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Function to obtain timeseries from Eikon via the JSON API

EikonGetTimeseries.Rd

Automatically chunks the timeseries in seperate apicalls and binds them together again in order to comply with api regulations.

Usage

EikonGetTimeseries(
  EikonObject = rd_connection(),
  rics,
  interval = "daily",
  calender = "tradingdays",
  corax = "adjusted",
  fields = c("TIMESTAMP", "VOLUME", "HIGH", "LOW", "OPEN", "CLOSE"),
  start_date = "2020-01-01T01:00:00",
  end_date = paste0(Sys.Date(), "T01:00:00"),
  cast = TRUE,
  time_out = 60,
  verbose = getOption("refinitiv_progress", TRUE),
  raw_output = FALSE,
  cache = NULL
)

Arguments

EikonObject

Eikon connection object. Defaults to rd_connection(), which auto-creates a connection on first use.

rics

a vector containing Reuters rics

interval

Data interval. Possible values: 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' Default: 'daily'

calender

Possible values: 'native', 'tradingdays', 'calendardays'., Default: 'tradingdays'

corax

possible values 'adjusted', 'unadjusted'. Default: 'adjusted'

fields

a vector containing any combination ('TIMESTAMP', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE')

start_date

Starting date and time of the historical range. string format is: '%Y-%m-%dT%H:%M:%S'.

end_date

End date and time of the historical range. string format is: '%Y-%m-%dT%H:%M:%S'.

cast

cast data from wide to long format using the data.table::dcast function, Default: TRUE

time_out

set the maximum timeout to the Eikon server, default = 60

verbose

boolean if TRUE prints out the API call details to the console

raw_output

provide only the raw downloaded info from Eikon

cache

Controls caching. NULL (default) defers to getOption("refinitiv_cache", FALSE). TRUE uses the function default TTL (300 s). FALSE disables caching. A positive numeric value sets the cache TTL in seconds. See rd_ClearCache.

Value

A data.frame containing time series from Eikon

References

https://developers.refinitiv.com/eikon-apis/eikon-data-api/docs?content=49692&type=documentation_item

Examples

if (FALSE) { # \dontrun{
Eikon <- Refinitiv::EikonConnect()
ex1 <- EikonGetTimeseries(
  EikonObject = Eikon, rics = c("MMM", "III.L"),
  start_date = "2020-01-01T01:00:00",
  end_date = paste0(Sys.Date(), "T01:00:00"), verbose = TRUE
)
} # }

if (FALSE) { # \dontrun{
EikonJson <- RefinitivJsonConnect()
ex1 <- EikonGetTimeseries(
  EikonObject = EikonJson, rics = c("MMM", "III.L"),
  start_date = "2020-01-01T01:00:00",
  end_date = paste0(Sys.Date(), "T01:00:00"), verbose = TRUE
)
} # }