Package 'td'

Title: Access to the 'twelvedata' Financial Data API
Description: The 'twelvedata' REST service offers access to current and historical data on stocks, standard as well as digital 'crypto' currencies, and other financial assets covering a wide variety of course and time spans. See <https://twelvedata.com/> for details, to create an account, and to request an API key for free-but-capped access to the data.
Authors: Dirk Eddelbuettel and Kenneth Rose
Maintainer: Dirk Eddelbuettel <[email protected]>
License: GPL (>= 2)
Version: 0.0.6.2
Built: 2024-06-30 08:26:28 UTC
Source: https://github.com/eddelbuettel/td

Help Index


Access to the 'twelvedata' Financial Data API

Description

The 'twelvedata' REST service offers access to current and historical data on stocks, standard as well as digital 'crypto' currencies, and other financial assets covering a wide variety of course and time spans. See <https://twelvedata.com/> for details, to create an account, and to request an API key for free-but-capped access to the data.

Package Content

Index of help topics:

fun_profile             Fundamental Data Accessor for the Profile from
                        'twelvedata' This API endpoint is available
                        starting with the Grow plan.
fun_statistics          Fundamental Data Accessor for Main Statistics
                        from 'twelvedata' This API endpoint is
                        available starting with the Pro plan.
get_price               Quote Data Accessor for 'twelvedata'
get_quote               Quote Data Accessor for 'twelvedata'
ref_crypto_exchanges    Reference Data Accessor for Crypto Exchanges
                        from 'twelvedata'
ref_crypto_pairs        Reference Data Accessor for Forex Pairs from
                        'twelvedata'
ref_earliest_timestamp
                        Reference Data Accessor for Symbol Search from
                        'twelvedata'
ref_etf                 Reference Data Accessor for ETFs from
                        'twelvedata'
ref_exchanges           Reference Data Accessor for Exchanges from
                        'twelvedata'
ref_forex_pairs         Reference Data Accessor for Forex Pairs from
                        'twelvedata'
ref_indices             Reference Data Accessor for Indices from
                        'twelvedata'
ref_stocks              Reference Data Accessor for Stocks from
                        'twelvedata'
ref_symbol_search       Reference Data Accessor for Symbol Search from
                        'twelvedata'
store_key               Store API key
td-package              Access to the 'twelvedata' Financial Data API
time_series             Time Series Data Accessor for 'twelvedata'

Maintainer

Dirk Eddelbuettel <[email protected]>

Author(s)

Dirk Eddelbuettel and Kenneth Rose


Fundamental Data Accessor for the Profile from ‘twelvedata’ This API endpoint is available starting with the Grow plan.

Description

Retrieve Profile Data from ‘twelvedata’.

Usage

fun_profile(sym, exchange = "", country = "", apikey)

Arguments

sym

(character) A (single or vector) symbol for Indices. Defaults to unset.

exchange

(optional, character) Exchange. Defaults to unset.

country

(optional, character) An alpha code or country name. Defaults to unset.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

fun_profile.

Value

The requested data is returned as a list object.

See Also

https://twelvedata.com/docs


Fundamental Data Accessor for Main Statistics from ‘twelvedata’ This API endpoint is available starting with the Pro plan.

Description

Retrieve Main Fundamental Data Statistics Including Valuation Metrics and Financials from ‘twelvedata’.

Usage

fun_statistics(sym, exchange = "", country = "", apikey)

Arguments

sym

(character) A (single or vector) symbol for Indices. Defaults to unset.

exchange

(optional, character) Exchange. Defaults to unset.

country

(optional, character) An alpha code or country name. Defaults to unset.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

fun_statistics.

Value

The requested data is returned as a list object.

See Also

https://twelvedata.com/docs


Quote Data Accessor for ‘twelvedata’

Description

Retrieve Securities Real-Time Price Data from ‘twelvedata’

Usage

get_price(
  sym,
  as = c("data.frame", "raw"),
  exchange = "",
  country = "",
  type = c(NA_character_, "Stock", "Index", "ETF", "REIT"),
  dp = 5,
  apikey
)

Arguments

sym

(character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered. In the case of a vector of arguments a vector or prices is returned.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

exchange

(optional, character) A selection of the exchange for which data for “sym” is requested, default value is unset.

country

(optional, character) A selection of the country exchange for which data for “sym” is requested, default value is unset.

type

(optional, character) A valid security type selection, if set it must be one of “Stock” (the default), “Index”, “ETF” or “REIT”. Default is unset via the NA character value. This field may require the premium subscription.

dp

(optional, numeric) The number of decimal places returned on floating point numbers. The value can be between 0 and 11, with a default value of 5.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

This is lightweight accessor which also returns the price. See get_quote() for a richer return set.

The function has been named get_price() to be consistent with the get_quote() function.

Value

The requested data is returned.

Author(s)

Dirk Eddelbuettel

See Also

https://twelvedata.com/docs


Quote Data Accessor for ‘twelvedata’

Description

Retrieve Securities Quotes Data from ‘twelvedata’

Usage

get_quote(
  sym,
  interval = c("1min", "5min", "15min", "30min", "45min", "1h", "2h", "4h", "1day",
    "1week", "1month"),
  as = c("data.frame", "raw"),
  exchange = "",
  country = "",
  volume_time_period = 9,
  type = c(NA_character_, "Stock", "Index", "ETF", "REIT"),
  dp = 5,
  timezone = NA_character_,
  apikey
)

Arguments

sym

(character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered.

interval

(character) A valid interval designator ranging form “1min” to “1month”. Currently supported are 1, 5, 15, 30 and 45 minutes, 1, 2, 4 hours (using suffix ‘h’, as well as “1day”, “1week” and “1month”.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

exchange

(optional, character) A selection of the exchange for which data for “sym” is requested, default value is unset.

country

(optional, character) A selection of the country exchange for which data for “sym” is requested, default value is unset.

volume_time_period

(optional, numeric) The number of days to use when computing average volume, default is 9.

type

(optional, character) A valid security type selection, if set it must be one of “Stock” (the default), “Index”, “ETF” or “REIT”. Default is unset via the NA character value. This field may require the premium subscription.

dp

(optional, numeric) The number of decimal places returned on floating point numbers. The value can be between 0 and 11, with a default value of 5.

timezone

(optional, character) The timezone of the returned time stamp. This parameter is optional. Possible values are “Exchange” (the default) to return the exchange-supplied value, “UTC” to use UTC, or a value IANA timezone name such as “America/New_York” (see link{OlsonNames} to see the values R knows). Note that the IANA timezone values are case-sensitive.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

The function has been named get_quote() to not clash with the base R function quote.

Value

The requested data is returned as a data.frame object with as many rows as there were symbols in the request.

Author(s)

Dirk Eddelbuettel

See Also

https://twelvedata.com/docs


Reference Data Accessor for Crypto Exchanges from ‘twelvedata’

Description

Retrieve Reference Data for Crypto Exchanges from ‘twelvedata’

Usage

ref_crypto_exchanges(as = c("data.frame", "raw"), apikey)

Arguments

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

ref_crypto_exchanges.

Value

The requested data is returned as a data.frame object.

See Also

https://twelvedata.com/docs


Reference Data Accessor for Forex Pairs from ‘twelvedata’

Description

Retrieve Reference Data for Cryptocurrency Pairs from ‘twelvedata’

Usage

ref_crypto_pairs(
  sym = "",
  as = c("data.frame", "raw"),
  exchange = "",
  currency_base = "",
  currency_quote = "",
  flatten_exchanges = TRUE,
  apikey
)

Arguments

sym

(optional, character) A (single or vector) Crypto currency pairs with slash(/) delimiter.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

exchange

(optional, character) Exchange where crypto is traded. Default value is unset.

currency_base

(optional, character) Base currency name. Default value is unset.

currency_quote

(optional, character) Quote currency name. Default value is unset.

flatten_exchanges

(bool) Flatten the “data.frame”.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

ref_crypto_pairs.

Value

The requested data is returned as a data.frame object.

See Also

https://twelvedata.com/docs


Reference Data Accessor for Symbol Search from ‘twelvedata’

Description

Retrieve Reference Data for Symbol Search from ‘twelvedata’

Usage

ref_earliest_timestamp(
  sym,
  interval = c("1min", "5min", "15min", "30min", "45min", "1h", "2h", "4h", "1day",
    "1week", "1month"),
  as = c("data.frame", "raw"),
  exchange = "",
  timezone = NA_character_,
  apikey
)

Arguments

sym

(character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered. In the case of a vector of arguments a list is returned.

interval

(character) A valid interval designator ranging form “1min” to “1month”. Currently supported are 1, 5, 15, 30 and 45 minutes, 1, 2, 4 hours (using suffix ‘h’, as well as “1day”, “1week” and “1month”.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

exchange

(optional, character) A selection of the exchange for which data for “sym” is requested, default value is unset.

timezone

(optional, character) The timezone of the returned time stamp. This parameter is optional. Possible values are “Exchange” (the default) to return the exchange-supplied value, “UTC” to use UTC, or a value IANA timezone name such as “America/New_York” (see link{OlsonNames} to see the values R knows). Note that the IANA timezone values are case-sensitive. Note that intra-day data is converted to an R datetime object (the standard POSIXct type) using the exchange timestamp in the returned metadata, if present.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

ref_earliest_timestamp.

Value

The requested data is returned as a data.frame object.

See Also

https://twelvedata.com/docs


Reference Data Accessor for ETFs from ‘twelvedata’

Description

Retrieve Reference Data for ETFs from ‘twelvedata’

Usage

ref_etf(sym = "", as = c("data.frame", "raw"), apikey)

Arguments

sym

(optional, character) A (single or vector) symbol for ETFs. Defaults to unset.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

ref_etf.

Value

The requested data is returned as a data.frame object.

See Also

https://twelvedata.com/docs


Reference Data Accessor for Exchanges from ‘twelvedata’

Description

Retrieve Reference Data for Exchanges from ‘twelvedata’

Usage

ref_exchanges(
  type = c("stock", "etf", "index"),
  as = c("data.frame", "raw"),
  name = "",
  code = "",
  country = "",
  apikey
)

Arguments

type

(character) A (single) type for exchange for “stock”, “etf” or “index”. Defaults to “stock”.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

name

(optional, character) Filter by exchange. Default is unset.

code

(optional, character) Filter by exchange mic code. default is unset.

country

(optional, character) Filter by country name or alpha code. Default is unset.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

ref_exchanges.

Value

The requested data is returned as a data.frame object.

See Also

https://twelvedata.com/docs


Reference Data Accessor for Forex Pairs from ‘twelvedata’

Description

Retrieve Reference Data for Forex Pairs from ‘twelvedata’

Usage

ref_forex_pairs(
  sym = "",
  as = c("data.frame", "raw"),
  currency_base = "",
  currency_quote = "",
  apikey
)

Arguments

sym

(optional, character) A (single or vector) currency pair according to ISO 4217 standard codes with slash(/) delimiter.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

currency_base

(optional, character) Base currency name. Default value is unset.

currency_quote

(optional, character) Quote currency name. Default value is unset.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

ref_forex_pairs.

Value

The requested data is returned as a data.frame object.

See Also

https://twelvedata.com/docs


Reference Data Accessor for Indices from ‘twelvedata’

Description

Retrieve Reference Data for Indices from ‘twelvedata’

Usage

ref_indices(sym = "", as = c("data.frame", "raw"), country = "", apikey)

Arguments

sym

(optional, character) A (single or vector) symbol for Indices. Defaults to unset.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

country

(optional, character) An alpha code or country name. Defaults to unset.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

ref_indices.

Value

The requested data is returned as a data.frame object.

See Also

https://twelvedata.com/docs


Reference Data Accessor for Stocks from ‘twelvedata’

Description

Retrieve Reference Data for Stocks from ‘twelvedata’

Usage

ref_stocks(
  sym = "",
  as = c("data.frame", "raw"),
  exchange = "",
  country = "",
  type = c(NA_character_, "EQUITY", "Common", "Common Stock",
    "American Depositary Receipt", "Real Estate Investment Trust (REIT)", "Unit", "GDR",
    "Closed-end Fund", "ETF", "Depositary Receipt", "Preferred Stock",
    "Limited Partnership", "OTHER_SECURITY_TYPE", "Warrant", "STRUCTURED_PRODUCT",
    "Exchange-traded Note", "Right", "FUND", "Trust", "Index",
    "Unit Of Beneficial Interest", "MUTUALFUND", "New York Registered Shares"),
  apikey
)

Arguments

sym

(optional, character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default) or or “raw”.

exchange

(optional, character) A selection of the exchange. Default value is unset.

country

(optional, character) A selection of the country exchanges. Default value is unset.

type

(optional, character) A valid security type selection, if set it must be one of formals(ref_stock)$type, with NA as default.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

ref_stocks.

Value

The requested data is returned as a data.frame object.

See Also

https://twelvedata.com/docs


Store API key

Description

Store the ‘twelvedata’ API key

Usage

store_key(apikey)

Arguments

apikey

A character variable with the API key

Details

An API key is required to access the functionality offered by the ‘twelvedata’. This function can store a copy in a per-user configuration file. It relies on a the base R function R_user_dir which offers a per-user configuration directory for the package. No file or directory permissions are set explicitly or changed. As an alternative the key can also be set in the environment variable TWELVEDATA_API_KEY but doing so is the responsibility of the user.

Value

TRUE is return invisibly but the function is invoked for the side effect of storing the API key.

Note

This function requires R version 4.0.0 or later to utilise the per-user config directory accessor function. For older R versions, please use the alternate approach of storying the API in the environment variable TWELVEDATA_API_KEY.

Author(s)

Dirk Eddelbuettel


Time Series Data Accessor for ‘twelvedata’

Description

Retrieve Time Series Data from ‘twelvedata’

Usage

time_series(
  sym,
  interval = c("1min", "5min", "15min", "30min", "45min", "1h", "2h", "4h", "1day",
    "1week", "1month"),
  as = c("data.frame", "xts", "raw"),
  exchange = "",
  country = "",
  type = c(NA_character_, "Stock", "Index", "ETF", "REIT"),
  outputsize = NA_character_,
  dp = 5,
  order = c("ASC", "DESC"),
  timezone = NA_character_,
  start_date = NA_character_,
  end_date = NA_character_,
  previous_close = FALSE,
  apikey
)

Arguments

sym

(character) A (single or vector) symbol understood by the backend as a stock symbol, foreign exchange pair, or more. See the ‘twelvedata’ documentation for details on what is covered. In the case of a vector of arguments a list is returned.

interval

(character) A valid interval designator ranging form “1min” to “1month”. Currently supported are 1, 5, 15, 30 and 45 minutes, 1, 2, 4 hours (using suffix ‘h’, as well as “1day”, “1week” and “1month”.

as

(optional, character) A selector for the desired output format: one of “data.frame” (the default), “xts” (requiring the package to be installed), or “raw”.

exchange

(optional, character) A selection of the exchange for which data for “sym” is requested, default value is unset.

country

(optional, character) A selection of the country exchange for which data for “sym” is requested, default value is unset.

type

(optional, character) A valid security type selection, if set it must be one of “Stock” (the default), “Index”, “ETF” or “REIT”. Default is unset via the NA character value. This field may require the premium subscription.

outputsize

(optional, numeric) The requested number of data points with an internal default value of 30 if unset, and a valid range of 1 to 5000; we use NA as a default argument to signify leaving it unset.

dp

(optional, numeric) The number of decimal places returned on floating point numbers. The value can be between 0 and 11, with a default value of 5.

order

(optional, character) The sort order for the returned time series, must be one of “ASC” (the default) or “DESC”.

timezone

(optional, character) The timezone of the returned time stamp. This parameter is optional. Possible values are “Exchange” (the default) to return the exchange-supplied value, “UTC” to use UTC, or a value IANA timezone name such as “America/New_York” (see link{OlsonNames} to see the values R knows). Note that the IANA timezone values are case-sensitive. Note that intra-day data is converted to an R datetime object (the standard POSIXct type) using the exchange timestamp in the returned metadata, if present.

start_date

(optional, character or date(time) type) The beginning of the time window for which data is requested, can be used with or without end_date. The format must be a standard ISO 8601 format such as “2020-12-31” or “2020-12-31 08:30:00”, or a Date or POSIXt object.

end_date

(optional, character or date(time) type) The end of the time window for which data is requested, can be used with or without start_date. The format must be a standard ISO 8601 format such as “2020-12-31” or “2020-12-31 08:30:00”, or a Date or POSIXt object.

previous_close

(optional, boolean) A logical switch to select inclusion of the previous close value, defaults to FALSE.

apikey

(optional character) An API key override, if missing a value cached from package startup is used. The startup looks for either a file in the per-package config directory provided by tools::R_user_dir (for R 4.0.0 or later), or the TWELVEDATA_API_KEY variable.

Details

This function access time series data from ‘twelvedata’. It requires an API key to be registered and to be supplied either in user-config file (TODO: add simple writer) or an environment variable.

All suitable optional parameters of the API are now supported. We excluded return as csv as this downloader encompasses that functionality by returning a parsed object.

Value

The requested data is returned in the requested format containing columns for data(time), open, high, low, close, and volume. If the request was unsuccessful, an error message is returned. The date or datetime column is returned parsed as either a Date or Datetime where the latter is parsed under the exchange timezone if present. Additional meta data returned from the query is also provided as attributes. If the call contained a vector of symbols, a (named) list of elements is returned.

Author(s)

Dirk Eddelbuettel

See Also

https://twelvedata.com/docs

Examples

## Not run:   # requires API key
Sys.setenv(`_R_S3_METHOD_REGISTRATION_NOTE_OVERWRITES_`="false") # suppress load noise
data <- time_series("SPY", "5min", outputsize=500, as="xts")
if (requireNamespace("quantmod", quietly=TRUE))
   suppressMessages(library(quantmod))   # suppress some noise
   chartSeries(data, name=attr(data, "symbol"), theme="white")  # convenient plot for OHLCV
   str(data) # compact view of data and meta data

   cadusd <- time_series(sym="CAD/USD", interval="1week", outputsize=52.25*20, as="xts")
   chart_Series(cadusd, name=attr(data, "symbol"))

   gme <- time_series("GME", "1min", start_date="2021-01-25T09:30:00",
                       end_date="2021-02-04T16:00:00", as="xts")
   chart_Series(gme, name=paste0(attr(gme, "symbol"), "/", attr(gme, "exchange")))

   res <- time_series(c("SPY", "QQQ", "IWM", "EEM"), outputsize=300, as="xts")
   op <- par(mfrow=c(2,2))
   sapply(res, function(x) quantmod::chart_Series(x, name=attr(x, "symbol")))
   par(op)

## End(Not run)