The still very recent td package for accessing the twelvedata API for financial data has been updated and is now at version 0.0.2.
The time_series access point is now vectorised: supply a vector of symbols, and you receive list of data.frame (or xts) objects. See this tweet teasing out the earliest support for this new featire, and showing a quick four-securities plot. We also added simpler accessors get_quote() and get_price() rounding out the basic API support.
One first bug report alerting us to the fact that our use of RcppSimdJson requires an additional sanitizing of the temporary filename if used on Windows. We will fix that properly soon in new release 0.1.5 of that package; in the meantime you can get hot-fix binary 0.1.4.1 for Windows via install.packages("RcppSimdJson", repos="https://ghrr.github.io/drat") from the ghrr drat.
The NEWS entry follows.
Changes in version 0.0.2 (2021-02-18)
The
time_seriesis now vectorised and can return a list of return objects when given a vector of symbolsThe use of
tools::R_user_dir()is now conditional on having R 4.0.0 or later, older versions can use env.var for api keyNew helper function
store_keyto save api key.New simple accessors
get_quoteandget_price
Courtesy of my CRANberries, there is a comparison to the previous release. For questions or comments use the issue tracker off the GitHub repo.
If you like this or other open-source work I do, you can now sponsor me at GitHub.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.