README.md

In TR-API-Samples/Example.TRTH.R.Package: A client for Refinitiv Tick History REST API

Example-RTH-R-Package

This example package bundles together code from Tick History in R language with several improvements.

Store session token

The user simply call the login once and the package will store the session token for all other request.

login("dss_username","dss_password")

Historical Search and Historical Chain Resolution

Search historical instrument and search list of identifier constituents of a chain ric.

historical_search("TRI.N","1996-01-01","2018-01-01",identifier_type = "Ric",results_by = "Entity")
historical_chain("0#.DJI","1996-01-01","2018-01-01")

Standard Extraction

As described in the article part 2 But unlike the article, the user can specify how many pages they wish to request.

user_packages() #One page
user_packages(3) #Three pages
user_packages("all") #All pages

On-demand Extraction

Include Time and Sale, Market Depth, Intraday, and Raw extractions. The package will automatically check and retrieve the report. If not specified, the report will be saved on temp folder.

fid <- c("Trade - Price","Trade - Volume","Trade - Exchange Time")
cond <- tas_condition("Range","2018-09-18","2018-09-19")
a <- tas_request("TRI.N",fid,cond)
b <- read.csv(a)

TR-API-Samples/Example.TRTH.R.Package documentation built on Nov. 1, 2021, 5:31 a.m.