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Fetch data from the Tiingo API with a getSymbols.tiingo() method. #220

Merged
merged 3 commits into from
Apr 9, 2018
Merged

Fetch data from the Tiingo API with a getSymbols.tiingo() method. #220

merged 3 commits into from
Apr 9, 2018

Commits on Apr 9, 2018

  1. Add getSymbols.tiingo() method 

    This enables package users to download historical OHLC, Adjusted OHLC,
Dividend, and Split information from the Tiingo API. Tiingo's free
offering allows access to 60K global securities for 30+ years. Tiingo
provides daily, weekly, monthly, and annual frequencies.

Details of the service can be found at the following links
https://www.tiingo.com/pricing
https://api.tiingo.com/docs/tiingo/daily

Tiingo also provides fundamentals and a 5 minute delay quote system,
though this implementation includes no provision for downloading them.
    @SteveBronder @joshuaulrich
    SteveBronder authored and joshuaulrich committed Apr 9, 2018
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  2. Select columns and add adjust argument 

    Tiingo added a new 'columns' argument to the API that allows the user
to request only specific columns. This allows us to pull only raw or
adjusted data.

Add 'adjust' argument to allow user to specify either raw or adjusted
data.
    @SteveBronder @joshuaulrich
    SteveBronder authored and joshuaulrich committed Apr 9, 2018
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  3. Check for rate-limit error 

    The Tiingo JSON API responds with a HTTP 429 status when a user goes
over the rate limit and download.file() throws an error. The CSV API
responds with a HTTP 200 (OK) status even if a user goes over the rate
limit. In both cases, the temporary file contains the error message.

Use curl_fetch_disk() to avoid any error while processing the server
response. Check that the temporary file contains a header with the
columns requested, and throw an error if it doesn't.
    @joshuaulrich
    joshuaulrich committed Apr 9, 2018
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