COT.Oanda: Commitments of Traders data from the CFTC for supported...

Description Usage Arguments Value Examples

View source: R/OandaForexLabs.R

Description

Returns up to 4 years worth of Commitments of Traders data from the CFTC for supported currencies. This is essentially CFTC’s Non-Commercial order book data.

Usage

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COT.Oanda(ACCOUNT_TYPE, ACCESS_TOKEN, INSTRUMENTS = "EUR_USD")

Arguments

ACCOUNT_TYPE

"practice", "real" or "sandbox"

ACCESS_TOKEN

The authorization bearer token previously obtained by the client, can be found in oanda environment

INSTRUMENTS

Instrument to get candlestick data for e.g. "AUD_USD"

Value

A data.table

Examples

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cot = COT.Oanda(.oandaEnv$ACCOUNT_TYPE, .oandaEnv$ACCESS_TOKEN, INSTRUMENTS = 'AUD_USD')
cot

ivanliu1989/RQuantAPI documentation built on Sept. 13, 2019, 11:54 a.m.