rRofex
This package lets you access Matba Rofex API for trading using R. This will enable you to integrate Matba Rofex’ data easily into R workflows.
You can find the complete documentation under https://apihub.primary.com.ar/
Installation
At the moment rRofex is only available through GitHub using
devtools.
Installing with devtools
# 1. In R install the package `devtools`.
install.packages("devtools")
# 2. Once `devtools` is installed, install `rRofex`
library(devtools)
devtools::install_github("gruporofex/rRofex")References
We provide two libraries for ingesting data from Matba Rofex:
- rRofex: methods for trading.
- acyRsa: methods to accessing Back Office data from ACyRSA
Methods for trading
These are the currently available methods:
- Authentication
- Methods to obtain information about products
- Real-time and historical market data
- Orders Placement
- Orders Management
- Account Information
Available environments:
- Demo Environment: go to reMarkets to get free credentials.
- Production: for credentials please contact: mpi@primary.com.ar for more information.
- Production - xOMS: please contact your broker for credentials.
Examples
library(rRofex)
# Once you have cretencials, you'll be able to get a token when you login
conn <- trading_login(username = XXX, password = XXX, base_url ='https://api.remarkets.primary.com.ar')
# You can get a complete Reference Data list with details
trading_instruments(connection = conn, request = "securities", sec_detailed = T)
# Real Time Prices using the REST APP
trading_md(connection = conn, symbol = "DODic20")
# Historical Trades
trading_mdh(connection = conn, symbol = "DOJul20", date = "2020-02-06")Acknowledgments
Development of this software was driven by Primary as part of an Open Source initiative of Matba Rofex.