otHistData: Historical Price Data

In opentick: R API to opentick databases

Description

Request historical OHLC and tick price and volume series.

Usage

otHistData(exchange='Q', symbol='MSFT', dates=NULL,
  dataType='day', interval=1)

Arguments

exchange	Exchange code.
symbol	Symbol code.
dates	A vector containing start and end dates (order does not matter).
dataType	'raw.tick' = raw ticks 'tick' = tick-based OHLC 'min' = minutely OHLC 'hour' = hourly OHLC 'day' = daily OHLC 'week' = weekly OHLC 'month' = monthly OHLC 'year' = yearly OHLC 'today' = daily OHL for current day
interval	Interval value, with a default of one.

Value

An xts object containing the columns below:

Open	Open price for interval.
High	High price for interval.
Low	Low price for interval.
Close	Close price for interval (not returned for 'today' requests).
Volume	Volume for interval (not returned for 'today' requests).

Author(s)

Josh Ulrich

See Also

otListExchanges and otListSymbols provide exchange and symbols codes, respectively.

opentick documentation built on May 2, 2019, 5 p.m.