request_query: Create a LOBSTER query

In voigtstefan/lobster: Download data from lobsterdata.com

Create a LOBSTER query

Description

Create a LOBSTER query

Usage

request_query(
  symbol,
  start_date,
  end_date,
  level,
  validate = TRUE,
  account_archive = NULL
)

Arguments

symbol	One ticker symbol for which you request data from lobsterdata.com
start_date	Start date of your request
end_date	End date of your request
level	Required number of order book snapshot levels
validate	TRUE Screens the requested dates for holidays if requested.
account_archive	NULL If provided the request is checked against already existing data in the archive.

Value

A tibble with an overview of the requested trading days.

voigtstefan/lobster documentation built on May 20, 2023, 10 p.m.