iqfeed (version 0.2)

HIT: Retrieves historic interval bars within a given time interval for the specified symbol.

Description

Retrieves historic interval bars within a given time interval for the specified symbol.

Usage

HIT(symbol, interval = 3600, start, end, beginFilterTime = "", endFilterTime = "", tz="America/New_York")

Arguments

symbol

Any valid symbol.

interval

The interval period in seconds.

start

The starting date/time or just date.

end

The ending date/time or just date.

beginFilterTime

The beginning time of day (America/New_York) in the form "HHmmSS" (leave blank for all day).

endFilterTime

The ending time of day (America/New_York) in the form "HHmmSS" (leave blank for all day).

tz

The timezone code (defaults to "America/New_York").

Value

An xts time-series object with High, Low, Open, Close, and Volume bars over the requested interval.

Details

A basic attempt is made to interpret the date/time values. One may very explicitly specify the date/time parameters in the following format: "CCCC-MM-dd HH:mm:SS" and by specifying the tz parameter.

Examples

require("iqfeed")
iqConf()
t0 <- "2010-01-18 15:25:00"
t1 <- "2010-01-22 10:00:00"
HIT("MSFT",interval=3600,start=t0,end=t1)