library(RTTWebClient)
library(lubridate)
#>
#> Attaching package: 'lubridate'
#> The following objects are masked from 'package:base':
#>
#> date, intersect, setdiff, union
<- InitPublicWebClient(server = "ttlivewebapi.fxopen.com")
ttWebClient #or use InitPrivateWebClient(server = "ttlivewebapi.fxopen.com", port = 8443, id = "", key = "", secret = "") to set a private connect. Need set HMAC id, key and secret
print(ttWebClient$GetDividendsFromWeb())
#> Warning in strptime(x, fmt, tz = "GMT"): unable to identify current timezone 'C':
#> please set environment variable 'TZ'
#> Time Fee GrossRate Id Symbol
#> 1: 1.575470e+12 0.010 0.62000 6.371091e+17 QCOM
#> 2: 1.575902e+12 0.015 0.06000 6.371113e+17 GCAP
#> 3: 1.575556e+12 0.015 0.22987 6.371113e+17 SQM
#> 4: 1.583280e+12 0.010 0.62000 6.371884e+17 QCOM
#> 5: 1.583280e+12 0.010 3.63000 6.371884e+17 BLK
#> ---
#> 584: 1.606833e+12 0.010 10.00000 6.374177e+17 COST
#> 585: 1.607524e+12 0.010 0.41500 6.374177e+17 PPL
#> 586: 1.607006e+12 0.010 0.79000 6.374186e+17 GPC
#> 587: 1.610116e+12 0.010 0.24500 6.374186e+17 HRL
#> 588: 1.606747e+12 0.010 1.29000 6.374220e+17 MCD
print(ttWebClient$GetSymbolsInfoFromWeb())
#> DefaultSlippage MinCommission LimitsCommission Commission TradeAmountStep
#> 1: 0.02 0 0 0 0.1
#> 2: 0.02 0 0 0 0.1
#> 3: 0.02 0 0 0 0.1
#> 4: 0.02 0 0 0 0.1
#> 5: 0.02 0 0 0 0.1
#> ---
#> 1446: 0.02 0 0 0 1.0
#> 1447: 0.02 0 0 0 1.0
#> 1448: 0.02 0 0 0 1.0
#> 1449: 0.02 0 0 0 1.0
#> 1450: 0.02 0 0 0 1.0
#> MaxTradeAmount MinTradeAmount IsLongOnly IsCloseOnly SwapEnabled
#> 1: 10000 0.1 FALSE FALSE TRUE
#> 2: 10000 0.1 FALSE FALSE TRUE
#> 3: 10000 0.1 FALSE FALSE TRUE
#> 4: 10000 0.1 FALSE FALSE TRUE
#> 5: 10000 0.1 FALSE FALSE TRUE
#> ---
#> 1446: 100000 1.0 FALSE FALSE TRUE
#> 1447: 100000 1.0 FALSE FALSE TRUE
#> 1448: 100000 1.0 FALSE FALSE TRUE
#> 1449: 100000 1.0 FALSE FALSE TRUE
#> 1450: 100000 1.0 FALSE FALSE TRUE
#> IsTradeAllowed TripleSwapDay SwapSizeLong SwapSizeShort Color
#> 1: TRUE 3 -0.0225 -0.0175 -4173747
#> 2: FALSE 3 -0.0225 -0.0175 -4173747
#> 3: TRUE 3 -0.0153 -0.0247 -4173747
#> 4: FALSE 3 -0.0153 -0.0247 -4173747
#> 5: TRUE 3 -0.0153 -0.0247 -4173747
#> ---
#> 1446: FALSE 3 -0.0150 -0.0450 -3278081
#> 1447: TRUE 3 -0.0150 -0.0450 -3278081
#> 1448: FALSE 3 -0.0150 -0.0450 -3278081
#> 1449: TRUE 3 -0.0150 -0.0450 -3278081
#> 1450: FALSE 3 -0.0150 -0.0450 -3278081
#> ProfitCurrencyPrecision MarginCurrencyPrecision Precision
#> 1: 2 2 1
#> 2: 2 2 1
#> 3: 2 2 1
#> 4: 2 2 1
#> 5: 2 2 1
#> ---
#> 1446: 2 2 2
#> 1447: 2 2 2
#> 1448: 2 2 2
#> 1449: 2 2 2
#> 1450: 2 2 2
#> HiddenLimitOrderMarginReduction StopOrderMarginReduction MarginFactor
#> 1: 1 1 0.02
#> 2: 1 1 0.02
#> 3: 1 1 0.02
#> 4: 1 1 0.02
#> 5: 1 1 0.02
#> ---
#> 1446: 1 1 0.20
#> 1447: 1 1 0.20
#> 1448: 1 1 0.20
#> 1449: 1 1 0.20
#> 1450: 1 1 0.20
#> MarginHedged ContractSize MarginMode ProfitMode SwapType
#> 1: 0.5 10 CFD CFD PercentPerYear
#> 2: 0.5 10 CFD CFD PercentPerYear
#> 3: 0.5 10 CFD CFD PercentPerYear
#> 4: 0.5 10 CFD CFD PercentPerYear
#> 5: 0.5 10 CFD CFD PercentPerYear
#> ---
#> 1446: 0.5 1 CFD CFD PercentPerYear
#> 1447: 0.5 1 CFD CFD PercentPerYear
#> 1448: 0.5 1 CFD CFD PercentPerYear
#> 1449: 0.5 1 CFD CFD PercentPerYear
#> 1450: 0.5 1 CFD CFD PercentPerYear
#> CommissionType CommissionChargeType SlippageType ExtendedName
#> 1: Percentage PerDeal Percent S&P ASX 200
#> 2: Percentage PerDeal Percent S&P ASX 200
#> 3: Percentage PerDeal Percent Eurostoxx 50
#> 4: Percentage PerDeal Percent Eurostoxx 50
#> 5: Percentage PerDeal Percent CAC 40
#> ---
#> 1446: Percentage PerLot Percent Zions Bancorporation
#> 1447: Percentage PerLot Percent Zoom Video
#> 1448: Percentage PerLot Percent Zoom Video
#> 1449: Percentage PerLot Percent Zoetis
#> 1450: Percentage PerLot Percent Zoetis
#> SecurityDescription SecurityName StatusGroupId
#> 1: Indices Group 1 CFD Index 1 CFD 00-01
#> 2: Last trades: Indices Group 1 CFD Index 1 CFD 00-01
#> 3: Indices Group 1 CFD Index 1 CFD 00-01
#> 4: Last trades: Indices Group 1 CFD Index 1 CFD 00-01
#> 5: Indices Group 1 CFD Index 1 CFD 00-01
#> ---
#> 1446: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1447: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1448: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1449: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1450: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> MinCommissionCurrency Schedule
#> 1: USD CFD 00-01
#> 2: USD CFD 00-01
#> 3: USD CFD 00-01
#> 4: USD CFD 00-01
#> 5: USD CFD 00-01
#> ---
#> 1446: USD US Stocks
#> 1447: USD US Stocks
#> 1448: USD US Stocks
#> 1449: USD US Stocks
#> 1450: USD US Stocks
#> Description ProfitCurrency
#> 1: Australia 200 Index (AUS200) AUD
#> 2: Last trades: Australia 200 Index (AUS200) AUD
#> 3: Europe 50 Index (ESX50) EUR
#> 4: Last trades: Europe 50 Index (ESX50) EUR
#> 5: France 40 Index (FCHI) EUR
#> ---
#> 1446: Last trades: Zions Bancorporation N.A. (ZION) USD
#> 1447: Zoom Video Communications Inc (ZM) USD
#> 1448: Last trades: Zoom Video Communications Inc (ZM) USD
#> 1449: Zoetis Inc. Class A (ZTS) USD
#> 1450: Last trades: Zoetis Inc. Class A (ZTS) USD
#> MarginCurrency Symbol ISIN
#> 1: ASX #AUS200 XC0006013624
#> 2: ASX #AUS200_L XC0006013624
#> 3: ESX #ESX50 EU0009658145
#> 4: ESX #ESX50_L EU0009658145
#> 5: CAC #FCHI FR0003500008
#> ---
#> 1446: ZION ZION_L US9897011071
#> 1447: ZM ZM US98980L1017
#> 1448: ZM ZM_L US98980L1017
#> 1449: ZTS ZTS US98978V1035
#> 1450: ZTS ZTS_L US98978V1035
print(ttWebClient$GetBarFromWeb("EURUSD", "Bid","M1", round(as.double(now("UTC")) * 1000), count = -10))
#> Volume Close Low High Open Timestamp
#> 1: 552549000 1.20797 1.20787 1.20801 1.20790 1.613658e+12
#> 2: 494475000 1.20772 1.20768 1.20802 1.20797 1.613658e+12
#> 3: 226450000 1.20771 1.20766 1.20778 1.20771 1.613658e+12
#> 4: 130950000 1.20778 1.20767 1.20782 1.20771 1.613658e+12
#> 5: 361703000 1.20754 1.20753 1.20783 1.20777 1.613659e+12
#> 6: 323840000 1.20768 1.20754 1.20782 1.20754 1.613659e+12
#> 7: 279023000 1.20741 1.20739 1.20776 1.20768 1.613659e+12
#> 8: 269344000 1.20750 1.20740 1.20767 1.20740 1.613659e+12
#> 9: 419000000 1.20765 1.20746 1.20769 1.20750 1.613659e+12
#> 10: 427646000 1.20779 1.20757 1.20780 1.20763 1.613659e+12
print(ttWebClient$GetTicksFromWeb("EURUSD", round(as.double(now("UTC")) * 1000), count = -10))
#> Timestamp BidPrice BidVolume BidType AskPrice AskVolume AskType
#> 1: 1.613659e+12 1.20779 500000 Bid 1.20781 700000 Ask
#> 2: 1.613659e+12 1.20779 500000 Bid 1.20781 200000 Ask
#> 3: 1.613659e+12 1.20778 1000000 Bid 1.20781 1300000 Ask
#> 4: 1.613659e+12 1.20778 500000 Bid 1.20781 2500000 Ask
#> 5: 1.613659e+12 1.20778 1000000 Bid 1.20781 2100000 Ask
#> 6: 1.613659e+12 1.20782 500000 Bid 1.20784 121000 Ask
#> 7: 1.613659e+12 1.20783 1000000 Bid 1.20785 200000 Ask
#> 8: 1.613659e+12 1.20783 1200000 Bid 1.20785 200000 Ask
#> 9: 1.613659e+12 1.20783 1400000 Bid 1.20785 200000 Ask
#> 10: 1.613659e+12 1.20782 500000 Bid 1.20783 200000 Ask
<- InitRTTWebApiHost(server = "ttlivewebapi.fxopen.com") ttWebApiHost
print(ttWebApiHost$GetDividends())
#> Time Fee GrossRate Id Symbol
#> 1: 1.575470e+12 0.010 0.62000 6.371091e+17 QCOM
#> 2: 1.575902e+12 0.015 0.06000 6.371113e+17 GCAP
#> 3: 1.575556e+12 0.015 0.22987 6.371113e+17 SQM
#> 4: 1.583280e+12 0.010 0.62000 6.371884e+17 QCOM
#> 5: 1.583280e+12 0.010 3.63000 6.371884e+17 BLK
#> ---
#> 584: 1.606833e+12 0.010 10.00000 6.374177e+17 COST
#> 585: 1.607524e+12 0.010 0.41500 6.374177e+17 PPL
#> 586: 1.607006e+12 0.010 0.79000 6.374186e+17 GPC
#> 587: 1.610116e+12 0.010 0.24500 6.374186e+17 HRL
#> 588: 1.606747e+12 0.010 1.29000 6.374220e+17 MCD
print(ttWebApiHost$GetSymbolsInfo())
#> DefaultSlippage MinCommission LimitsCommission Commission TradeAmountStep
#> 1: 0.02 0 0 0 0.1
#> 2: 0.02 0 0 0 0.1
#> 3: 0.02 0 0 0 0.1
#> 4: 0.02 0 0 0 0.1
#> 5: 0.02 0 0 0 0.1
#> ---
#> 1446: 0.02 0 0 0 1.0
#> 1447: 0.02 0 0 0 1.0
#> 1448: 0.02 0 0 0 1.0
#> 1449: 0.02 0 0 0 1.0
#> 1450: 0.02 0 0 0 1.0
#> MaxTradeAmount MinTradeAmount IsLongOnly IsCloseOnly SwapEnabled
#> 1: 10000 0.1 FALSE FALSE TRUE
#> 2: 10000 0.1 FALSE FALSE TRUE
#> 3: 10000 0.1 FALSE FALSE TRUE
#> 4: 10000 0.1 FALSE FALSE TRUE
#> 5: 10000 0.1 FALSE FALSE TRUE
#> ---
#> 1446: 100000 1.0 FALSE FALSE TRUE
#> 1447: 100000 1.0 FALSE FALSE TRUE
#> 1448: 100000 1.0 FALSE FALSE TRUE
#> 1449: 100000 1.0 FALSE FALSE TRUE
#> 1450: 100000 1.0 FALSE FALSE TRUE
#> IsTradeAllowed TripleSwapDay SwapSizeLong SwapSizeShort Color
#> 1: TRUE 3 -0.0225 -0.0175 -4173747
#> 2: FALSE 3 -0.0225 -0.0175 -4173747
#> 3: TRUE 3 -0.0153 -0.0247 -4173747
#> 4: FALSE 3 -0.0153 -0.0247 -4173747
#> 5: TRUE 3 -0.0153 -0.0247 -4173747
#> ---
#> 1446: FALSE 3 -0.0150 -0.0450 -3278081
#> 1447: TRUE 3 -0.0150 -0.0450 -3278081
#> 1448: FALSE 3 -0.0150 -0.0450 -3278081
#> 1449: TRUE 3 -0.0150 -0.0450 -3278081
#> 1450: FALSE 3 -0.0150 -0.0450 -3278081
#> ProfitCurrencyPrecision MarginCurrencyPrecision Precision
#> 1: 2 2 1
#> 2: 2 2 1
#> 3: 2 2 1
#> 4: 2 2 1
#> 5: 2 2 1
#> ---
#> 1446: 2 2 2
#> 1447: 2 2 2
#> 1448: 2 2 2
#> 1449: 2 2 2
#> 1450: 2 2 2
#> HiddenLimitOrderMarginReduction StopOrderMarginReduction MarginFactor
#> 1: 1 1 0.02
#> 2: 1 1 0.02
#> 3: 1 1 0.02
#> 4: 1 1 0.02
#> 5: 1 1 0.02
#> ---
#> 1446: 1 1 0.20
#> 1447: 1 1 0.20
#> 1448: 1 1 0.20
#> 1449: 1 1 0.20
#> 1450: 1 1 0.20
#> MarginHedged ContractSize MarginMode ProfitMode SwapType
#> 1: 0.5 10 CFD CFD PercentPerYear
#> 2: 0.5 10 CFD CFD PercentPerYear
#> 3: 0.5 10 CFD CFD PercentPerYear
#> 4: 0.5 10 CFD CFD PercentPerYear
#> 5: 0.5 10 CFD CFD PercentPerYear
#> ---
#> 1446: 0.5 1 CFD CFD PercentPerYear
#> 1447: 0.5 1 CFD CFD PercentPerYear
#> 1448: 0.5 1 CFD CFD PercentPerYear
#> 1449: 0.5 1 CFD CFD PercentPerYear
#> 1450: 0.5 1 CFD CFD PercentPerYear
#> CommissionType CommissionChargeType SlippageType ExtendedName
#> 1: Percentage PerDeal Percent S&P ASX 200
#> 2: Percentage PerDeal Percent S&P ASX 200
#> 3: Percentage PerDeal Percent Eurostoxx 50
#> 4: Percentage PerDeal Percent Eurostoxx 50
#> 5: Percentage PerDeal Percent CAC 40
#> ---
#> 1446: Percentage PerLot Percent Zions Bancorporation
#> 1447: Percentage PerLot Percent Zoom Video
#> 1448: Percentage PerLot Percent Zoom Video
#> 1449: Percentage PerLot Percent Zoetis
#> 1450: Percentage PerLot Percent Zoetis
#> SecurityDescription SecurityName StatusGroupId
#> 1: Indices Group 1 CFD Index 1 CFD 00-01
#> 2: Last trades: Indices Group 1 CFD Index 1 CFD 00-01
#> 3: Indices Group 1 CFD Index 1 CFD 00-01
#> 4: Last trades: Indices Group 1 CFD Index 1 CFD 00-01
#> 5: Indices Group 1 CFD Index 1 CFD 00-01
#> ---
#> 1446: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1447: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1448: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1449: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1450: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> MinCommissionCurrency Schedule
#> 1: USD CFD 00-01
#> 2: USD CFD 00-01
#> 3: USD CFD 00-01
#> 4: USD CFD 00-01
#> 5: USD CFD 00-01
#> ---
#> 1446: USD US Stocks
#> 1447: USD US Stocks
#> 1448: USD US Stocks
#> 1449: USD US Stocks
#> 1450: USD US Stocks
#> Description ProfitCurrency
#> 1: Australia 200 Index (AUS200) AUD
#> 2: Last trades: Australia 200 Index (AUS200) AUD
#> 3: Europe 50 Index (ESX50) EUR
#> 4: Last trades: Europe 50 Index (ESX50) EUR
#> 5: France 40 Index (FCHI) EUR
#> ---
#> 1446: Last trades: Zions Bancorporation N.A. (ZION) USD
#> 1447: Zoom Video Communications Inc (ZM) USD
#> 1448: Last trades: Zoom Video Communications Inc (ZM) USD
#> 1449: Zoetis Inc. Class A (ZTS) USD
#> 1450: Last trades: Zoetis Inc. Class A (ZTS) USD
#> MarginCurrency Symbol ISIN
#> 1: ASX #AUS200 XC0006013624
#> 2: ASX #AUS200_L XC0006013624
#> 3: ESX #ESX50 EU0009658145
#> 4: ESX #ESX50_L EU0009658145
#> 5: CAC #FCHI FR0003500008
#> ---
#> 1446: ZION ZION_L US9897011071
#> 1447: ZM ZM US98980L1017
#> 1448: ZM ZM_L US98980L1017
#> 1449: ZTS ZTS US98978V1035
#> 1450: ZTS ZTS_L US98978V1035
print(ttWebApiHost$GetBarsHistory("EURUSD", "Bid","M1", now("UTC") - days(1), now("UTC")))
#> Volume Close Low High Open Timestamp
#> 1: 227450000 1.20458 1.20422 1.20463 1.20434 2021-02-17 14:35:00
#> 2: 258455000 1.20457 1.20455 1.20475 1.20458 2021-02-17 14:36:00
#> 3: 259045000 1.20442 1.20439 1.20475 1.20456 2021-02-17 14:37:00
#> 4: 282007000 1.20438 1.20423 1.20445 1.20440 2021-02-17 14:38:00
#> 5: 34996000 1.20416 1.20415 1.20451 1.20438 2021-02-17 14:39:00
#> ---
#> 1413: 279023000 1.20741 1.20739 1.20776 1.20768 2021-02-18 14:31:00
#> 1414: 269344000 1.20750 1.20740 1.20767 1.20740 2021-02-18 14:32:00
#> 1415: 419000000 1.20765 1.20746 1.20769 1.20750 2021-02-18 14:33:00
#> 1416: 427646000 1.20779 1.20757 1.20780 1.20763 2021-02-18 14:34:00
#> 1417: 60782000 1.20782 1.20778 1.20783 1.20778 2021-02-18 14:35:00
print(ttWebApiHost$GetTickHistory("EURUSD", now("UTC") - days(1), now("UTC")))
#> Timestamp BidPrice BidVolume BidType AskPrice AskVolume
#> 1: 2021-02-17 14:35:05 1.20422 1850000 Bid 1.20426 248000
#> 2: 2021-02-17 14:35:05 1.20422 1850000 Bid 1.20426 700000
#> 3: 2021-02-17 14:35:06 1.20422 850000 Bid 1.20426 700000
#> 4: 2021-02-17 14:35:06 1.20424 1000000 Bid 1.20426 652000
#> 5: 2021-02-17 14:35:06 1.20424 1000000 Bid 1.20427 48000
#> ---
#> 115627: 2021-02-18 14:35:04 1.20781 1400000 Bid 1.20784 200000
#> 115628: 2021-02-18 14:35:05 1.20781 1000000 Bid 1.20784 321000
#> 115629: 2021-02-18 14:35:05 1.20782 1600000 Bid 1.20784 200000
#> 115630: 2021-02-18 14:35:05 1.20782 2300000 Bid 1.20784 200000
#> 115631: 2021-02-18 14:35:05 1.20782 2000000 Bid 1.20784 200000
#> AskType
#> 1: Ask
#> 2: Ask
#> 3: Ask
#> 4: Ask
#> 5: Ask
#> ---
#> 115627: Ask
#> 115628: Ask
#> 115629: Ask
#> 115630: Ask
#> 115631: Ask