tn_bucket_trades {bitmexr} | R Documentation |
Bucketed trade data (testnet)
Description
tn_bucket_trades()
retrieves open high low close (OHLC) data for the specified symbol/time frame.
Usage
tn_bucket_trades(
binSize = "1m",
partial = "false",
symbol = "XBTUSD",
count = 1000,
reverse = "true",
filter = NULL,
columns = NULL,
start = NULL,
startTime = NULL,
endTime = NULL,
use_auth = FALSE
)
Arguments
binSize |
character string.
The time interval to bucket by, must be one of: |
partial |
character string. Either |
symbol |
a character string for the instrument symbol.
Use |
count |
an optional integer to specify the number of rows to return. Maximum of 1000 (the default) per request. |
reverse |
an optional character string. Either |
filter |
an optional character string for table filtering.
Send JSON key/value pairs, such as |
columns |
an optional character vector of column names to return.
If |
start |
an optional integer. Can be used to specify the starting point for results. |
startTime |
an optional character string.
Starting date for results in the format |
endTime |
an optional character string.
Ending date for results in the format |
use_auth |
logical. Use |
Details
The API will only return 1000 rows per call. If the desired time frame requires more than one API call,
consider using tn_map_bucket_trades()
.
Examples
## Not run:
# Return most recent data for symbol `"ETHUSD"` for 1 hour buckets
tn_bucket_trades(
binSize = "1h",
symbol = "ETHUSD",
count = 10
)
## End(Not run)