gap_max: What's the largest gap in the calendar?

In jagg19/AlpacaforR: Trade with Alpaca using R

What's the largest gap in the calendar?

Description

Gives the largest gap in the calendar, in interval units of the supplied bars

Usage

gap_max(
  ext,
  timeframe,
  evar = get0("evar", mode = "environment", envir = rlang::caller_env())
)

Arguments

ext	(environment) with cyclically modified variables in bars_complete
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'
evar	An environment that holds variable constants necessary for sub-functions.

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