getSymbols.oanda: Download Currency and Metals Data from Oanda.com
Description
Access to 191 currency and metal prices, downloadable
as more that 36000 currency pairs from Oanda.com.
Downloads Symbols to specified env from
www.oanda.com historical currency database.
This method is not meant to be called directly, instead
a call to getSymbols("x",src="oanda") will
in turn call this method. It is documented for the
sole purpose of highlighting the arguments accepted,
and to serve as a guide to creating additional
getSymbols 'methods'.
Usage
getSymbols.oanda(Symbols, env, return.class = "xts", from = Sys.Date() - 499, to = Sys.Date(), ...)
Arguments
Symbols
a character vector specifying the names
of each symbol to be loaded - expressed as a currency pair.
(e.g. U.S. Dollar to Euro rate would be expressed as
a string “USD/EUR”. The naming convention follows from
Oanda.com, and a table of possible values is
available by calling oanda.currencies
env
where to create objects.
return.class
class of returned object
from
Start of series expressed as "CCYY-MM-DD"
to
Start of series expressed as "CCYY-MM-DD"
...
additional parameters
Value
A call to getSymbols(Symbols,src="oanda") will load into the specified
environment one object for each 'Symbol' specified, with class
defined by 'return.class'. Presently this may be 'ts', 'its',
'zoo', 'xts', or 'timeSeries'.
Details
Meant to be called internally by getSymbols only.
Oanda data is 7 day daily average price data, that is Monday through Sunday.
There is a limit of 500 days per request, and getSymbols will
fail with a warning that the limit has been exceeded.