README.md

In schardtbc/iexcloudR: Wrapper for iexcloud Market Data Api

iexcloudR

An R language wrapper for the new iexcloud market data API from IEX Group Inc. All data is returned dataframes (actually tibbles).

This package is a companion to the NodeJS package iexcloud_api_wrapper

Usage

To install as a dependancy into your project at the R REPL command prompt

install.github("schardtbc/iexcloudR")

then in your .env or .Renviron file add the following keys

IEXCLOUD_API_VERSION = "stable"
IEXCLOUD_PUBLIC_KEY = "pk_..."
IEXCLOUD_SECRET_KEY = "sk_..."

# use the pk and sk obtained from your iexcloud account
# make sure the .env file is in your .gitignore file
# do not hard code the keys into your application code
# do not upload the keys to github.
# you can easily change the keys if they become compromised

Note: when IEXCLOUD_PUBLIC_KEY starts with a "T" ,as in "Tpk= ..." then the base url used will be the sandbox url instead of the production cloud url

To test that everything installed correctly and the .env file is properly setup you can use the following or similar code

library(iexcloudR)

historyFor("AAPL")

About iexcloud

iexcloud is a product of IEX Group Inc. which operates the Investors Exchange IEX, a stock exhange for US equities which trades > 9B notational value on a daily basis.

Using iexcloud requires registration to obtain a unique api key which is used for all data requests.

A majority of the endpoints are charged a usage free which varies by the source and type of data returned. All IEX Group sourced data is free.

Each endpoint is assigned a cost in terms of message units.

| Plan | Monthly Message Unit Allotment | Monthy Fee |------|--------------------------------:|:------------| | Free | 500,000 | Free | Launch | 5,000,000 | $9 | | Grow | 100,000,000 | $49 | | Scale | 1,000,000,000 | $ 499 |

see https://iexcloud.io/pricing/ for current plans, rates

Api reference documentation

https://iexcloud.io/docs/api/#introduction

Attribution to IEX

Attribution is required of all users of iexcloud. Put “Powered by IEX Cloud” somewhere on your site or app, and link that text to https://iexcloud.io. Alternately, the attribution link can be included in your terms of service.

Powered by IEX Cloud

Current Implementation Status

Below is a list of the iexcloud APIs that have ([x]) and have not ([ ]) been implemented by this package.

Account

| | Endpoint | Message Units | per | |-----|----------------|---------------:|-----| | [X] | MetaData | 0 | as in free | [X] | Usage | 0 | as in free | [ ] | Pay as you go | 0 | as in free

Stocks

| | Endpoint | Message Units | per | |-----|----------------|---------------:|-----| | [X] | Advanced Stats | 3020 | per symbol | [X] | Balance Sheet | 3000 |per symbol per period | | [X] | Batch Requests | varies |with data types requested | | [ ] | Book | 1 |per symbol | [X] | Cash Flow | 1000 |per symbol per period | [ ] | Collections | 1 |per symbol in collection | [X] | Company | 1 |per symbol | [X] | Delayed Quote | 1 |per symbol | [X] | Dividends | 10 |per symbol | [X] | Earnings | 1000 |per symbol per period | [X] | Earnings Today| 1001 |per symbol returned | [X] | Effective Spread | 0 |as in free | [X] | Estimates | 10000 |per symbol per period | [X] | Financials | 5000 |per symbol per period | | Historical Prices | | | | [X] | End of day | 10 |per symbol per day | [X] | Insder Roster | 5000 | per symbol | [X] | Insider Summary | 5000 | per symbol | [X] | Insider Transactions | 50 | per transaction | [X] | Intraday | 1 |per symbol per perios max 50 per call | | [X] | Income Statement | 1000 | per symbol per period | [ ] | IPO Calendar upcoming-ipos | 100 | per IPO returned | [ ] | IPO Calendar today-ipos | 500 | per iPO returned | [x] | Key Stats | 20 | per symbol | [ ] | Largest Trades | 1 | per trade returned | [X] | List | 1 | per quote returned | [X] | Logo | 1 | per logo | [X] | Market Volume (U.S.) | 1 | per call | [X] | News | 10 | per news item returned | [X] | OHLC | 2 | per symbol | [X] | marketOpenClose | 500 | all symbols | | [X] | Peers | 500 | per symbol | [X] | Previous Day Prices | 2 per symbol | [X] | Price | 1 | per symbol per call | [X] | Price Target | 500 | per symbol | [X] | Quote | 1 | per quote | [X] | Recomendation Trends | 5000 | per symbol | [X] | Sector Performance | 1 | per sector | [X] | Social Sentiment, daily | 100 | per date | [X] | Social Sentiment, by minute | 200 | per date | [X] | Splits | 10 | per symbol per record | [X] | Upcoming Earnings | 5 | per symbol | [X] | Volume by Venue | 20 | per call

Alternative Data

| | Endpoint | Message Units | per | |-----|----------------|---------------:|-----| | [X] | News | [ ] | Crypto

Data Points

| | Endpoint | Message Units | per | |-----|----------------|---------------:|-----| | [X] | List Keys | 0 | | | [X] | Value for Key | varies | symbol |

Time Series

| | Endpoint | Message Units | per | |-----|----------------|---------------:|-----| | [X] | List time-series ids | 0 | | | [X] | Value for time-series id | varies | record |

Reference Data

| | Endpoint | Message Units | per | |-----|----------------|---------------:|-----| | [X] | Symbols | 100 | per call | | [X] | IEX Symbols | 0 | as in free | [ ] | U.S. Exchanges | 1 | per call | [ ] | U.S. Holidays and Trading Days | 1 | per call | [ ] | Stock Tags | [ ] | Stock Collections | [X] | Mutual Fund Symbols | 100 | per call | [X] | OTC Symbols | 100 | per call | [ ] | Forex / Currency Symbols | [ ] | Options Symbols | [ ] | Commodities Symbols | [ ] | Bonds Symbols | [ ] | Crypto Symbols

Investors Exchange Data [Free]

| | Endpoint | |-----|----------------| | [X] | TOPS | | [X] | TOPS Last | | [ ] | DEEP | | [ ] | DEEP Auction | | [ ] | DEEP Book | | [ ] | DEEP Operational Halt Status | | [ ] | DEEP Official Price | | [ ] | DEEP Security Event | | [ ] | DEEP Short Sale Price Tst Status | | [ ] | DEEP System Event | | [X] | DEEP Trades | | [ ] | DEEP Trade Break | | [ ] | DEEP Trading Status | | [ ] | Listed Regulation SHO Threshold Securities List | | [ ] | Listed Short Interest List | | [ ] | Stats Historical Daily | | [ ] | Stats Historical Summary | | [ ] | Stats Intraday | | [ ] | Stats Recent | | [ ] | Stats Records |

API System Metadata

| | Endpoint | Message Units | per | |-----|----------------|---------------:|-----| | [ ] | Status | 0 |

In Development at IEX Group

• FOREX CURRANCIES
• OPTIONS
• COMMODITIES
• BONDS
• REALTME, SCALABLE NOTIFICATIONS
• EVENT DRIVEN AUTOMATED RULES FOR SERVERLESS DATA ANALYSIS

schardtbc/iexcloudR documentation built on Aug. 23, 2020, 3:58 a.m.