trading_md( connection, symbol, entries = c("BI", "OF", "LA", "OP", "CL", "SE", "OI", "HI", "LO", "TV", "IV", "EV", "NV", "TC"), depth = 1L, market_id = "ROFX", tidy = TRUE )
S4. Mandatory. Formal rRofexConnection class object
String. Mandatory. Use
trading_instruments to see which symbols are available.
Vector of Strings. When nothing is set, then all entries are the default. It contains the information to be queried:
BI - Bid.
OF - Offer.
LA - Last Available Price.
OP - Open Price.
CL - Close Price.
SE - Settlement Price.
OI - Open Interest.
HI - Trading Session High Price
LO - Trading Session Low Price
TV - Trading Volume
IV - Index Value
EV - Trading Effective Volume
NV - Nominal Volume
TC - Trade Count
Integer. Depth of the book. Default is 1L.
String. Market to which you are going to connect. Default is ROFX.
ROFX - Matba Rofex
Logical. Data arranged on a tidy format. Default is TRUE.
If correct, it will load a tibble data frame