rusquant (version 1.1.4)

getSymbols.Alor: Download Alor data

Description

Download historical market data from Alor for a given symbol and time range.

Usage

getSymbols.Alor(
  Symbols,
  env = globalenv(),
  from = "2007-01-01",
  to = Sys.Date(),
  adjust = FALSE,
  api.key = NULL,
  period = "day",
  verbose = TRUE,
  board = "MOEX",
  auto.assign = FALSE,
  ...
)

Value

returns an data.table object containing financial data

Arguments

Symbols

a character vector of Alor symbols to download data for.

env

environment where to create the downloaded data object.

from

a character string indicating the start date of the data to download, in YYYY-MM-DD format.

to

a character string indicating the end date of the data to download, in YYYY-MM-DD format.

adjust

a logical indicating whether to adjust the data for stock splits or not.

api.key

an Alor API key.

period

a character string indicating the frequency of the data to download. Possible values are '1min', '5min', 'hour', 'day', 'week', and 'month'.

verbose

a logical indicating whether to print the response details or not.

board

a character string indicating the Alor exchange board to use. Possible values are 'MOEX' and 'SPB'.

auto.assign

a logical indicating whether to automatically assign the downloaded data to the global environment.

...

additional arguments passed to getSymbols.Alor

Author

Vyacheslav Arbuzov

Examples

getSymbols.Alor('SBER',from = '2023-04-01',to='2023-05-04',period = '1min')
getSymbols('SBER',src='Alor')