otHistData {opentick}R Documentation

Historical Price Data

Description

Request historical OHLC and tick price and volume series.

Usage

otHistData(exchange='Q', symbol='MSFT', dates=NULL,
  dataType='day', interval=1)

Arguments

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.

Value

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).

Author(s)

Josh Ulrich

See Also

otListExchanges and otListSymbols provide exchange and symbols codes, respectively.


[Package opentick version 0.1-1 Index]