tops: IEX TOP of Book Quote Feed,

In schardtbc/iexcloudR: Wrapper for iexcloud Market Data Api

Description

TOPS provides IEX’s aggregated best quoted bid and offer position in near real time for all securities on IEX’s displayed limit order book. TOPS is ideal for developers needing both quote and trade data.

Usage

tops(symbol = "", securityType = NULL, sector = NULL)

Arguments

symbol	a market symbol, when absent will return all market symbols
securityType	| NULL filter
sector	| NULL filter

Details

Data Weighting: FREE

Data Timing: REAL TIME

Data Schedule: Market hours 9:30am-4pm ET

Data Source(s): Consolidated Tape Investors Exchange

Value

a data frame (filtered to remove symbols with no recorded sales i.e. lastSaleTime==0)

See Also

Other tops service functions: topsLast()

Examples

tops('AAPL')

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