schwabr (version 0.1.3)

schwab_priceHistory: Get price history for a multiple securities

Description

Open, Close, High, Low, and Volume for one or more securities

Usage

schwab_priceHistory(
  tickers = c("AAPL", "MSFT"),
  startDate = Sys.Date() - 30,
  endDate = Sys.Date(),
  freq = c("daily", "1min", "5min", "10min", "15min", "30min"),
  accessTokenList = NULL
)

Value

a tibble of historical price data

Arguments

tickers

a vector of tickers - no more than 15 will be pulled. for bigger requests, split up the request or use the 'Tiingo API', 'FMP Cloud API', or other free data providers

startDate

the Starting point of the data

endDate

the Ending point of the data

freq

the frequency of the interval. Can be daily, 1min, 5min, 10min, 15min, or 30min

accessTokenList

A valid Access Token must be set using the output from schwab_auth3_accessToken. The most recent Access Token will be used by default unless one is manually passed into the function.

Details

Pulls price history for a list of security based on the parameters that include a date range and frequency of the interval. Depending on the frequency interval, data can only be pulled back to a certain date. For example, at a one minute interval, data can only be pulled for 30-35 days. Prices are adjusted for splits but not dividends.

PLEASE NOTE: Large data requests will take time to pull back because of the looping nature. The 'Schwab API' does not allow bulk ticker request, so this is simply running each ticker individually. For faster and better historical data pulls, try the 'Tiingo API' or 'FMP Cloud API'

Examples

if (FALSE) {

# Set the access token and a provide a vector of one or more tickers
refreshToken = readRDS('/secure/location/')
accessToken = schwab_auth_accessToken(refreshToken, 'consumerKey')
tickHist5min = schwab_priceHistory(c('TSLA','AAPL'), freq='5min')

# The default is daily. Access token is optional once it's been set
tickHistDay = schwab_priceHistory(c('SPY','IWM'), startDate = '1990-01-01')

}