rRofex v1.6.9


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Interface to 'Matba Rofex' Trading API

Execute API calls to the 'Matba Rofex' <https://apihub.primary.com.ar> trading platform. Functionality includes accessing account data and current holdings, retrieving investment quotes, placing and canceling orders, and getting reference data for instruments.



maturing Travis build

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/


At the moment rRofex is only available through GitHub using devtools.

Installing with devtools

# 1. In R install the package `devtools`.

# 2. Once `devtools` is installed, install `rRofex`


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.



# 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")


Development of this software was driven by Primary as part of an Open Source initiative of Matba Rofex.


Internal Contributors

Functions in rRofex

Name Description
trading_mdh Historical Market Data
trading_md Market Data Real Time
trading_lookup Lookup Order Status
trading_instruments List of Instruments
trading_currencies Currencies
base_url See Base URL
trading_account_report Account Report
trading_cancel_order Cancel Order Sent to the Market
trading_new_order Send Order to the Market
trading_instruments_fronts Front Month of Futures
trading_login API Log-in
trading_orders View Orders
user_name See User Name
agent See Agent
rRofexConnection-class Connection Class: rRofexConnection
rRofex-package rRofex: Interface to 'Matba Rofex' Trading API
rRofex_connection Create rRofex Connection Object
.validate_fecha Helper: Date validation
token See Token
trading_account Account Information
login_date_time See Log-in Timestamp
show,rRofexConnection-method Show summary of rRofexConnection
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Type Package
License MIT + file LICENSE
URL https://matbarofex.github.io/rRofex, https://github.com/matbarofex/rRofex
BugReports https://github.com/matbarofex/rRofex/issues
Encoding UTF-8
LazyData true
RoxygenNote 7.1.0
Collate 'attach.R' 's4_object.R' 'functions.R' 'functions_helpers.R' 'globals.R' 'rRofex.R'
NeedsCompilation no
Packaged 2020-05-13 15:49:20 UTC; augus
Repository CRAN
Date/Publication 2020-05-20 15:10:02 UTC

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