Intra-day market monitor
Description
Intra-day Market Monitor for Security Prices
Usage
intradayMarketMonitor(symbol = "^GSPC", defaultTZ = "America/Chicago",
sleep = 10)
intradayMarketMonitor(symbol = "^GSPC", defaultTZ = "America/Chicago",
sleep = 10)
Arguments
symbol |
A character variable with symbol understood by getQuote from
package quantmod, default value is “^GSPC”.
|
defaultTZ |
A character variable with the (local) timezone used for displaying
the data, default value is “America/Chicagp”.
|
sleep |
An optional numerical value for the delay between updates, default is 10.
|
Details
This function periodically queries a public data source for a current price of given
symbol and updates an intra-daily chart for that security. A working example is symbol
“^GSPC” for the S&P500 index which can be obtained in real-time during (New York)
trading hours. Other symbols may work.
An alternate version offering 24-hour coverage, for example for futures on Globex, is
being prepared.
The function could be further generalized in numerous way and should be considered
‘alpha’. Current default values are a 15 second sleep, and fixed cut-off times
for market open/close states corresponding to NYSE hours. The data history is reset to
the two most recent days at the close, amd the data is snapshot to file (with the
filename derived from the symbol, and the path given by tools::R_user_dir).
These parameters might become configuration parameters in the future.
Value
Nothing is returned, but a display of the current price and the recent history
is updated, and the loops loops ‘forever’.
Author(s)
Dirk Eddelbuettel extending and refactoring the original code by Josh Ulrich
See Also
https://gist.github.com/joshuaulrich/ee11ef67b1461df399b84efd3c8f9f67#file-intraday-sp500-r
Examples
if (requireNamespace("quantmod", quietly)) { # only suggested packages used
suppressMessages({library(xts);library(quantmod)}) # dampen noise, add dang as needed
intradayMarketMonitor()
}
if (requireNamespace("quantmod", quietly)) {
suppressMessages({library(xts);library(quantmod)})
intradayMarketMonitor()
}
,
Petr Pikal [ctb] (Initial code for 'ls.objects()),
David Hinds [ctb] (Initial code for 'ls.objects()),
Brodie Gaslam [ctb] (Initial code and core of 'checkCRANStatus()'),
Kevin Denny [ctb] (Stata function 'demotivate'),
Kabira Namit [ctb] (Stata function 'motivate'),
Colin Gillespie [ctb] (<https://orcid.org/0000-0003-1787-0275>, Initial
code for 'muteTweeters()'),
R Core [ctb] ('checkNonAscii.cpp' predecessor),
Chris Conlan [ctb] (Initial code for 'googleFinanceData()'),
Joshua Ulrich [ctb] (Initial code for 'intradayMarketMonitor),
Jordan Mark Barbone [ctb] (<https://orcid.org/0000-0001-9788-3628>,
enhancement in PR 4),
Charlie Gao [ctb] (<https://orcid.org/0000-0002-0750-061X>, Initial
'rollMinMax' function),
Andrew Uhl [ctb] (Initial 'rollMinMax' implementation),
Dewey Dunnington [ctb] (<https://orcid.org/0000-0002-9415-4582>,
Initial code for 'readAndConvert() via 'iconv'),
Paul Murrell [ctb] (<https://orcid.org/0000-0002-3224-8858>, Crucual
hint about 'dev.hold()' and 'dev.flush()'),
Bill Dunlap [ctb] ('str.language' function),
Kurt Hornik [ctb] (<https://orcid.org/0000-0003-4198-9911>, Basis of
'cranORCIDs' function)