In krose/robinhoodr: An R Wrapper for the Robinhood API.

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "README-"
)

robinhood

Robinhood is here to democratize access to the financial markets. This is an R package to help with that.

This package is made based on the unofficial documentation so it might have a few rough edges.

I have only implemented the parts of the API where authentication isn't needed, since I can't open an account. Please feel free to add the missing functionality.

Issues

The time zones are still a bit of a mystery to me, which is why I've just used UTC for now.
All the requests that require authentication are not implemnted.

Current functionality

Get the last quote: (rh_quote)
Historical quotes: (rh_historicals)
Meta info on markets: (rh_markets)
Get the market hours for a specific market: (rh_market_hours)
Get all the instruments (the api returns paginated results, so it might take a while to download): (rh_instruments)
Instruments fundamentals: (rh_instruments_info)
Instruments splits: (rh_instruments_split)
instruments keyword search: (rh_instruments_search)

A few examples

Let's see how it works. Load the package and set the symbols.

library(robinhoodr)
library(quantmod)

symbols <- c("MSFT", "FB")

Historical data

Let's get some intraday data. The query below returns a list of length two with xts objects.

The function will make a request to the API for each individual symbol, soo if there are many symbols it can take a while.

hd <- rh_historicals(symbols = symbols, 
                     interval = "5minute", 
                     span = "day", 
                     bounds = "regular", 
                     keep_meta = FALSE, 
                     to_xts = TRUE)

str(hd)

Use quantmod to plot the Microsoft data.

print(chart_Series(x = hd[["MSFT"]]))

You can't get more than a years worth of historical data. I don't know if Robinhood might change that. In the example below a list with data frames are returned.

hd_daily <- rh_historicals(symbols = symbols, 
                           interval = "day", 
                           span = "year", 
                           bounds = "regular", 
                           to_xts = FALSE)

str(hd_daily)

You can decide to keep the meta data from the API request but only if the nested historical data is a data.frame.

hd_daily <- rh_historicals(symbols = symbols, 
                           interval = "day", 
                           span = "year", 
                           bounds = "regular", keep_meta = TRUE, to_xts = FALSE)

str(hd_daily)

Quotes

Get the latest quote.

str(rh_quote(symbols = symbols))

Markets

Get info on the markets. The last time I looked it up there were about 14 exchanges, so this must be the exchanges Robinhood use to execute the transactions.

# List markets
str(rh_markets())

# Get specific market info
str(rh_market_info("BATS"))

# Get the market hours.
str(rh_market_hours("BATS"))

Instruments

Use rh_instruments to get a data.frame of all the available symbols. The API results are paginated, so it will a minute to download. You can also search and get fundamentals for a stock.

## Get a data.frame of all the instruments.
str(rh_instruments())

# Seach for a specific keyword
str(rh_instruments_search(keyword = "oil"))

# Get fundamentals for a symbol
str(rh_instruments_info(symbols = symbols))