getOrderBook: Download current OrderBook snapshot

In tcsinvest: R API for Tinkoff Investments

Description

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

Usage

getOrderBook(
  token = "",
  live = FALSE,
  figi = "",
  depth = NULL,
  verbose = FALSE
)

Arguments

token	token from Tinkoff account
live	live trading - TRUE or sandbox (paper) trading - FALSE (default)
figi	internal tinkoff code for instrument
depth	depth of orderbook, number of bids and asks (1 <= depth <= 20)
verbose	display status of retrieval (default FALSE)

Details

As described by the official Tinkoff Investments documentation

Value

returns an data.table object containing the information about current OrderBook.

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

getHistoricalData

Examples

live = FALSE
token = 'your_sandbox_token_from_tcs_account'
getOrderBook(token,live,figi = 'BBG005HLTYH9',depth = 5)

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