getSymbols.Alor: Download Alor data

In arbuzovv/rusquant: Quantitative Trading Framework

Download Alor data

Description

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

Usage

getSymbols.Alor(
  Symbols,
  env = globalenv(),
  from = "2007-01-01",
  to = Sys.Date(),
  adjust = FALSE,
  api.key = NULL,
  period = "day",
  verbose = TRUE,
  board = "MOEX",
  auto.assign = FALSE,
  ...
)

Arguments

Symbols	a character vector of Alor 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.
adjust	a logical indicating whether to adjust the data for stock splits or not.
api.key	an Alor API key.
period	a character string indicating the frequency of the data to download. Possible values are '1min', '5min', 'hour', 'day', 'week', and 'month'.
verbose	a logical indicating whether to print the response details or not.
board	a character string indicating the Alor exchange board to use. Possible values are 'MOEX' and 'SPB'.
auto.assign	a logical indicating whether to automatically assign the downloaded data to the global environment.
...	additional arguments passed to getSymbols.Alor

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.Alor('SBER',from = '2023-04-01',to='2023-05-04',period = '1min')
getSymbols('SBER',src='Alor')

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