td_priceHistory: Get price history for a multiple securities

In tonytrevisan/rameritrade: 'TD Ameritrade' API Interface for R

Get price history for a multiple securities

Description

Open, Close, High, Low, and Volume for one or more securities

Usage

td_priceHistory(
  tickers = c("AAPL", "MSFT"),
  startDate = Sys.Date() - 30,
  endDate = Sys.Date(),
  freq = c("daily", "1min", "5min", "10min", "15min", "30min"),
  accessToken = NULL
)

Arguments

tickers	a vector of tickers - no more than 15 will be pulled. for bigger requests, split up the request or use Tiingo, FMP Cloud, or other free data providers
startDate	the Starting point of the data
endDate	the Ending point of the data
freq	the frequency of the interval. Can be daily, 1min, 5min, 10min, 15min, or 30min
accessToken	A valid Access Token must be set using td_auth_accessToken. The most recent Access Token will be used by default unless one is manually passed into the function.

Details

Pulls price history for a list of security based on the parameters that include a date range and frequency of the interval. Depending on the frequency interval, data can only be pulled back to a certain date. For example, at a one minute interval, data can only be pulled for 30-35 days. Prices are adjusted for splits but not dividends.

PLEASE NOTE: Large data requests will take time to pull back because of the looping nature. TD Does not allow bulk ticker request, so this is simply running each ticker individually. For faster and better historical data pulls, try Tiingo or FMP Cloud

Value

a tibble of historical price data

Examples

## Not run: 

# Set the access token and a provide a vector of one or more tickers
refreshToken = readRDS('/secure/location/')
accessToken = td_auth_accessToken(refreshToken, 'consumerKey')
tickHist5min = td_priceHistory(c('TSLA','AAPL'), freq='5min')

# The default is daily. Access token is optional once it's been set
tickHistDay = td_priceHistory(c('SPY','IWM'), startDate = '1990-01-01')


## End(Not run)

tonytrevisan/rameritrade documentation built on Feb. 10, 2024, 4:49 a.m.