Security Trades By Symbol

Security Trades By Symbol R API Documentation

Returns all trades for a symbol between start time and end time, up to seven days ago for the specified source.

API Class:
IntrinioSDK::SecurityApi
Instance Method:
get_security_trades_by_symbol()

Stock Price Code Example

Use my API Key
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
SecurityApi <- IntrinioSDK::SecurityApi$new(client)
# Required params
identifier <- "AAPL"
source <- NULL
# Optional params
opts <- list(
start_date = NULL,
start_time = NULL,
end_date = NULL,
end_time = NULL,
timezone = "UTC",
darkpool_only = FALSE,
page_size = 100,
min_size = 100,
next_page = NULL
)
response <- SecurityApi$get_security_trades_by_symbol(identifier, source, opts)
print(response)
print(response$content)
הההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההה
XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Parameters

NameTypeDescriptionNotes
identifierCharacterThe ticker symbol for which trades are being requested. 
sourceCharacterThe specific source of the data being requested. Specifying delayed sip will result in the system automatically determining which delayed sip source (cta_delayed, cta_b_delayed, utp_delayed, otc_delayed) to use. 
start_dateDateThe start date for the data being requested.[optional]  
start_timeCharacterThe start time for the data being requested.[optional]  
end_dateDateThe end date for the data being requested.[optional]  
end_timeCharacterThe end time for the data being requested.[optional]  
timezoneCharacterThe timezone the start and end date/times use.[optional] [default to UTC]  
darkpool_onlyLogicalSet to TRUE to show only darkpool trades[optional] [default to FALSE]  
page_sizeIntegerThe maximum number of results to return per page.[optional] [default to 100]  
min_sizeIntegerTrades must be larger or equal to this size.[optional]  
next_pageCharacterGets the next page of data from a previous API call[optional]  


Return Type

object
IntrinioSDK::SecurityTradesResult

Properties

NameTypeDescription
next_pageCharacterThe token required to request the next page of the data. If null, no further results are available.  
sourceCharacterThe source of the trades.  
tradesList of SecurityTradesArray of all the trades in this page of the result.  
trades_data_frameData FrameData frame representation of trades
object
IntrinioSDK::SecurityTrades

Properties

NameTypeDescription
symbolCharacterThe ticker symbol  
timestampPOSIXltThe UTC timestamp at the time of the trade.  
priceNumericThe price of the trade.  
sizeNumericThe size of the trade.  
total_volumeNumericThe total volume of the symbol for the day up to the timestamp point in time.  
market_centerCharacterThe market center for the trade.  
conditionCharacterThe condition of the trade.  
is_darkpoolLogicalIf the trade was darkpool or not.