View source: R/map_bucket_trades.R
tn_map_bucket_trades | R Documentation |
tn_map_bucket_trades()
uses purrr::map_dfr
to execute multiple API calls.
This is useful when the data you want to return exceeds the maximum 1000 row response limit,
but do not want to have to manually call tn_bucket_trades()
repeatedly.
tn_map_bucket_trades(
start_date = "2015-09-25 13:00:00",
end_date = now(tzone = "UTC"),
binSize = "1d",
symbol = "XBTUSD",
partial = "false",
filter = NULL,
use_auth = FALSE,
verbose = FALSE
)
start_date |
character string.
Starting date for results in the format |
end_date |
character string.
Ending date for results in the format |
binSize |
character string.
The time interval to bucket by, must be one of: |
symbol |
a character string for the instrument symbol.
Use |
partial |
character string. Either |
filter |
an optional character string for table filtering.
Send JSON key/value pairs, such as |
use_auth |
logical. Use |
verbose |
logical. If |
https://testnet.bitmex.com/api/explorer/#!/Trade/Trade_getBucketed
map_bucket_trades()
for more information.
## Not run:
# Get hourly bucketed trade data between 2020-01-01 and 2020-02-01
tn_map_bucket_trades(
start_date = "2020-01-01",
end_date = "2020-02-01",
binSize = "1h"
)
## End(Not run)
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