R SDK

  1.33.0

The Intrinio R SDK wraps all API endpoints into an easy-to-use set of classes, methods, and response objects.

R SDK Installation

The new Intrinio R SDK is not yet available via CRAN and must be installed manually.

Once the new Intrinio R SDK reaches version 1.0.0 it will be uploaded to and made available via CRAN, superseding the current Intrinio Stock API Wrapper .

R Studio installed using the Anaconda Navigator may not be able to install the necessary dependencies, due to compilation restrictions

Prerequisites

You'll need the devtools package in order to build the API. Install the devtools package with the following command in R:

> R
> if(!require(devtools)) { install.packages("devtools") }

Installation of the API package

First, clone the Intrinio R-SDK Github repo.

> git clone https://github.com/intrinio/r-sdk.git

Next, set your working directory to where you've cloned the R SDK and using R, execute:

> cd r-sdk
> R
> library(devtools)
> install(".")
View R SDK on GitHub

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"
# Optional params
opts <- list(
start_date = as.Date("2018-01-01"),
end_date = as.Date("2019-01-01"),
frequency = "daily",
page_size = 100,
next_page = NULL
)
response <- SecurityApi$get_security_stock_prices(identifier, opts)
print(response)
print(response$content)
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XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Parameters

NameTypeDescriptionNotes
identifierCharacterA Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID) 
start_dateDateReturn prices on or after the date[optional]  
end_dateDateReturn prices on or before the date[optional]  
frequencyCharacterReturn stock prices in the given frequency[optional] [default to daily]  
page_sizeIntegerThe number of results to return[optional] [default to 100]  
next_pageCharacterGets the next page of data from a previous API call[optional]  


Return Type

object
IntrinioSDK::ApiResponseSecurityStockPrices

Properties

NameTypeDescription
stock_pricesList of StockPriceSummaryThe stock prices for the Security  
stock_prices_data_frameData FrameData frame representation of stock_prices
securitySecuritySummaryThe Security resolved from the given identifier  
next_pageCharacterThe token required to request the next page of the data. If null, no further results are available.  
object
IntrinioSDK::StockPriceSummary

Properties

NameTypeDescription
dateDateThe calendar date that the stock price represents. For non-daily stock prices, this represents the last day in the period (end of the week, month, quarter, year, etc)  
intraperiodLogicalIf TRUE, the stock price represents an unfinished period (be it day, week, quarter, month, or year), meaning that the close price is the latest price available, not the official close price for the period  
frequencyCharacterThe type of period that the stock price represents  
openNumericThe price at the beginning of the period  
highNumericThe highest price over the span of the period  
lowNumericThe lowest price over the span of the period  
closeNumericThe price at the end of the period  
volumeNumericThe number of shares exchanged during the period  
adj_openNumericThe price at the beginning of the period, adjusted for splits and dividends  
adj_highNumericThe highest price over the span of the period, adjusted for splits and dividends  
adj_lowNumericThe lowest price over the span of the period, adjusted for splits and dividends  
adj_closeNumericThe price at the end of the period, adjusted for splits and dividends  
adj_volumeNumericThe number of shares exchanged during the period, adjusted for splits and dividends  
factorNumericThe factor by which to multiply stock prices before this date, in order to calculate historically-adjusted stock prices.  
split_ratioNumericThe ratio of the stock split, if a stock split occurred.  
dividendNumericThe dividend amount, if a dividend was paid.  
changeNumericThe difference in price from the last price for this frequency  
percent_changeNumericThe percent difference in price from the last price for this frequency  
fifty_two_week_highNumericThe 52 week high price (daily only)  
fifty_two_week_lowNumericThe 52 week low price (daily only)  
object
IntrinioSDK::SecuritySummary

Properties

NameTypeDescription
idCharacterThe Intrinio ID for Security  
company_idCharacterThe Intrinio ID for the Company for which the Security is issued  
exchangeCharacterThe exchange's MIC  
exchange_micCharacterThe security's exchange MIC  
stock_exchange_idCharacterThe exchange's Intrinio ID  
nameCharacterThe name of the Security  
codeCharacterA 2-3 digit code classifying the Security (reference)  
currencyCharacterThe currency in which the Security is traded on the exchange  
tickerCharacterThe common/local ticker of the Security  
composite_tickerCharacterThe country-composite ticker of the Security  
figiCharacterThe OpenFIGI identifier  
composite_figiCharacterThe country-composite OpenFIGI identifier  
share_class_figiCharacterThe global-composite OpenFIGI identifier  
primary_listingLogicalIf TRUE, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange  
View Documentation for Stock Prices by Security Example

Release History

1.33.0

Released 02/26/2025

No release notes for this build.

r-sdk-source-code-1.33.0.zip

1.32.0

Released 11/27/2024

No release notes for this build.

r-sdk-source-code-1.32.0.zip

1.31.0

Released 11/21/2024

No release notes for this build.

r-sdk-source-code-1.31.0.zip

1.30.0

Released 10/31/2024
r-sdk-source-code-1.30.0.zip

1.29.0

Released 09/19/2024

Added stock exchange quote endpoint

r-sdk-source-code-1.29.0.zip

1.28.0

Released 08/23/2024

Fix type on one endpoint.
Add quote type fields to equity intervals.

r-sdk-source-code-1.28.0.zip

1.27.1

Released 08/10/2024

No release notes for this build.

r-sdk-source-code-1.27.1.zip

1.27.0

Released 08/02/2024

Quote endpoint
Allow certain endpoints to specify multiple tickers

r-sdk-source-code-1.27.0.zip

1.26.1

Released 07/22/2024

Added bid and ask timestamp properties for equities realtime price quotes.

r-sdk-source-code-1.26.1.zip

1.26.0

Released 07/22/2024

No release notes for this build.

r-sdk-source-code-1.26.0.zip

1.25.4

Released 06/25/2024

No release notes for this build.

r-sdk-source-code-1.25.4.zip

1.25.3

Released 06/05/2024

No release notes for this build.

r-sdk-source-code-1.25.3.zip

1.25.2

Released 04/10/2024

Advanced Company News endpoints

r-sdk-source-code-1.25.2.zip

1.25.0

Released 03/11/2024

No release notes for this build.

r-sdk-source-code-1.25.0.zip

1.24.8

Released 02/20/2024

Added Zacks Sales Estimates endpoint.

r-sdk-source-code-1.24.8.zip

1.24.7

Released 02/06/2024

No release notes for this build.

r-sdk-source-code-1.24.7.zip

1.24.6

Released 02/01/2024

No release notes for this build.

r-sdk-source-code-1.24.6.zip

1.24.5

Released 12/21/2023

Add extended price fields to options realtime calls
Add bid/ask time and size to options eod calls

r-sdk-source-code-1.24.5.zip

1.24.3

Released 12/05/2023

Documentation updates and fixes

r-sdk-source-code-1.24.3.zip

1.24.2

Released 11/08/2023

-Adjusting and releasing Company Public Float endpoint.

r-sdk-source-code-1.24.2.zip

1.24.1

Released 10/03/2023

Added missing preexisting parameters to SDK methods.

r-sdk-source-code-1.24.1.zip

1.24.0

Released 09/08/2023

Add extra hint message to a Trade Alerts endpoint if user doesn’t have access
Fix enum on depreciated intraday endpoint docs
Add date filters to shares outstanding endpoint
Allow either datetime format for param on snapshot endpoints
Add missing next page param to docs for institutional ownership endpoint
Add documentation for market status endpoint

r-sdk-source-code-1.24.0.zip

1.23.0

Released 08/01/2023

Can specify greeks underlying price source in some options calls
Can specify greeks IV method of calculation in some options calls
Update intervals syntax so it can pull from more performant source

r-sdk-source-code-1.23.0.zip

1.22.1

Released 07/12/2023
r-sdk-source-code-1.22.1.zip

1.22.0

Released 06/14/2023

No release notes for this build

r-sdk-source-code-1.22.0.zip

1.21.1

Released 03/28/2023

Added a next_page param in the SDK for an options endpoint where it already exists.

r-sdk-source-code-1.21.1.zip

1.21.0

Released 03/17/2023

Added interval and movers endpoints.

r-sdk-source-code-1.21.0.zip

1.20.5

Released 01/11/2023

Added options intervals and equitites delayed SIP endpoints
Added Intervals Movers endpoints

r-sdk-source-code-1.20.5.zip

1.20.4

Released 09/19/2022
r-sdk-source-code-1.20.4.zip

1.20.3

Released 09/17/2022
r-sdk-source-code-1.20.3.zip