I’m excited to announce that
Riex package is now available on CRAN! and you can install using:
Main purpose of
RIEX is to efficiently and reliably retrieve stocks and market data via
IEX Cloud API. Platform is offered by Investors Exchange Group – IEX Group. To subscribe, visit: IEX Cloud
Riex release includes basic functions that retrieve data in a standard format – e.g. Data frames. Future releases are expected to:
Rcapabilities including existing packages to effectively provide financial and statistical analysis as well as visualization.
Rpackage that interface with Python modules, classes and functions to further enhance the capability to process and analyze data.
- Optimize code to retrieve data for multiple symbols.
- Add the functionality to store and retrieve data from AWS S3
Secret Key/ Token is required for all API callS. It is available via Account Console and assigned the variable sk in the documentation. e.g. sk <- “sk_…”.
Keep your Secret Token safe. Your Secret Token can make any API call on behalf of your account, including changes that may impact billing such as enabling pay-as-you-go charges.
For more details about best practices to store and encrypt Secret Key/ Token check Managing secrets by Hadley Wickham
Assign valid values to key parameters:
- sk <- “[SECRET KEY]”. e.g. sk <- “sk_…”
- x <- “TSLA”
- r <- “1y”
Account usage details
usage <- iex.key.usage(sk) print(usage)
Time series – OHLC
TSLA <- iex.chart(x, r, sk)
quantmod package for visualization
To check available themes to customize visualization
To apply a different Theme
To create an interactive chart for multiple stocks
Credit: Chris Bow
- Retrieve OHLC data
TSLA <- iex.chart("TSLA", r, sk) GM <- iex.chart("GM", r, sk)
To view top records in time series for TSLA
- Merge data for both stocks
stocks <- cbind(TSLA$Close, GM$Close)
- Change columns names to specify close by symbol
colnames(stocks) <- paste0(c("TSLA", "GM"), ".Close")
- Load the following packages
- Get the first and last date
 “2019-05-15”Setup chart
stocks_chart <- dygraph(stocks, main = "TSLA & GM Closing Price - 1 Year") %>% dySeries("GM.Close", axis = "y2") %>% dyAxis("y", label = "TSLA") %>% dyAxis("y2", label = "GM", valueRange = c(20, 50), independentTicks = TRUE) %>% dyRangeSelector(dateWindow = c("2018-05-16", "2019-05-15")) %>% dyRoller()
Display Interactive Chart in Viewer pane
To save in html format and display in browser, following are the steps:
Install and load
saveWidget(stocks_chart, "stocks_chart.html", selfcontained = TRUE)
IEX Group mission “We’re building fairer markets.” is the motivation for this project and certainly hope to continue supporting their effort and bring value to the community. There has been significant enhancements since launching
IEX Cloud API which makes this project really exciting!!
Your feedback and suggestions will be key to continuously improve
Riex so it becomes relevant and practical to use. Looking forward to feedback and suggestions.. To report any issues or share your pull request, visit GitHub