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.

Author/Maintainer

• Augusto Hassel

Internal Contributors

• Juan Francisco Gomez