'your_sandbox_token_from_tcs_account'
getHistoricalData(token,live,figi = 'BBG005HLTYH9')

tcsinvest documentation built on Aug. 17, 2021, 9:08 a.m.