AlphavantageForex

This library allows the user to download FX data from Alphavantage

Getting Started

This library is built to allow user to quickly download FX data from Alphavantage. You can visit Alphavantage to access documentation.

Prerequisites

API: Goto https://www.alphavantage.co/support/#api-key to claim your free API.

devtools package

Installing

Install this package

devtools::install_github("Boniface316/AlphavantageForex")

Downloading data

Please refer to interactive/download_FX_data.R to see intruction on downloading the data.

Exploring data

Explain what these tests test and why

Exploring the currency frequency

> head(EURUSD)
             open   high    low  close
2001-10-31 0.9048 0.9078 0.8983 0.8999
2001-11-01 0.9000 0.9119 0.8990 0.9036
2001-11-02 0.9037 0.9069 0.9004 0.9023
2001-11-05 0.9030 0.9030 0.8940 0.8973
2001-11-06 0.8973 0.8993 0.8953 0.8972
2001-11-07 0.8976 0.9046 0.8935 0.8950

Start dates of major currency pairs downloaded

> lapply(masterData, head, n = 1)
$EURUSD
             open   high    low  close
2001-10-31 0.9048 0.9078 0.8983 0.8999

$USDJPY
             open   high    low  close
2001-10-31 121.98 122.62 121.61 122.31

$GBPUSD
             open  high  low close
2001-10-31 1.4525 1.457 1.45 1.455

$AUDUSD
             open   high   low  close
2001-10-31 0.5039 0.5064 0.502 0.5034

$USDCHF
             open   high    low  close
2001-10-30 1.6301 1.6307 1.6148 1.6234

Author

• Boniface Yogendran

License

This project is licensed under the MIT License - see the LICENSE.md file for details