| getSymbols.oanda {quantmod} | R Documentation |
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(\dQuote{x},src=\dQuote{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'.
getSymbols.oanda(Symbols,
env,
return.class = "xts",
from = "2007-01-01",
to = Sys.Date(),
...)
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 |
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 2000 days per request, and getSymbols will fail with a warning that the limit has been exceeded.
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'.
Oanda rates are quoted as one unit of base currency to the equivelant amount of foreign currency.
Jeffrey A. Ryan
Oanda.com http://www.oanda.com
Currencies: getSymbols.FRED,
getSymbols
## Not run:
getSymbols("USD/EUR",src="oanda")
getSymbols("USD/EUR",src="oanda",from="2005-01-01")
## End(Not run)