getFX: Download Exchange Rates

In quantmod: Quantitative Financial Modelling Framework

Description

Download exchange rates or metals prices from oanda.

Usage

getFX(Currencies,
      from = Sys.Date() - 499,
      to = Sys.Date(),
      env = parent.frame(),
      verbose = FALSE,
      warning = TRUE,
      auto.assign = TRUE, ...)

Arguments

Currencies	Currency pairs expressed as ‘CUR/CUR’
from	start date expressed in ISO CCYY-MM-DD format
to	end date expressed in ISO CCYY-MM-DD format
env	which environment should they be loaded into
verbose	be verbose
warning	show warnings
auto.assign	use auto.assign
...	additional parameters to be passed to getSymbols.oanda method

Details

A convenience wrapper to getSymbols(x,src='oanda'). See getSymbols and getSymbls.oanda for more detail.

Value

The results of the call will be the data will be assigned automatically to the environment specified (parent by default). Additionally a vector of downloaded symbol names will be returned.

See getSymbols and getSymbols.oanda for more detail.

Author(s)

Jeffrey A. Ryan

References

Oanda.com http://www.oanda.com

See Also

getSymbols, getSymbols.oanda

Examples

## Not run: 

getFX("USD/JPY")

getFX("EUR/USD",from="2005-01-01")

## End(Not run)

Example output

Loading required package: xts
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: TTR
Version 0.4-0 included new data defaults. See ?getSymbols.
Warning: Unable to import "USD/JPY".
Could not resolve host: www.oanda.com
character(0)
Warning: Unable to import "EUR/USD".
Could not resolve host: www.oanda.com
character(0)
Warning message:
In doTryCatch(return(expr), name, parentenv, handler) :
  Oanda only provides historical data for the past 180 days. Symbol: EUR/USD

quantmod documentation built on May 2, 2019, 5:48 p.m.