tf_as_duration: tf_as_duration

In jagg19/AlpacaforR: Trade with Alpaca using R

tf_as_duration

Description

convert quarter timeframe to duration

Usage

tf_as_duration(multiplier, timeframe)

Arguments

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.

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'

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