tops: Top of book data (TOPS)

In imanuelcostigan/iex: Bindings to the Investors Exchange (IEX) TOPS, market and stats data API

Description

Provides IEX's aggregated bid and offer position in near real time for all securities on IEX's displayed limit order book.

Usage

tops(symbols = NULL, fields = NULL, version = "1.0")

Arguments

symbols	a vector of tickers (case insensitive). Special characters will be escaped. A list of eligible symbols is published daily by the IEX. When set to NULL (default) returns values for all symbols.
fields	a vector of fields names to return (case sensitive). When set to NULL (default) returns values for all fields.
version	the API version number (default: "1.0") which is used to define the API URL.

Value

an S3 object of class iex_api which has three accessible fields: path, response and content containing the API path, the unparsed API response and the parsed content from the API's response (the latter usually being a list). Note that this package causes R to pause 0.2 seconds after executing an API call to avoid the user being throttled by the API (which enforces a 5 request per second limit)

References

IEX API TOPS documentation

Examples

## Not run: 
tops(
  symbols = c("AAPL", "FB"),
  fields  = c("symbol", "bidSize", "bidPrice", "askSize", "askPrice")
)

## End(Not run)

imanuelcostigan/iex documentation built on May 18, 2019, 4:44 a.m.