otHistData {opentick} | R Documentation |
Request historical OHLC and tick price and volume series.
otHistData(exchange='Q', symbol='MSFT', dates=NULL, dataType='day', interval=1)
exchange |
Exchange code. |
symbol |
Symbol code. |
dates |
A vector containing start and end dates (order does not matter). |
dataType |
'raw.tick' = raw ticks 'tick' = tick-based OHLC 'min' = minutely OHLC 'hour' = hourly OHLC 'day' = daily OHLC 'week' = weekly OHLC 'month' = monthly OHLC 'year' = yearly OHLC 'today' = daily OHL for current day |
interval |
Interval value, with a default of one. |
An xts object containing the columns below:
Open |
Open price for interval. |
High |
High price for interval. |
Low |
Low price for interval. |
Close |
Close price for interval (not returned for 'today' requests). |
Volume |
Volume for interval (not returned for 'today' requests). |
Josh Ulrich
otListExchanges
and otListSymbols
provide exchange and symbols codes, respectively.