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Function to obtain timeseries from Eikon via the JSON API

Source: R/refinitiv.r
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.lseg.com/en/api-catalog/eikon/eikon-data-api/documentation

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
)
} # }