igfetchr (version 0.1.0)

ig_get_historical: Get historical prices for a market

Description

Fetches historical prices for a market epic between specified dates at a given resolution from the IG API. Uses the /prices/{epic}/{resolution}/{startDate}/{endDate} endpoint (version 2) with a fallback to version 3.

Usage

ig_get_historical(
  epic,
  from,
  to,
  resolution = "D",
  page_size = 20,
  auth,
  mock_response = NULL,
  wait = 1
)

Value

A tibble with historical OHLC data including snapshot time, bid, as, open, close, high, low prices and last traded volume.

Arguments

epic

Character. Market epic (e.g., "CS.D.USDCHF.MINI.IP").

from

Character or Date. Start date (e.g., "2025-09-01" or "2025-09-01 00:00:00"). Required.

to

Character or Date. End date (e.g., "2025-09-28" or "2025-09-28 23:59:59"). Required.

resolution

Character. Resolution code (e.g., "D", "1MIN", "HOUR"). Defaults to "D".

page_size

Integer. Number of data points per page (v3 only). Defaults to 20.

auth

List. Authentication details from `ig_auth()`, including `cst`, `security`, `base_url`, `api_key`, and `acc_number`.

mock_response

List or data frame. Optional mock response for testing, bypassing the API call.

wait

Numeric. Seconds to wait between paginated API calls (v3 only). Defaults to 1.

Examples

if (FALSE) {
# Authenticate and get historical prices
auth <- ig_auth(
  username = "your_username",
  password = "your_password",
  api_key = "your_api_key",
  acc_type = "DEMO",
  acc_number = "ABC123"
)
hist <- ig_get_historical(
  "CS.D.USDCHF.MINI.IP",
  from = "2025-09-01",
  to = "2025-09-28",
  resolution = "D",
  page_size = 20,
  auth
)
print(hist)

# Using time
hist <- ig_get_historical(
  "CS.D.USDCHF.MINI.IP",
  from = "2025-09-01 00:00:00",
  to = "2025-09-28 23:59:59",
  resolution = "D",
  page_size = 20,
  auth
)

# Using mock response
mock_response <- list(
  prices = data.frame(
    snapshotTime = "2025/09/01 00:00:00",
    openPrice.bid = 0.970,
    openPrice.ask = 0.971,
    openPrice.lastTraded = NA,
    highPrice.bid = 0.975,
    highPrice.ask = 0.976,
    highPrice.lastTraded = NA,
    lowPrice.bid = 0.965,
    lowPrice.ask = 0.966,
    lowPrice.lastTraded = NA,
    closePrice.bid = 0.971,
    closePrice.ask = 0.972,
    closePrice.lastTraded = NA,
    lastTradedVolume = 50000
  ),
  metadata = list(
    allowance = list(remainingAllowance = 10000),
    pageData = list(pageNumber = 1, totalPages = 1)
  )
)
hist <- ig_get_historical(
  "CS.D.USDCHF.MINI.IP",
  from = "2025-09-01",
  to = "2025-09-28",
  resolution = "D",
  page_size = 20,
  auth,
  mock_response = mock_response
)
}