The Tiingo API provides a way to access data from IEX, The Investors Exchange. This data is supplied at a much lower (intraday!) frequency than the data from Tiingo's native API.
riingo_iex_prices( ticker, start_date = NULL, end_date = NULL, resample_frequency = "5min", after_hours = FALSE, force_fill = FALSE )
ticker | One or more tickers to download data for from Tiingo. Can be a stock, mutual fund, or ETF. A character vector. |
---|---|
start_date | The first date to download data for.
A character in the form YYYY-MM-DD, or a |
end_date | The last date to download data for.
A character in the form YYYY-MM-DD, or a |
resample_frequency | For Tiingo data, a character specified as one of:
For IEX data, a character specified at the For Crypto data, a character specified at the |
after_hours | A single logical. Should pre and post market data be returned if available? |
force_fill | A single logical. Some tickers do not have a trade/quote
update for a given time period. If |
This feed returns the most recent 2000 ticks of data at the specified
frequency. For example, "5min"
would return the 2000 most recent data
points spaced 5 minutes apart. You can subset the returned range with
start_date
and end_date
, but you cannot request data older than
today's date minus 2000 data points.
Because the default attempts to pull 1 year's worth of data, at a 5 minute
frequency, all available data will be pulled so there is no need to use
start_date
and end_date
. Only use them if you set the frequency to
hourly.
if (FALSE) { # Pulling all available minute level data for Apple riingo_iex_prices("AAPL", resample_frequency = "1min") # This would result in an error, as you are pulling outside the available range # riingo_iex_prices("AAPL", "1990-01-01", "2000-01-01", resample_frequency = "5min") }