getSymbols.Algopack: Download AlgoPack data from MOEX
In arbuzovv/rusquant: Quantitative Trading Framework

getSymbols.Algopack

R Documentation

Download AlgoPack data from MOEX

Description

Download historical market data from AlgoPack for a given symbol and time range.

Usage

getSymbols.Algopack(
  Symbols,
  env = globalenv(),
  from = Sys.Date() - 30,
  to = Sys.Date(),
  verbose = TRUE,
  type = "tradestats",
  login = "user@email.com",
  password = "mypassword",
  auto.assign = FALSE,
  ...
)

Arguments

`Symbols`	a character vector of AlgoPack symbols to download data for.
`env`	environment where to create the downloaded data object.
`from`	a character string indicating the start date of the data to download, in YYYY-MM-DD format.
`to`	a character string indicating the end date of the data to download, in YYYY-MM-DD format.
`verbose`	a logical indicating whether to print the response details or not.
`type`	a character string indicating the AlgoPack type possible values are c('tradestats','orderstats','obstats'), default 'tradestats'.
`login`	a character string with login from ISS Moex
`password`	a character string with password from ISS Moex
`auto.assign`	a logical indicating whether to automatically assign the downloaded data to the global environment.
`...`	additional arguments passed to getSymbols.AlgoPack

Value

returns an data.table object containing financial data

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

getSymbols.Algopack('SBER',from = '2023-10-24',to='2023-11-04',login = 'my-email.com',password = 'mypassword')
getSymbols('SBER',src='Algopack',login = 'my-email.com',password = 'mypassword')

arbuzovv/rusquant documentation built on Feb. 1, 2024, 6:39 p.m.