tcsinvest (version 0.1.1)

getOrderBook: Download current OrderBook snapshot

Description

Makes a request to the server, and returns an data.table object with information about orderbook for selected instrument if successful.

Usage

getOrderBook(
  token = "",
  live = FALSE,
  figi = "",
  depth = NULL,
  verbose = FALSE
)

Arguments

token

token from Tinkoff account

live

live trading - TRUE or sandbox (paper) trading - FALSE (default)

figi

internal tinkoff code for instrument

depth

depth of orderbook, number of bids and asks (1 <= depth <= 20)

verbose

display status of retrieval (default FALSE)

Value

returns an data.table object containing the information about current OrderBook.

Details

As described by the official Tinkoff Investments documentation

See Also

getHistoricalData

Examples

# NOT RUN {
live = FALSE
token = 'your_sandbox_token_from_tcs_account'
getOrderBook(token,live,figi = 'BBG005HLTYH9',depth = 5)
# }