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extend getQuote to support tiingo #247

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ethanbsmith opened this Issue Sep 21, 2018 · 1 comment

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ethanbsmith commented Sep 21, 2018

I'm going to work up a PR for getQuote functionality for tiingo. I have a simple version working already, but there are a few design decisions i'd like some feedback on first:

tiingo returns 17 columns that are documented at https://api.tiingo.com/docs/iex/realtime#realtimeData . This raises the following questions:

  1. Should column names like LastsaleTimeStamp be changed to Trade Time and first letter of column names be upper cased to make is more of a direct substitute for the yahoo and av versions? my vote on this would be yes to case changes and no on column names changes, but to add a Trade Time that is a copy of LastsaleTimeStamp
  2. tiingo returns 17 columns should all columns be passed through to the caller, or should it just default to OHLCV and the what functionality from yahoo version be supported? my vote if to return all 17 as its not overly burdensome and has no impact on performance. I will reorder the columns to put OHLCV first.
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ethanbsmith commented Sep 23, 2018

joshuaulrich added a commit to ethanbsmith/quantmod that referenced this issue Nov 10, 2018

Add Tiingo as getQuote() source
Initial version. Waiting on feedback about correct batch size from
Tiingo.

See joshuaulrich#247.

joshuaulrich added a commit to ethanbsmith/quantmod that referenced this issue Nov 10, 2018

Import all symbols if Symbols = NULL
Add support for getting all symbols with NULL symbols parameter.

See joshuaulrich#247.

joshuaulrich added a commit to ethanbsmith/quantmod that referenced this issue Nov 10, 2018

joshuaulrich added a commit to ethanbsmith/quantmod that referenced this issue Nov 10, 2018

joshuaulrich added a commit to ethanbsmith/quantmod that referenced this issue Nov 10, 2018

Fix URL if batch size is not multiple of 100
`min(Symbols,  i + batch.size - 1L)` would always return the second
argument because Symbols is a character vector. This should be
`length(Symbols)`.

Calculate the last batch observation index once at the top of the loop
and use it in the printed message and when creating the URL.

See joshuaulrich#247.

@joshuaulrich joshuaulrich added this to the Release 0.4-14 milestone Nov 24, 2018

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