| Type: | Package |
| Title: | Access to the 'twelvedata' Financial Data API |
| Version: | 0.0.6 |
| Date: | 2022-01-26 |
| Author: | Dirk Eddelbuettel and Kenneth Rose |
| Maintainer: | Dirk Eddelbuettel <edd@debian.org> |
| Description: | The 'twelvedata' REST service offers access to current and historical data on stocks, standard as well as digital 'crypto' currencies, and other financial assets covering a wide variety of course and time spans. See https://twelvedata.com/ for details, to create an account, and to request an API key for free-but-capped access to the data. |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Imports: | RcppSimdJson |
| Suggests: | tinytest, xts |
| URL: | https://dirk.eddelbuettel.com/code/td.html, https://github.com/eddelbuettel/td |
| BugReports: | https://github.com/eddelbuettel/td/issues |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.1.2 |
| NeedsCompilation: | no |
| Packaged: | 2022-01-26 13:38:45 UTC; edd |
| Repository: | CRAN |
| Date/Publication: | 2022-01-26 13:50:02 UTC |
Access to the 'twelvedata' Financial Data API
Description
The 'twelvedata' REST service offers access to current and historical data on stocks, standard as well as digital 'crypto' currencies, and other financial assets covering a wide variety of course and time spans. See <https://twelvedata.com/> for details, to create an account, and to request an API key for free-but-capped access to the data.
Package Content
Index of help topics:
get_price Quote Data Accessor for 'twelvedata'
get_quote Quote Data Accessor for 'twelvedata'
ref_crypto_exchanges Reference Data Accessor for Crypto Exchanges
from 'twelvedata'
ref_crypto_pairs Reference Data Accessor for Forex Pairs from
'twelvedata'
ref_earliest_timestamp
Reference Data Accessor for Symbol Search from
'twelvedata'
ref_etf Reference Data Accessor for ETFs from
'twelvedata'
ref_exchanges Reference Data Accessor for Exchanges from
'twelvedata'
ref_forex_pairs Reference Data Accessor for Forex Pairs from
'twelvedata'
ref_indices Reference Data Accessor for Indices from
'twelvedata'
ref_stocks Reference Data Accessor for Stocks from
'twelvedata'
ref_symbol_search Reference Data Accessor for Symbol Search from
'twelvedata'
store_key Store API key
td-package Access to the 'twelvedata' Financial Data API
time_series Time Series Data Accessor for 'twelvedata'
Maintainer
Dirk Eddelbuettel <edd@debian.org>
Author(s)
Dirk Eddelbuettel and Kenneth Rose
Quote Data Accessor for ‘twelvedata’
Description
Retrieve Securities Real-Time Price Data from ‘twelvedata’
Usage
get_price(
sym,
as = c("data.frame", "raw"),
exchange = "",
country = "",
type = c(NA_character_, "Stock", "Index", "ETF", "REIT"),
dp = 5,
apikey
)
Arguments
sym |
(character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered. In the case of a vector of arguments a vector or prices is returned. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
exchange |
(optional, character) A selection of the exchange for which data for “sym” is requested, default value is unset. |
country |
(optional, character) A selection of the country exchange for which data for “sym” is requested, default value is unset. |
type |
(optional, character) A valid security type selection, if set it must be one of
“Stock” (the default), “Index”, “ETF” or “REIT”. Default is
unset via the |
dp |
(optional, numeric) The number of decimal places returned on floating point numbers. The value can be between 0 and 11, with a default value of 5. |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
This is lightweight accessor which also returns the price. See get_quote() for a richer
return set.
The function has been named get_price() to be consistent with the get_quote()
function.
Value
The requested data is returned.
Author(s)
Dirk Eddelbuettel
See Also
Quote Data Accessor for ‘twelvedata’
Description
Retrieve Securities Quotes Data from ‘twelvedata’
Usage
get_quote(
sym,
interval = c("1min", "5min", "15min", "30min", "45min", "1h", "2h", "4h", "1day",
"1week", "1month"),
as = c("data.frame", "raw"),
exchange = "",
country = "",
volume_time_period = 9,
type = c(NA_character_, "Stock", "Index", "ETF", "REIT"),
dp = 5,
timezone = NA_character_,
apikey
)
Arguments
sym |
(character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered. |
interval |
(character) A valid interval designator ranging form “1min” to “1month”. Currently supported are 1, 5, 15, 30 and 45 minutes, 1, 2, 4 hours (using suffix ‘h’, as well as “1day”, “1week” and “1month”. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
exchange |
(optional, character) A selection of the exchange for which data for “sym” is requested, default value is unset. |
country |
(optional, character) A selection of the country exchange for which data for “sym” is requested, default value is unset. |
volume_time_period |
(optional, numeric) The number of days to use when computing average volume, default is 9. |
type |
(optional, character) A valid security type selection, if set it must be one of
“Stock” (the default), “Index”, “ETF” or “REIT”. Default is
unset via the |
dp |
(optional, numeric) The number of decimal places returned on floating point numbers. The value can be between 0 and 11, with a default value of 5. |
timezone |
(optional, character) The timezone of the returned time stamp. This parameter
is optional. Possible values are “Exchange” (the default) to return the
exchange-supplied value, “UTC” to use UTC, or a value IANA timezone name such as
“America/New_York” (see |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
The function has been named get_quote() to not clash with the base R function
quote.
Value
The requested data is returned as a data.frame object with as many rows
as there were symbols in the request.
Author(s)
Dirk Eddelbuettel
See Also
Reference Data Accessor for Crypto Exchanges from ‘twelvedata’
Description
Retrieve Reference Data for Crypto Exchanges from ‘twelvedata’
Usage
ref_crypto_exchanges(as = c("data.frame", "raw"), apikey)
Arguments
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
ref_crypto_exchanges.
Value
The requested data is returned as a data.frame object.
See Also
Reference Data Accessor for Forex Pairs from ‘twelvedata’
Description
Retrieve Reference Data for Cryptocurrency Pairs from ‘twelvedata’
Usage
ref_crypto_pairs(
sym = "",
as = c("data.frame", "raw"),
exchange = "",
currency_base = "",
currency_quote = "",
flatten_exchanges = TRUE,
apikey
)
Arguments
sym |
(optional, character) A (single or vector) Crypto currency pairs with slash(/) delimiter. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
exchange |
(optional, character) Exchange where crypto is traded. Default value is unset. |
currency_base |
(optional, character) Base currency name. Default value is unset. |
currency_quote |
(optional, character) Quote currency name. Default value is unset. |
flatten_exchanges |
(bool) Flatten the “data.frame”. |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
ref_crypto_pairs.
Value
The requested data is returned as a data.frame object.
See Also
Reference Data Accessor for Symbol Search from ‘twelvedata’
Description
Retrieve Reference Data for Symbol Search from ‘twelvedata’
Usage
ref_earliest_timestamp(
sym,
interval = c("1min", "5min", "15min", "30min", "45min", "1h", "2h", "4h", "1day",
"1week", "1month"),
as = c("data.frame", "raw"),
exchange = "",
timezone = NA_character_,
apikey
)
Arguments
sym |
(character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered. In the case of a vector of arguments a list is returned. |
interval |
(character) A valid interval designator ranging form “1min” to “1month”. Currently supported are 1, 5, 15, 30 and 45 minutes, 1, 2, 4 hours (using suffix ‘h’, as well as “1day”, “1week” and “1month”. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
exchange |
(optional, character) A selection of the exchange for which data for “sym” is requested, default value is unset. |
timezone |
(optional, character) The timezone of the returned time stamp. This parameter
is optional. Possible values are “Exchange” (the default) to return the
exchange-supplied value, “UTC” to use UTC, or a value IANA timezone name such as
“America/New_York” (see |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
ref_earliest_timestamp.
Value
The requested data is returned as a data.frame object.
See Also
Reference Data Accessor for ETFs from ‘twelvedata’
Description
Retrieve Reference Data for ETFs from ‘twelvedata’
Usage
ref_etf(sym = "", as = c("data.frame", "raw"), apikey)
Arguments
sym |
(optional, character) A (single or vector) symbol for ETFs. Defaults to unset. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
ref_etf.
Value
The requested data is returned as a data.frame object.
See Also
Reference Data Accessor for Exchanges from ‘twelvedata’
Description
Retrieve Reference Data for Exchanges from ‘twelvedata’
Usage
ref_exchanges(
type = c("stock", "etf", "index"),
as = c("data.frame", "raw"),
name = "",
code = "",
country = "",
apikey
)
Arguments
type |
(character) A (single) type for exchange for “stock”, “etf” or “index”. Defaults to “stock”. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
name |
(optional, character) Filter by exchange. Default is unset. |
code |
(optional, character) Filter by exchange mic code. default is unset. |
country |
(optional, character) Filter by country name or alpha code. Default is unset. |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
ref_exchanges.
Value
The requested data is returned as a data.frame object.
See Also
Reference Data Accessor for Forex Pairs from ‘twelvedata’
Description
Retrieve Reference Data for Forex Pairs from ‘twelvedata’
Usage
ref_forex_pairs(
sym = "",
as = c("data.frame", "raw"),
currency_base = "",
currency_quote = "",
apikey
)
Arguments
sym |
(optional, character) A (single or vector) currency pair according to ISO 4217 standard codes with slash(/) delimiter. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
currency_base |
(optional, character) Base currency name. Default value is unset. |
currency_quote |
(optional, character) Quote currency name. Default value is unset. |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
ref_forex_pairs.
Value
The requested data is returned as a data.frame object.
See Also
Reference Data Accessor for Indices from ‘twelvedata’
Description
Retrieve Reference Data for Indices from ‘twelvedata’
Usage
ref_indices(sym = "", as = c("data.frame", "raw"), country = "", apikey)
Arguments
sym |
(optional, character) A (single or vector) symbol for Indices. Defaults to unset. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
country |
(optional, character) An alpha code or country name. Defaults to unset. |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
ref_indices.
Value
The requested data is returned as a data.frame object.
See Also
Reference Data Accessor for Stocks from ‘twelvedata’
Description
Retrieve Reference Data for Stocks from ‘twelvedata’
Usage
ref_stocks(
sym = "",
as = c("data.frame", "raw"),
exchange = "",
country = "",
type = c(NA_character_, "EQUITY", "Common", "Common Stock",
"American Depositary Receipt", "Real Estate Investment Trust (REIT)", "Unit", "GDR",
"Closed-end Fund", "ETF", "Depositary Receipt", "Preferred Stock",
"Limited Partnership", "OTHER_SECURITY_TYPE", "Warrant", "STRUCTURED_PRODUCT",
"Exchange-traded Note", "Right", "FUND", "Trust", "Index",
"Unit Of Beneficial Interest", "MUTUALFUND", "New York Registered Shares"),
apikey
)
Arguments
sym |
(optional, character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
exchange |
(optional, character) A selection of the exchange. Default value is unset. |
country |
(optional, character) A selection of the country exchanges. Default value is unset. |
type |
(optional, character) A valid security type selection, if set it must be one of
|
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
ref_stocks.
Value
The requested data is returned as a data.frame object.
See Also
Reference Data Accessor for Symbol Search from ‘twelvedata’
Description
Retrieve Reference Data for Symbol Search from ‘twelvedata’
Usage
ref_symbol_search(sym, as = c("data.frame", "raw"), output_size = 30, apikey)
Arguments
sym |
(required, character) Symbol to search for. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”. |
output_size |
(required, character) Defaults to 30. Max is 120. |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
ref_symbol_search.
Value
The requested data is returned as a data.frame object.
See Also
Store API key
Description
Store the ‘twelvedata’ API key
Usage
store_key(apikey)
Arguments
apikey |
A character variable with the API key |
Details
An API key is required to access the functionality offered by the
‘twelvedata’. This function can store a copy in a per-user
configuration file. It relies on a the base R function R_user_dir
which offers a per-user configuration directory for the package. No
file or directory permissions are set explicitly or changed. As an
alternative the key can also be set in the environment variable
TWELVEDATA_API_KEY but doing so is the responsibility of the user.
Value
TRUE is return invisibly but the function is invoked for the
side effect of storing the API key.
Note
This function requires R version 4.0.0 or later to utilise the per-user
config directory accessor function. For older R versions, please use the alternate
approach of storying the API in the environment variable TWELVEDATA_API_KEY.
Author(s)
Dirk Eddelbuettel
Time Series Data Accessor for ‘twelvedata’
Description
Retrieve Time Series Data from ‘twelvedata’
Usage
time_series(
sym,
interval = c("1min", "5min", "15min", "30min", "45min", "1h", "2h", "4h", "1day",
"1week", "1month"),
as = c("data.frame", "xts", "raw"),
exchange = "",
country = "",
type = c(NA_character_, "Stock", "Index", "ETF", "REIT"),
outputsize = NA_character_,
dp = 5,
order = c("ASC", "DESC"),
timezone = NA_character_,
start_date = NA_character_,
end_date = NA_character_,
previous_close = FALSE,
apikey
)
Arguments
sym |
(character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered. In the case of a vector of arguments a list is returned. |
interval |
(character) A valid interval designator ranging form “1min” to “1month”. Currently supported are 1, 5, 15, 30 and 45 minutes, 1, 2, 4 hours (using suffix ‘h’, as well as “1day”, “1week” and “1month”. |
as |
(optional, character) A selector for the desired output format: one of “data.frame” (the default), “xts” (requiring the package to be installed), or “raw”. |
exchange |
(optional, character) A selection of the exchange for which data for “sym” is requested, default value is unset. |
country |
(optional, character) A selection of the country exchange for which data for “sym” is requested, default value is unset. |
type |
(optional, character) A valid security type selection, if set it must be one of
“Stock” (the default), “Index”, “ETF” or “REIT”. Default is
unset via the |
outputsize |
(optional, numeric) The requested number of data points with an
internal default value of 30 if unset, and a valid range of 1 to 5000; we use |
dp |
(optional, numeric) The number of decimal places returned on floating point numbers. The value can be between 0 and 11, with a default value of 5. |
order |
(optional, character) The sort order for the returned time series, must be one of “ASC” (the default) or “DESC”. |
timezone |
(optional, character) The timezone of the returned time stamp. This parameter
is optional. Possible values are “Exchange” (the default) to return the
exchange-supplied value, “UTC” to use UTC, or a value IANA timezone name such as
“America/New_York” (see |
start_date |
(optional, character or date(time) type) The beginning of the time window
for which data is requested, can be used with or without |
end_date |
(optional, character or date(time) type) The end of the time window for
which data is requested, can be used with or without |
previous_close |
(optional, boolean) A logical switch to select inclusion of the
previous close value, defaults to |
apikey |
(optional character) An API key override, if missing a value cached from
package startup is used. The startup looks for either a file in the per-package config
directory provided by |
Details
This function access time series data from ‘twelvedata’. It requires an API key to be registered and to be supplied either in user-config file (TODO: add simple writer) or an environment variable.
All suitable optional parameters of the API are now supported. We excluded return as csv as this downloader encompasses that functionality by returning a parsed object.
Value
The requested data is returned in the requested format containing columns for
data(time), open, high, low, close, and volume. If the request was unsuccessful,
an error message is returned. The date or datetime column is returned parsed as either
a Date or Datetime where the latter is parsed under the exchange timezone
if present. Additional meta data returned from the query is also provided as attributes.
If the call contained a vector of symbols, a (named) list of elements is returned.
Author(s)
Dirk Eddelbuettel
See Also
Examples
## Not run: # requires API key
Sys.setenv(`_R_S3_METHOD_REGISTRATION_NOTE_OVERWRITES_`="false") # suppress load noise
data <- time_series("SPY", "5min", outputsize=500, as="xts")
if (requireNamespace("quantmod", quietly=TRUE))
suppressMessages(library(quantmod)) # suppress some noise
chartSeries(data, name=attr(data, "symbol"), theme="white") # convenient plot for OHLCV
str(data) # compact view of data and meta data
cadusd <- time_series(sym="CAD/USD", interval="1week", outputsize=52.25*20, as="xts")
chart_Series(cadusd, name=attr(data, "symbol"))
gme <- time_series("GME", "1min", start_date="2021-01-25T09:30:00",
end_date="2021-02-04T16:00:00", as="xts")
chart_Series(gme, name=paste0(attr(gme, "symbol"), "/", attr(gme, "exchange")))
res <- time_series(c("SPY", "QQQ", "IWM", "EEM"), outputsize=300, as="xts")
op <- par(mfrow=c(2,2))
sapply(res, function(x) quantmod::chart_Series(x, name=attr(x, "symbol")))
par(op)
## End(Not run)