Market Data

Source: R/functions.R

It is use to access Market Data from ACyRSA

acyrsa_cotizaciones(
  connection,
  entry_type,
  date,
  Symbol,
  CFICode,
  MarketID,
  MarketSegmentID,
  SecurityGroup,
  SecurityType,
  SecurityIDSource,
  Projected = TRUE
)

Arguments

connection

S4. Mandatory Formal acyRsaConnection class object
entry_type

String. Mandatory Vector of one or many values. See allowed values:

  • 2 = Tick By Tick

  • 3 = Index Value

  • 5 = Clossing Prices

  • 6 = Settlement Price

  • B = Trade Volume

  • C = Open Interest

  • D = Composite Underlying Price
date

String. Mandatory Clearing Business Day with format '%Y-%m-%d'.
Symbol

String. Contract Symbol.
CFICode

String.
MarketID

String. See allowed values:

  • ROFX = Matba Rofex

  • XMAB = MAE
MarketSegmentID

String. See allowed values:

  • DDF = Financial

  • DDA = Agricultural

  • DUAL = Others
SecurityGroup

String.
SecurityType

String. See allowed values:

  • FUT = Future

  • OPT = Option

  • FXSPOT = FX Spot

  • CFD = Contract for differences

  • CS = Common Stock

  • MF = Mutual Fund

  • SECLOAN = Security Loan

  • CD = Certificate of Deposit

  • GO = General Obligation Bonds

  • FXNDF = Non-deliverable forward

  • TD = Time Deposit
SecurityIDSource

String. See allowed values:

  • 4 = ISIN Number
Projected

Boolean.

Value

A tibble.

Examples

if (FALSE) {
acyrsa_cotizaciones(connection = conn, entry_type = 6, date = "2020-04-17", SecurityType = "FUT")
}