README.md
In krose/robinhoodr: An R Wrapper for the Robinhood API.
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)
#> List of 2
#> $ MSFT:An 'xts' object on 2017-02-10 14:30:00/2017-02-10 20:55:00 containing:
#> Data: num [1:78, 1:5] 64.2 64.1 64.1 64.2 64.1 ...
#> - attr(*, "dimnames")=List of 2
#> ..$ : NULL
#> ..$ : chr [1:5] "open_price" "close_price" "high_price" "low_price" ...
#> Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#> xts Attributes:
#> List of 2
#> ..$ session : chr [1:78] "reg" "reg" "reg" "reg" ...
#> ..$ interpolated: logi [1:78] FALSE FALSE FALSE FALSE FALSE FALSE ...
#> $ FB :An 'xts' object on 2017-02-10 14:30:00/2017-02-10 20:55:00 containing:
#> Data: num [1:78, 1:5] 134 134 134 134 134 ...
#> - attr(*, "dimnames")=List of 2
#> ..$ : NULL
#> ..$ : chr [1:5] "open_price" "close_price" "high_price" "low_price" ...
#> Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#> xts Attributes:
#> List of 2
#> ..$ session : chr [1:78] "reg" "reg" "reg" "reg" ...
#> ..$ interpolated: logi [1:78] FALSE FALSE FALSE FALSE FALSE FALSE ...
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)
#> List of 2
#> $ MSFT:'data.frame': 251 obs. of 8 variables:
#> ..$ begins_at : POSIXct[1:251], format: "2016-02-16" ...
#> ..$ open_price : num [1:251] 49.9 50.5 51.3 50.9 51.2 ...
#> ..$ close_price : num [1:251] 50.1 51.4 51.2 50.8 51.6 ...
#> ..$ high_price : num [1:251] 50.1 51.7 51.9 51.2 52 ...
#> ..$ low_price : num [1:251] 49.1 50.4 51.1 50.5 51.2 ...
#> ..$ volume : int [1:251] 37291208 40788968 27176035 33559073 25008291 28895274 33014457 26939467 35975925 31654036 ...
#> ..$ session : chr [1:251] "reg" "reg" "reg" "reg" ...
#> ..$ interpolated: logi [1:251] FALSE FALSE FALSE FALSE FALSE FALSE ...
#> $ FB :'data.frame': 251 obs. of 8 variables:
#> ..$ begins_at : POSIXct[1:251], format: "2016-02-16" ...
#> ..$ open_price : num [1:251] 104 102 106 103 105 ...
#> ..$ close_price : num [1:251] 102 105 103 105 107 ...
#> ..$ high_price : num [1:251] 104 106 106 105 108 ...
#> ..$ low_price : num [1:251] 100 100 103 102 105 ...
#> ..$ volume : int [1:251] 45687224 44073369 29593508 32404516 35709714 25319315 34412437 29906278 26686193 32778992 ...
#> ..$ session : chr [1:251] "reg" "reg" "reg" "reg" ...
#> ..$ interpolated: logi [1:251] FALSE FALSE FALSE FALSE FALSE FALSE ...
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)
#> List of 2
#> $ MSFT:'data.frame': 1 obs. of 7 variables:
#> ..$ quote : chr "https://api.robinhood.com/quotes/MSFT/"
#> ..$ symbol : chr "MSFT"
#> ..$ interval : chr "day"
#> ..$ span : chr "year"
#> ..$ bounds : chr "regular"
#> ..$ instrument : chr "https://api.robinhood.com/instruments/50810c35-d215-4866-9758-0ada4ac79ffa/"
#> ..$ historicals:List of 1
#> .. ..$ :'data.frame': 251 obs. of 8 variables:
#> .. .. ..$ begins_at : POSIXct[1:251], format: "2016-02-16" ...
#> .. .. ..$ open_price : num [1:251] 49.9 50.5 51.3 50.9 51.2 ...
#> .. .. ..$ close_price : num [1:251] 50.1 51.4 51.2 50.8 51.6 ...
#> .. .. ..$ high_price : num [1:251] 50.1 51.7 51.9 51.2 52 ...
#> .. .. ..$ low_price : num [1:251] 49.1 50.4 51.1 50.5 51.2 ...
#> .. .. ..$ volume : int [1:251] 37291208 40788968 27176035 33559073 25008291 28895274 33014457 26939467 35975925 31654036 ...
#> .. .. ..$ session : chr [1:251] "reg" "reg" "reg" "reg" ...
#> .. .. ..$ interpolated: logi [1:251] FALSE FALSE FALSE FALSE FALSE FALSE ...
#> $ FB :'data.frame': 1 obs. of 7 variables:
#> ..$ quote : chr "https://api.robinhood.com/quotes/ebab2398-028d-4939-9f1d-13bf38f81c50/"
#> ..$ symbol : chr "FB"
#> ..$ interval : chr "day"
#> ..$ span : chr "year"
#> ..$ bounds : chr "regular"
#> ..$ instrument : chr "https://api.robinhood.com/instruments/ebab2398-028d-4939-9f1d-13bf38f81c50/"
#> ..$ historicals:List of 1
#> .. ..$ :'data.frame': 251 obs. of 8 variables:
#> .. .. ..$ begins_at : POSIXct[1:251], format: "2016-02-16" ...
#> .. .. ..$ open_price : num [1:251] 104 102 106 103 105 ...
#> .. .. ..$ close_price : num [1:251] 102 105 103 105 107 ...
#> .. .. ..$ high_price : num [1:251] 104 106 106 105 108 ...
#> .. .. ..$ low_price : num [1:251] 100 100 103 102 105 ...
#> .. .. ..$ volume : int [1:251] 45687224 44073369 29593508 32404516 35709714 25319315 34412437 29906278 26686193 32778992 ...
#> .. .. ..$ session : chr [1:251] "reg" "reg" "reg" "reg" ...
#> .. .. ..$ interpolated: logi [1:251] FALSE FALSE FALSE FALSE FALSE FALSE ...
Quotes
Get the latest quote.
str(rh_quote(symbols = symbols))
#> 'data.frame': 2 obs. of 14 variables:
#> $ ask_price : chr "64.2000" "134.4700"
#> $ ask_size : int 10100 800
#> $ bid_price : chr "64.1100" "134.4000"
#> $ bid_size : int 100 200
#> $ last_trade_price : chr "64.0000" "134.1900"
#> $ last_extended_hours_trade_price: chr "64.1800" "134.4500"
#> $ previous_close : chr "64.0600" "134.1400"
#> $ adjusted_previous_close : chr "64.0600" "134.1400"
#> $ previous_close_date : POSIXct, format: "2017-02-09" "2017-02-09"
#> $ symbol : chr "MSFT" "FB"
#> $ trading_halted : logi FALSE FALSE
#> $ last_trade_price_source : chr "consolidated" "consolidated"
#> $ updated_at : POSIXct, format: "2017-02-13 12:39:50" "2017-02-13 12:52:36"
#> $ instrument : chr "https://api.robinhood.com/instruments/50810c35-d215-4866-9758-0ada4ac79ffa/" "https://api.robinhood.com/instruments/ebab2398-028d-4939-9f1d-13bf38f81c50/"
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())
#> 'data.frame': 6 obs. of 10 variables:
#> $ website : chr "www.otcmarkets.com" "www.nyse.com" "www.nyse.com" "www.nyse.com" ...
#> $ city : chr "New York" "New York" "New York" "New York" ...
#> $ name : chr "Otc Markets" "NYSE Mkt Llc" "NYSE Arca" "New York Stock Exchange, Inc." ...
#> $ url : chr "https://api.robinhood.com/markets/OTCM/" "https://api.robinhood.com/markets/XASE/" "https://api.robinhood.com/markets/ARCX/" "https://api.robinhood.com/markets/XNYS/" ...
#> $ country : chr "United States of America" "United States of America" "United States of America" "United States of America" ...
#> $ todays_hours : chr "https://api.robinhood.com/markets/OTCM/hours/2017-02-13/" "https://api.robinhood.com/markets/XASE/hours/2017-02-13/" "https://api.robinhood.com/markets/ARCX/hours/2017-02-13/" "https://api.robinhood.com/markets/XNYS/hours/2017-02-13/" ...
#> $ operating_mic: chr "OTCM" "XNYS" "XNYS" "XNYS" ...
#> $ acronym : chr "OTCM" "AMEX" "NYSE" "NYSE" ...
#> $ timezone : chr "US/Eastern" "US/Eastern" "US/Eastern" "US/Eastern" ...
#> $ mic : chr "OTCM" "XASE" "ARCX" "XNYS" ...
# Get specific market info
str(rh_market_info("BATS"))
#> 'data.frame': 1 obs. of 10 variables:
#> $ website : chr "www.batstrading.com"
#> $ city : chr "New York"
#> $ name : chr "BATS Exchange"
#> $ url : chr "https://api.robinhood.com/markets/BATS/"
#> $ country : chr "United States of America"
#> $ todays_hours : chr "https://api.robinhood.com/markets/BATS/hours/2017-02-13/"
#> $ operating_mic: chr "BATS"
#> $ acronym : chr "BATS"
#> $ timezone : chr "US/Eastern"
#> $ mic : chr "BATS"
# Get the market hours.
str(rh_market_hours("BATS"))
#> 'data.frame': 1 obs. of 8 variables:
#> $ closes_at : chr "2017-02-13T21:00:00+00:00"
#> $ extended_opens_at : chr "2017-02-13T14:00:00+00:00"
#> $ next_open_hours : chr "https://api.robinhood.com/markets/BATS/hours/2017-02-14/"
#> $ previous_open_hours: chr "https://api.robinhood.com/markets/BATS/hours/2017-02-10/"
#> $ is_open : logi TRUE
#> $ extended_closes_at : chr "2017-02-13T23:00:00+00:00"
#> $ date : POSIXct, format: "2017-02-13"
#> $ opens_at : chr "2017-02-13T14:30:00+00:00"
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())
#> 'data.frame': 9906 obs. of 17 variables:
#> $ min_tick_size : chr NA NA NA NA ...
#> $ splits : chr "https://api.robinhood.com/instruments/0d9dce1f-dae4-4535-aaf0-11ae4e5d6d5e/splits/" "https://api.robinhood.com/instruments/f9557bc1-f8ba-481e-a3f6-2382e3ad0bba/splits/" "https://api.robinhood.com/instruments/44682ab8-7fdf-4bf4-a4af-46605c8ef8fe/splits/" "https://api.robinhood.com/instruments/33dfcc87-5e38-4f1b-a114-67749bf42ba8/splits/" ...
#> $ margin_initial_ratio: num 0.5 1 0.5 0.5 0.5 1 1 1 1 0.5 ...
#> $ url : chr "https://api.robinhood.com/instruments/0d9dce1f-dae4-4535-aaf0-11ae4e5d6d5e/" "https://api.robinhood.com/instruments/f9557bc1-f8ba-481e-a3f6-2382e3ad0bba/" "https://api.robinhood.com/instruments/44682ab8-7fdf-4bf4-a4af-46605c8ef8fe/" "https://api.robinhood.com/instruments/33dfcc87-5e38-4f1b-a114-67749bf42ba8/" ...
#> $ quote : chr "https://api.robinhood.com/quotes/XMX/" "https://api.robinhood.com/quotes/SPLP-A/" "https://api.robinhood.com/quotes/NS-A/" "https://api.robinhood.com/quotes/PFFR/" ...
#> $ symbol : chr "XMX" "SPLP-A" "NS-A" "PFFR" ...
#> $ bloomberg_unique : chr "EQ0000000054772961" "PFEP0523308" "PFEP0519363" "EQ0000000054771083" ...
#> $ list_date : POSIXct, format: "2017-02-10" "2017-02-10" ...
#> $ fundamentals : chr "https://api.robinhood.com/fundamentals/XMX/" "https://api.robinhood.com/fundamentals/SPLP-A/" "https://api.robinhood.com/fundamentals/NS-A/" "https://api.robinhood.com/fundamentals/PFFR/" ...
#> $ state : chr "active" "active" "active" "active" ...
#> $ country : chr "" "" "" "" ...
#> $ day_trade_ratio : num 0.25 0.25 0.25 0.25 0.25 0.25 0.25 0.25 0.25 0.25 ...
#> $ tradeable : logi TRUE FALSE FALSE TRUE FALSE TRUE ...
#> $ maintenance_ratio : num 0.25 1 0.25 0.25 0.25 1 1 1 1 0.25 ...
#> $ id : chr "0d9dce1f-dae4-4535-aaf0-11ae4e5d6d5e" "f9557bc1-f8ba-481e-a3f6-2382e3ad0bba" "44682ab8-7fdf-4bf4-a4af-46605c8ef8fe" "33dfcc87-5e38-4f1b-a114-67749bf42ba8" ...
#> $ market : chr "https://api.robinhood.com/markets/ARCX/" "https://api.robinhood.com/markets/XNYS/" "https://api.robinhood.com/markets/XNYS/" "https://api.robinhood.com/markets/ARCX/" ...
#> $ name : chr "WisdomTreeGlobal exMexicoEquity" "Steel Partners Holdings L.P." "NuStar Energy L.P." "InfraCap REIT Preferred ETF" ...
# Seach for a specific keyword
str(rh_instruments_search(keyword = "oil"))
#> 'data.frame': 10 obs. of 17 variables:
#> $ min_tick_size : chr NA NA NA NA ...
#> $ splits : chr "https://api.robinhood.com/instruments/6d744560-ef77-4aa0-8524-7a771cc04bd7/splits/" "https://api.robinhood.com/instruments/ab4f79fc-f84a-4f7b-8132-4f3e5fb38075/splits/" "https://api.robinhood.com/instruments/01f33471-51d9-4afe-850f-b5f13d58c459/splits/" "https://api.robinhood.com/instruments/48eab16a-7378-45e9-970a-c50fd081d25d/splits/" ...
#> $ margin_initial_ratio: chr "0.5000" "0.5000" "0.5000" "0.5000" ...
#> $ url : chr "https://api.robinhood.com/instruments/6d744560-ef77-4aa0-8524-7a771cc04bd7/" "https://api.robinhood.com/instruments/ab4f79fc-f84a-4f7b-8132-4f3e5fb38075/" "https://api.robinhood.com/instruments/01f33471-51d9-4afe-850f-b5f13d58c459/" "https://api.robinhood.com/instruments/48eab16a-7378-45e9-970a-c50fd081d25d/" ...
#> $ quote : chr "https://api.robinhood.com/quotes/OIL/" "https://api.robinhood.com/quotes/MRO/" "https://api.robinhood.com/quotes/USO/" "https://api.robinhood.com/quotes/XOP/" ...
#> $ symbol : chr "OIL" "MRO" "USO" "XOP" ...
#> $ bloomberg_unique : chr "EQ0000000002030237" "EQ0010158100001000" "EQ0000000002417621" "EQ0000000002554511" ...
#> $ list_date : chr "2006-08-16" "1970-01-02" "2006-04-10" "2006-06-22" ...
#> $ fundamentals : chr "https://api.robinhood.com/fundamentals/OIL/" "https://api.robinhood.com/fundamentals/MRO/" "https://api.robinhood.com/fundamentals/USO/" "https://api.robinhood.com/fundamentals/XOP/" ...
#> $ state : chr "active" "active" "active" "active" ...
#> $ country : chr "GB" "US" "CA" "US" ...
#> $ day_trade_ratio : chr "0.2500" "0.2500" "0.2500" "0.2500" ...
#> $ tradeable : logi TRUE TRUE TRUE TRUE TRUE TRUE ...
#> $ maintenance_ratio : chr "0.2500" "0.2500" "0.2500" "0.2500" ...
#> $ id : chr "6d744560-ef77-4aa0-8524-7a771cc04bd7" "ab4f79fc-f84a-4f7b-8132-4f3e5fb38075" "01f33471-51d9-4afe-850f-b5f13d58c459" "48eab16a-7378-45e9-970a-c50fd081d25d" ...
#> $ market : chr "https://api.robinhood.com/markets/ARCX/" "https://api.robinhood.com/markets/XNYS/" "https://api.robinhood.com/markets/ARCX/" "https://api.robinhood.com/markets/ARCX/" ...
#> $ name : chr "Barclays Bank PLC iPath GS C Oil" "Marathon Oil Corporation" "United States Oil Fund, LP" "SPDR S&P Oil & Gas Exploration & Production ETF" ...
# Get fundamentals for a symbol
str(rh_instruments_info(symbols = symbols))
#> 'data.frame': 2 obs. of 17 variables:
#> $ min_tick_size : logi NA NA
#> $ splits : chr "https://api.robinhood.com/instruments/50810c35-d215-4866-9758-0ada4ac79ffa/splits/" "https://api.robinhood.com/instruments/ebab2398-028d-4939-9f1d-13bf38f81c50/splits/"
#> $ margin_initial_ratio: chr "0.5000" "0.5000"
#> $ url : chr "https://api.robinhood.com/instruments/50810c35-d215-4866-9758-0ada4ac79ffa/" "https://api.robinhood.com/instruments/ebab2398-028d-4939-9f1d-13bf38f81c50/"
#> $ quote : chr "https://api.robinhood.com/quotes/MSFT/" "https://api.robinhood.com/quotes/FB/"
#> $ symbol : chr "MSFT" "FB"
#> $ bloomberg_unique : chr "EQ0010174300001000" "EQ0000000002815382"
#> $ list_date : Date, format: "1987-09-17" "2012-05-18"
#> $ fundamentals : chr "https://api.robinhood.com/fundamentals/MSFT/" "https://api.robinhood.com/fundamentals/FB/"
#> $ state : chr "active" "active"
#> $ country : chr "US" "US"
#> $ day_trade_ratio : chr "0.2500" "0.2500"
#> $ tradeable : logi TRUE TRUE
#> $ maintenance_ratio : chr "0.2500" "0.2500"
#> $ id : chr "50810c35-d215-4866-9758-0ada4ac79ffa" "ebab2398-028d-4939-9f1d-13bf38f81c50"
#> $ market : chr "https://api.robinhood.com/markets/XNAS/" "https://api.robinhood.com/markets/XNAS/"
#> $ name : chr "Microsoft Corporation - Common Stock" "Facebook, Inc. - Class A Common Stock"
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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)
#> List of 2
#> $ MSFT:An 'xts' object on 2017-02-10 14:30:00/2017-02-10 20:55:00 containing:
#> Data: num [1:78, 1:5] 64.2 64.1 64.1 64.2 64.1 ...
#> - attr(*, "dimnames")=List of 2
#> ..$ : NULL
#> ..$ : chr [1:5] "open_price" "close_price" "high_price" "low_price" ...
#> Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#> xts Attributes:
#> List of 2
#> ..$ session : chr [1:78] "reg" "reg" "reg" "reg" ...
#> ..$ interpolated: logi [1:78] FALSE FALSE FALSE FALSE FALSE FALSE ...
#> $ FB :An 'xts' object on 2017-02-10 14:30:00/2017-02-10 20:55:00 containing:
#> Data: num [1:78, 1:5] 134 134 134 134 134 ...
#> - attr(*, "dimnames")=List of 2
#> ..$ : NULL
#> ..$ : chr [1:5] "open_price" "close_price" "high_price" "low_price" ...
#> Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#> xts Attributes:
#> List of 2
#> ..$ session : chr [1:78] "reg" "reg" "reg" "reg" ...
#> ..$ interpolated: logi [1:78] FALSE FALSE FALSE FALSE FALSE FALSE ...
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)
#> List of 2
#> $ MSFT:'data.frame': 251 obs. of 8 variables:
#> ..$ begins_at : POSIXct[1:251], format: "2016-02-16" ...
#> ..$ open_price : num [1:251] 49.9 50.5 51.3 50.9 51.2 ...
#> ..$ close_price : num [1:251] 50.1 51.4 51.2 50.8 51.6 ...
#> ..$ high_price : num [1:251] 50.1 51.7 51.9 51.2 52 ...
#> ..$ low_price : num [1:251] 49.1 50.4 51.1 50.5 51.2 ...
#> ..$ volume : int [1:251] 37291208 40788968 27176035 33559073 25008291 28895274 33014457 26939467 35975925 31654036 ...
#> ..$ session : chr [1:251] "reg" "reg" "reg" "reg" ...
#> ..$ interpolated: logi [1:251] FALSE FALSE FALSE FALSE FALSE FALSE ...
#> $ FB :'data.frame': 251 obs. of 8 variables:
#> ..$ begins_at : POSIXct[1:251], format: "2016-02-16" ...
#> ..$ open_price : num [1:251] 104 102 106 103 105 ...
#> ..$ close_price : num [1:251] 102 105 103 105 107 ...
#> ..$ high_price : num [1:251] 104 106 106 105 108 ...
#> ..$ low_price : num [1:251] 100 100 103 102 105 ...
#> ..$ volume : int [1:251] 45687224 44073369 29593508 32404516 35709714 25319315 34412437 29906278 26686193 32778992 ...
#> ..$ session : chr [1:251] "reg" "reg" "reg" "reg" ...
#> ..$ interpolated: logi [1:251] FALSE FALSE FALSE FALSE FALSE FALSE ...
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)
#> List of 2
#> $ MSFT:'data.frame': 1 obs. of 7 variables:
#> ..$ quote : chr "https://api.robinhood.com/quotes/MSFT/"
#> ..$ symbol : chr "MSFT"
#> ..$ interval : chr "day"
#> ..$ span : chr "year"
#> ..$ bounds : chr "regular"
#> ..$ instrument : chr "https://api.robinhood.com/instruments/50810c35-d215-4866-9758-0ada4ac79ffa/"
#> ..$ historicals:List of 1
#> .. ..$ :'data.frame': 251 obs. of 8 variables:
#> .. .. ..$ begins_at : POSIXct[1:251], format: "2016-02-16" ...
#> .. .. ..$ open_price : num [1:251] 49.9 50.5 51.3 50.9 51.2 ...
#> .. .. ..$ close_price : num [1:251] 50.1 51.4 51.2 50.8 51.6 ...
#> .. .. ..$ high_price : num [1:251] 50.1 51.7 51.9 51.2 52 ...
#> .. .. ..$ low_price : num [1:251] 49.1 50.4 51.1 50.5 51.2 ...
#> .. .. ..$ volume : int [1:251] 37291208 40788968 27176035 33559073 25008291 28895274 33014457 26939467 35975925 31654036 ...
#> .. .. ..$ session : chr [1:251] "reg" "reg" "reg" "reg" ...
#> .. .. ..$ interpolated: logi [1:251] FALSE FALSE FALSE FALSE FALSE FALSE ...
#> $ FB :'data.frame': 1 obs. of 7 variables:
#> ..$ quote : chr "https://api.robinhood.com/quotes/ebab2398-028d-4939-9f1d-13bf38f81c50/"
#> ..$ symbol : chr "FB"
#> ..$ interval : chr "day"
#> ..$ span : chr "year"
#> ..$ bounds : chr "regular"
#> ..$ instrument : chr "https://api.robinhood.com/instruments/ebab2398-028d-4939-9f1d-13bf38f81c50/"
#> ..$ historicals:List of 1
#> .. ..$ :'data.frame': 251 obs. of 8 variables:
#> .. .. ..$ begins_at : POSIXct[1:251], format: "2016-02-16" ...
#> .. .. ..$ open_price : num [1:251] 104 102 106 103 105 ...
#> .. .. ..$ close_price : num [1:251] 102 105 103 105 107 ...
#> .. .. ..$ high_price : num [1:251] 104 106 106 105 108 ...
#> .. .. ..$ low_price : num [1:251] 100 100 103 102 105 ...
#> .. .. ..$ volume : int [1:251] 45687224 44073369 29593508 32404516 35709714 25319315 34412437 29906278 26686193 32778992 ...
#> .. .. ..$ session : chr [1:251] "reg" "reg" "reg" "reg" ...
#> .. .. ..$ interpolated: logi [1:251] FALSE FALSE FALSE FALSE FALSE FALSE ...
Quotes
Get the latest quote.
str(rh_quote(symbols = symbols))
#> 'data.frame': 2 obs. of 14 variables:
#> $ ask_price : chr "64.2000" "134.4700"
#> $ ask_size : int 10100 800
#> $ bid_price : chr "64.1100" "134.4000"
#> $ bid_size : int 100 200
#> $ last_trade_price : chr "64.0000" "134.1900"
#> $ last_extended_hours_trade_price: chr "64.1800" "134.4500"
#> $ previous_close : chr "64.0600" "134.1400"
#> $ adjusted_previous_close : chr "64.0600" "134.1400"
#> $ previous_close_date : POSIXct, format: "2017-02-09" "2017-02-09"
#> $ symbol : chr "MSFT" "FB"
#> $ trading_halted : logi FALSE FALSE
#> $ last_trade_price_source : chr "consolidated" "consolidated"
#> $ updated_at : POSIXct, format: "2017-02-13 12:39:50" "2017-02-13 12:52:36"
#> $ instrument : chr "https://api.robinhood.com/instruments/50810c35-d215-4866-9758-0ada4ac79ffa/" "https://api.robinhood.com/instruments/ebab2398-028d-4939-9f1d-13bf38f81c50/"
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())
#> 'data.frame': 6 obs. of 10 variables:
#> $ website : chr "www.otcmarkets.com" "www.nyse.com" "www.nyse.com" "www.nyse.com" ...
#> $ city : chr "New York" "New York" "New York" "New York" ...
#> $ name : chr "Otc Markets" "NYSE Mkt Llc" "NYSE Arca" "New York Stock Exchange, Inc." ...
#> $ url : chr "https://api.robinhood.com/markets/OTCM/" "https://api.robinhood.com/markets/XASE/" "https://api.robinhood.com/markets/ARCX/" "https://api.robinhood.com/markets/XNYS/" ...
#> $ country : chr "United States of America" "United States of America" "United States of America" "United States of America" ...
#> $ todays_hours : chr "https://api.robinhood.com/markets/OTCM/hours/2017-02-13/" "https://api.robinhood.com/markets/XASE/hours/2017-02-13/" "https://api.robinhood.com/markets/ARCX/hours/2017-02-13/" "https://api.robinhood.com/markets/XNYS/hours/2017-02-13/" ...
#> $ operating_mic: chr "OTCM" "XNYS" "XNYS" "XNYS" ...
#> $ acronym : chr "OTCM" "AMEX" "NYSE" "NYSE" ...
#> $ timezone : chr "US/Eastern" "US/Eastern" "US/Eastern" "US/Eastern" ...
#> $ mic : chr "OTCM" "XASE" "ARCX" "XNYS" ...
# Get specific market info
str(rh_market_info("BATS"))
#> 'data.frame': 1 obs. of 10 variables:
#> $ website : chr "www.batstrading.com"
#> $ city : chr "New York"
#> $ name : chr "BATS Exchange"
#> $ url : chr "https://api.robinhood.com/markets/BATS/"
#> $ country : chr "United States of America"
#> $ todays_hours : chr "https://api.robinhood.com/markets/BATS/hours/2017-02-13/"
#> $ operating_mic: chr "BATS"
#> $ acronym : chr "BATS"
#> $ timezone : chr "US/Eastern"
#> $ mic : chr "BATS"
# Get the market hours.
str(rh_market_hours("BATS"))
#> 'data.frame': 1 obs. of 8 variables:
#> $ closes_at : chr "2017-02-13T21:00:00+00:00"
#> $ extended_opens_at : chr "2017-02-13T14:00:00+00:00"
#> $ next_open_hours : chr "https://api.robinhood.com/markets/BATS/hours/2017-02-14/"
#> $ previous_open_hours: chr "https://api.robinhood.com/markets/BATS/hours/2017-02-10/"
#> $ is_open : logi TRUE
#> $ extended_closes_at : chr "2017-02-13T23:00:00+00:00"
#> $ date : POSIXct, format: "2017-02-13"
#> $ opens_at : chr "2017-02-13T14:30:00+00:00"
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())
#> 'data.frame': 9906 obs. of 17 variables:
#> $ min_tick_size : chr NA NA NA NA ...
#> $ splits : chr "https://api.robinhood.com/instruments/0d9dce1f-dae4-4535-aaf0-11ae4e5d6d5e/splits/" "https://api.robinhood.com/instruments/f9557bc1-f8ba-481e-a3f6-2382e3ad0bba/splits/" "https://api.robinhood.com/instruments/44682ab8-7fdf-4bf4-a4af-46605c8ef8fe/splits/" "https://api.robinhood.com/instruments/33dfcc87-5e38-4f1b-a114-67749bf42ba8/splits/" ...
#> $ margin_initial_ratio: num 0.5 1 0.5 0.5 0.5 1 1 1 1 0.5 ...
#> $ url : chr "https://api.robinhood.com/instruments/0d9dce1f-dae4-4535-aaf0-11ae4e5d6d5e/" "https://api.robinhood.com/instruments/f9557bc1-f8ba-481e-a3f6-2382e3ad0bba/" "https://api.robinhood.com/instruments/44682ab8-7fdf-4bf4-a4af-46605c8ef8fe/" "https://api.robinhood.com/instruments/33dfcc87-5e38-4f1b-a114-67749bf42ba8/" ...
#> $ quote : chr "https://api.robinhood.com/quotes/XMX/" "https://api.robinhood.com/quotes/SPLP-A/" "https://api.robinhood.com/quotes/NS-A/" "https://api.robinhood.com/quotes/PFFR/" ...
#> $ symbol : chr "XMX" "SPLP-A" "NS-A" "PFFR" ...
#> $ bloomberg_unique : chr "EQ0000000054772961" "PFEP0523308" "PFEP0519363" "EQ0000000054771083" ...
#> $ list_date : POSIXct, format: "2017-02-10" "2017-02-10" ...
#> $ fundamentals : chr "https://api.robinhood.com/fundamentals/XMX/" "https://api.robinhood.com/fundamentals/SPLP-A/" "https://api.robinhood.com/fundamentals/NS-A/" "https://api.robinhood.com/fundamentals/PFFR/" ...
#> $ state : chr "active" "active" "active" "active" ...
#> $ country : chr "" "" "" "" ...
#> $ day_trade_ratio : num 0.25 0.25 0.25 0.25 0.25 0.25 0.25 0.25 0.25 0.25 ...
#> $ tradeable : logi TRUE FALSE FALSE TRUE FALSE TRUE ...
#> $ maintenance_ratio : num 0.25 1 0.25 0.25 0.25 1 1 1 1 0.25 ...
#> $ id : chr "0d9dce1f-dae4-4535-aaf0-11ae4e5d6d5e" "f9557bc1-f8ba-481e-a3f6-2382e3ad0bba" "44682ab8-7fdf-4bf4-a4af-46605c8ef8fe" "33dfcc87-5e38-4f1b-a114-67749bf42ba8" ...
#> $ market : chr "https://api.robinhood.com/markets/ARCX/" "https://api.robinhood.com/markets/XNYS/" "https://api.robinhood.com/markets/XNYS/" "https://api.robinhood.com/markets/ARCX/" ...
#> $ name : chr "WisdomTreeGlobal exMexicoEquity" "Steel Partners Holdings L.P." "NuStar Energy L.P." "InfraCap REIT Preferred ETF" ...
# Seach for a specific keyword
str(rh_instruments_search(keyword = "oil"))
#> 'data.frame': 10 obs. of 17 variables:
#> $ min_tick_size : chr NA NA NA NA ...
#> $ splits : chr "https://api.robinhood.com/instruments/6d744560-ef77-4aa0-8524-7a771cc04bd7/splits/" "https://api.robinhood.com/instruments/ab4f79fc-f84a-4f7b-8132-4f3e5fb38075/splits/" "https://api.robinhood.com/instruments/01f33471-51d9-4afe-850f-b5f13d58c459/splits/" "https://api.robinhood.com/instruments/48eab16a-7378-45e9-970a-c50fd081d25d/splits/" ...
#> $ margin_initial_ratio: chr "0.5000" "0.5000" "0.5000" "0.5000" ...
#> $ url : chr "https://api.robinhood.com/instruments/6d744560-ef77-4aa0-8524-7a771cc04bd7/" "https://api.robinhood.com/instruments/ab4f79fc-f84a-4f7b-8132-4f3e5fb38075/" "https://api.robinhood.com/instruments/01f33471-51d9-4afe-850f-b5f13d58c459/" "https://api.robinhood.com/instruments/48eab16a-7378-45e9-970a-c50fd081d25d/" ...
#> $ quote : chr "https://api.robinhood.com/quotes/OIL/" "https://api.robinhood.com/quotes/MRO/" "https://api.robinhood.com/quotes/USO/" "https://api.robinhood.com/quotes/XOP/" ...
#> $ symbol : chr "OIL" "MRO" "USO" "XOP" ...
#> $ bloomberg_unique : chr "EQ0000000002030237" "EQ0010158100001000" "EQ0000000002417621" "EQ0000000002554511" ...
#> $ list_date : chr "2006-08-16" "1970-01-02" "2006-04-10" "2006-06-22" ...
#> $ fundamentals : chr "https://api.robinhood.com/fundamentals/OIL/" "https://api.robinhood.com/fundamentals/MRO/" "https://api.robinhood.com/fundamentals/USO/" "https://api.robinhood.com/fundamentals/XOP/" ...
#> $ state : chr "active" "active" "active" "active" ...
#> $ country : chr "GB" "US" "CA" "US" ...
#> $ day_trade_ratio : chr "0.2500" "0.2500" "0.2500" "0.2500" ...
#> $ tradeable : logi TRUE TRUE TRUE TRUE TRUE TRUE ...
#> $ maintenance_ratio : chr "0.2500" "0.2500" "0.2500" "0.2500" ...
#> $ id : chr "6d744560-ef77-4aa0-8524-7a771cc04bd7" "ab4f79fc-f84a-4f7b-8132-4f3e5fb38075" "01f33471-51d9-4afe-850f-b5f13d58c459" "48eab16a-7378-45e9-970a-c50fd081d25d" ...
#> $ market : chr "https://api.robinhood.com/markets/ARCX/" "https://api.robinhood.com/markets/XNYS/" "https://api.robinhood.com/markets/ARCX/" "https://api.robinhood.com/markets/ARCX/" ...
#> $ name : chr "Barclays Bank PLC iPath GS C Oil" "Marathon Oil Corporation" "United States Oil Fund, LP" "SPDR S&P Oil & Gas Exploration & Production ETF" ...
# Get fundamentals for a symbol
str(rh_instruments_info(symbols = symbols))
#> 'data.frame': 2 obs. of 17 variables:
#> $ min_tick_size : logi NA NA
#> $ splits : chr "https://api.robinhood.com/instruments/50810c35-d215-4866-9758-0ada4ac79ffa/splits/" "https://api.robinhood.com/instruments/ebab2398-028d-4939-9f1d-13bf38f81c50/splits/"
#> $ margin_initial_ratio: chr "0.5000" "0.5000"
#> $ url : chr "https://api.robinhood.com/instruments/50810c35-d215-4866-9758-0ada4ac79ffa/" "https://api.robinhood.com/instruments/ebab2398-028d-4939-9f1d-13bf38f81c50/"
#> $ quote : chr "https://api.robinhood.com/quotes/MSFT/" "https://api.robinhood.com/quotes/FB/"
#> $ symbol : chr "MSFT" "FB"
#> $ bloomberg_unique : chr "EQ0010174300001000" "EQ0000000002815382"
#> $ list_date : Date, format: "1987-09-17" "2012-05-18"
#> $ fundamentals : chr "https://api.robinhood.com/fundamentals/MSFT/" "https://api.robinhood.com/fundamentals/FB/"
#> $ state : chr "active" "active"
#> $ country : chr "US" "US"
#> $ day_trade_ratio : chr "0.2500" "0.2500"
#> $ tradeable : logi TRUE TRUE
#> $ maintenance_ratio : chr "0.2500" "0.2500"
#> $ id : chr "50810c35-d215-4866-9758-0ada4ac79ffa" "ebab2398-028d-4939-9f1d-13bf38f81c50"
#> $ market : chr "https://api.robinhood.com/markets/XNAS/" "https://api.robinhood.com/markets/XNAS/"
#> $ name : chr "Microsoft Corporation - Common Stock" "Facebook, Inc. - Class A Common Stock"
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