quantmod (version 0.3-4)

getSymbols.oanda: Download Currency and Metals Data from Oanda.com

Description

Access to 191 currency and metal prices, downloadable as more that 36000 currency pairs from Oanda.com.

Downloads Symbols to specified env from www.oanda.com historical currency database. This method is not meant to be called directly, instead a call to getSymbols(x,src=oanda) will in turn call this method. It is documented for the sole purpose of highlighting the arguments accepted, and to serve as a guide to creating additional getSymbols 'methods'.

Usage

getSymbols.oanda(Symbols,
                 env,
                 return.class = "xts",
                 from = "2007-01-01",
                 to = Sys.Date(),
                 ...)

Arguments

Symbols

a character vector specifying the names of each symbol to be loaded - expressed as a currency pair. (e.g. U.S. Dollar to Euro rate would be expressed as a string USD/EUR. The naming convention follows from Oanda.com, and a table of possib

env

where to create objects.

return.class

class of returned object

from

Start of series expressed as "CCYY-MM-DD"

to

Start of series expressed as "CCYY-MM-DD"

...

additional parameters

Value

• A call to getSymbols(Symbols,src="oanda") will load into the specified environment one object for each 'Symbol' specified, with class defined by 'return.class'. Presently this may be 'ts', 'its', 'zoo', 'xts', or 'timeSeries'.

Details

Meant to be called internally by getSymbols only.

Oanda data is 7 day daily average price data, that is Monday through Sunday. There is a limit of 2000 days per request, and getSymbols will fail with a warning that the limit has been exceeded.

References

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

See Also

Currencies: getSymbols.FRED, getSymbols

Examples

getSymbols("USD/EUR",src="oanda")
getSymbols("USD/EUR",src="oanda",from="2005-01-01")