R/tick_data.R

In threadingdata/finnhubr: Integration with Finnhub.io API

#' @title Tick Data
#' @description Get tick data
#'  
#' @param symbol Stock ticker
#' @param date Date for data
#' @param limit ???
#' @param skip ???
#' @param format return data type.  Default is json
#' 
#' @importFrom tibble as_tibble
#' 
#' @return
#' @export
#' 
#' @examples
#' tick_data('NVDA')
tick_data <- function(symbol, 
                      date = today()-5,
                      limit = '500', 
                      skip = '0', 
                      format = 'json',
                      ...){
  
  url <- finnhub_endpoint('tick_data')
  
  df <- retry_get(url, 
                  query = list(token = finnhub_key(),
                               symbol = symbol,
                               date = date,
                               limit = limit, 
                               skip = skip,
                               format = format))
  symbol <- df[['s']]
  skipped = df[['skip']]
  count <- df[['count']]
  total_ticks <- df[['total']]
  volume <- df[['v']]
  prices <- df[['p']]
  unixtime <- as.character(df[['t']])
  exchanges <- df[['x']]
  
  tibble::tibble(symbol, unixtime, prices, volume, exchanges, total_ticks,
                 count, skipped)
}