expand_calendar: Expand the calendar time index

In jagg19/AlpacaforR: Trade with Alpaca using R

Expand the calendar time index

Description

Expands a calendar object returned from calendar to contain each timepoint for a given multiplier & timeframe combination for timeframes of of minute, hour, and day.

Usage

expand_calendar(cal, timeframe, multiplier, market_hours = TRUE)

Arguments

cal	(calendar)
timeframe	(character) For the v1 API, one of 'tr'/'lt'/'trade'/'last_trade' For the last trade price. See Last Trade 'qu'/'lq'/'quote'/'last_quote' For the last quote price. See Last Quote 'm'/'min'`/`'minute' (multiplier can be 1/5/15) 'd'/'day' (multiplier will be 1) For the v2 IEX/SIP API the following timeframes are supported: 'lt'/'last_trade' The Latest trade API provides the latest trade data for a given ticker symbol. See Latest Trades 'tr'/'trade' For historical trade data for a given ticker symbol on a specified date from/to required. See Trades. WARNING The server stores data by the nanosecond. Limit the time span requested otherwise this could take a very long time. For example: a request spanning two days had 68 pages and took ~ 3m to retrieve. 'lq'/'last_quote'The Latest quote API provides the latest quote data for a given ticker symbol. See Latest Quote 'qu'/'quote' The Quotes endpoint provides NBBO quotes for a given ticker symbol at a specified date from/to required. See Quotes, WARNING The server stores data by the nanosecond. Limit the time span requested otherwise this could take a very long time. For example: a request spanning a single day (ie 5/26-5/27) can take ~ 3m to retrieve. "ss"/"snapshot" The Snapshot endpoint provides the latest trade, latest quote, minute bar daily bar and previous daily bar data for a symbol or a set of symbols. See https://alpaca.markets/docs/api-documentation/api-v2/market-data/alpaca-data-api-v2/historical/#snapshot—multiple-tickers & https://alpaca.markets/docs/api-documentation/api-v2/market-data/alpaca-data-api-v2/historical/#snapshot—ticker 'm'/'min'/'minute' 'h'/'hour' 'd'/'day' For the "p"/"polygon" API, multiplier can be any positive integer for any one of the following timeframe's: 'm'/'min'/'minute' 'h'/'hour' 'd'/'day' 'w'/'week' 'M'/'mo'/'month' (Note capitalize M for month) 'q'/'quarter' 'y'/'year'
multiplier	For the v1 API, with 'minute' timeframe one of 1/5/15. Otherwise, defaults to 1. For the v2 API, multiplier can only be 1. For the "polygon" API, this can be any positive integer. Default 1.
market_hours	(logical) Return market hours only? Default TRUE

jagg19/AlpacaforR documentation built on July 3, 2023, 12:14 p.m.