FirstRate: FirstRate Class

In MislavSag/findata: Collect data fro trading and financial ML

FirstRate Class

Description

Get data data from FirstRate.

Super class

findata::DataAbstract -> FirstRate

Public fields

userid

FirstRate user ID.

Methods

Public methods

• FirstRate$new()

• FirstRate$get_historical_data()

• FirstRate$firstrate_to_tledb()

• FirstRate$clone()

---

Method new()

Create a new FirstRate object.

Usage

FirstRate$new(userid = NULL, context_with_config = NULL)

Arguments

userid

FirstRate user ID.

context_with_config

AWS S3 Tiledb config

Returns

A new 'FirstRate' object.

---

Method get_historical_data()

Download stock data from FirstRate.

Usage

FirstRate$get_historical_data(
  save_dest,
  type = c("stock"),
  period = c("full", "month", "week", "day"),
  ticker_range = toupper(letters),
  timeframe = c("1min", "5min", "30min", "1hour", "1day"),
  adjustment = c("adj_split", "adj_splitdiv", "UNADJUSTED")
)

Arguments

save_dest

Save path

type

Security type

period

Period.

ticker_range

First letter of symbols.

timeframe

Time frequency.

adjustment

Adjustment type.

Returns

NULL.

---

Method firstrate_to_tledb()

Save data to TileDB Uri.

Usage

FirstRate$firstrate_to_tledb(
  zip_files,
  save_uri = "s3://equity-usa-hour-firstrate-adjusted"
)

Arguments

zip_files

Zip files downloaded from FirstRate site.

save_uri

TileDB URI to save data to.

Returns

NULL

---

Method clone()

The objects of this class are cloneable with this method.

Usage

FirstRate$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

MislavSag/findata documentation built on June 2, 2025, 12:34 p.m.