Historical Market Data

Source: R/functions.R

[Stable] Access Historical Trades for a given instrument.

trading_mdh(
  connection,
  market_id = "ROFX",
  symbol,
  date,
  date_from,
  date_to,
  tidy = TRUE
)

Arguments

connection

S4. Mandatory Formal rRofexConnection class object

market_id

String. Market to which we are going to connect.

  • ROFX - Matba Rofex.

  • MERV - S&P Merval.

symbol

String. Use trading_instruments to see which symbols are available.

date

String. Date to be queried. With format '%Y-%m-%d'.

date_from

String. Used together with 'date_to'.

date_to

String. Userd together with 'date_from'.

tidy

Logical. Data arranged on a tidy format.

Value

If correct, it will load a data frame.

See also

Other market data functions: trading_currencies(), trading_md()