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
#> ---
#> 1474: 0.02 0 0 0 1.0
#> 1475: 0.02 0 0 0 1.0
#> 1476: 0.02 0 0 0 1.0
#> 1477: 0.02 0 0 0 1.0
#> 1478: 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
#> ---
#> 1474: 100000 1.0 FALSE FALSE TRUE
#> 1475: 100000 1.0 FALSE FALSE TRUE
#> 1476: 100000 1.0 FALSE FALSE TRUE
#> 1477: 100000 1.0 FALSE FALSE TRUE
#> 1478: 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
#> ---
#> 1474: FALSE 3 -0.0150 -0.0450 -3278081
#> 1475: TRUE 3 -0.0150 -0.0450 -3278081
#> 1476: FALSE 3 -0.0150 -0.0450 -3278081
#> 1477: TRUE 3 -0.0150 -0.0450 -3278081
#> 1478: 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
#> ---
#> 1474: 2 2 2
#> 1475: 2 2 2
#> 1476: 2 2 2
#> 1477: 2 2 2
#> 1478: 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
#> ---
#> 1474: 1 1 0.20
#> 1475: 1 1 0.20
#> 1476: 1 1 0.20
#> 1477: 1 1 0.20
#> 1478: 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
#> ---
#> 1474: 0.5 1 CFD CFD PercentPerYear
#> 1475: 0.5 1 CFD CFD PercentPerYear
#> 1476: 0.5 1 CFD CFD PercentPerYear
#> 1477: 0.5 1 CFD CFD PercentPerYear
#> 1478: 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
#> ---
#> 1474: Percentage PerLot Percent Zions Bancorporation
#> 1475: Percentage PerLot Percent Zoom Video
#> 1476: Percentage PerLot Percent Zoom Video
#> 1477: Percentage PerLot Percent Zoetis
#> 1478: 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
#> ---
#> 1474: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1475: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1476: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1477: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1478: 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
#> ---
#> 1474: USD US Stocks
#> 1475: USD US Stocks
#> 1476: USD US Stocks
#> 1477: USD US Stocks
#> 1478: 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
#> ---
#> 1474: Last trades: Zions Bancorporation N.A. (ZION) USD
#> 1475: Zoom Video Communications Inc (ZM) USD
#> 1476: Last trades: Zoom Video Communications Inc (ZM) USD
#> 1477: Zoetis Inc. Class A (ZTS) USD
#> 1478: 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
#> ---
#> 1474: ZION ZION_L US9897011071
#> 1475: ZM ZM US98980L1017
#> 1476: ZM ZM_L US98980L1017
#> 1477: ZTS ZTS US98978V1035
#> 1478: ZTS ZTS_L US98978V1035
print(ttWebClient$GetBarFromWeb("EURUSD", "Bid","M1", round(as.double(now("UTC")) * 1000), count = -10))
#> Volume Close Low High Open Timestamp
#> 1: 13200000 1.18908 1.18899 1.18910 1.18899 1.615310e+12
#> 2: 8004000 1.18895 1.18895 1.18908 1.18908 1.615310e+12
#> 3: 6399000 1.18883 1.18882 1.18897 1.18894 1.615310e+12
#> 4: 10600000 1.18872 1.18869 1.18889 1.18886 1.615310e+12
#> 5: 14036000 1.18859 1.18859 1.18872 1.18871 1.615310e+12
#> 6: 12200000 1.18858 1.18851 1.18861 1.18861 1.615310e+12
#> 7: 12400000 1.18855 1.18851 1.18871 1.18858 1.615311e+12
#> 8: 13000000 1.18847 1.18845 1.18858 1.18858 1.615311e+12
#> 9: 19510000 1.18857 1.18846 1.18874 1.18848 1.615311e+12
#> 10: 10600000 1.18839 1.18836 1.18857 1.18857 1.615311e+12
print(ttWebClient$GetTicksFromWeb("EURUSD", round(as.double(now("UTC")) * 1000), count = -10))
#> Timestamp BidPrice BidVolume BidType AskPrice AskVolume AskType
#> 1: 1.615311e+12 1.18839 200000 Bid 1.18842 200000 Ask
#> 2: 1.615311e+12 1.18838 200000 Bid 1.18842 200000 Ask
#> 3: 1.615311e+12 1.18839 200000 Bid 1.18842 200000 Ask
#> 4: 1.615311e+12 1.18838 200000 Bid 1.18842 200000 Ask
#> 5: 1.615311e+12 1.18843 200000 Bid 1.18846 200000 Ask
#> 6: 1.615311e+12 1.18842 200000 Bid 1.18845 200000 Ask
#> 7: 1.615311e+12 1.18845 200000 Bid 1.18848 200000 Ask
#> 8: 1.615311e+12 1.18844 200000 Bid 1.18847 200000 Ask
#> 9: 1.615311e+12 1.18843 200000 Bid 1.18847 200000 Ask
#> 10: 1.615311e+12 1.18842 200000 Bid 1.18846 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
#> ---
#> 1474: 0.02 0 0 0 1.0
#> 1475: 0.02 0 0 0 1.0
#> 1476: 0.02 0 0 0 1.0
#> 1477: 0.02 0 0 0 1.0
#> 1478: 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
#> ---
#> 1474: 100000 1.0 FALSE FALSE TRUE
#> 1475: 100000 1.0 FALSE FALSE TRUE
#> 1476: 100000 1.0 FALSE FALSE TRUE
#> 1477: 100000 1.0 FALSE FALSE TRUE
#> 1478: 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
#> ---
#> 1474: FALSE 3 -0.0150 -0.0450 -3278081
#> 1475: TRUE 3 -0.0150 -0.0450 -3278081
#> 1476: FALSE 3 -0.0150 -0.0450 -3278081
#> 1477: TRUE 3 -0.0150 -0.0450 -3278081
#> 1478: 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
#> ---
#> 1474: 2 2 2
#> 1475: 2 2 2
#> 1476: 2 2 2
#> 1477: 2 2 2
#> 1478: 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
#> ---
#> 1474: 1 1 0.20
#> 1475: 1 1 0.20
#> 1476: 1 1 0.20
#> 1477: 1 1 0.20
#> 1478: 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
#> ---
#> 1474: 0.5 1 CFD CFD PercentPerYear
#> 1475: 0.5 1 CFD CFD PercentPerYear
#> 1476: 0.5 1 CFD CFD PercentPerYear
#> 1477: 0.5 1 CFD CFD PercentPerYear
#> 1478: 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
#> ---
#> 1474: Percentage PerLot Percent Zions Bancorporation
#> 1475: Percentage PerLot Percent Zoom Video
#> 1476: Percentage PerLot Percent Zoom Video
#> 1477: Percentage PerLot Percent Zoetis
#> 1478: 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
#> ---
#> 1474: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1475: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1476: Last trades: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1477: US Stocks & ETFs US Stocks & ETFs US Stocks
#> 1478: 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
#> ---
#> 1474: USD US Stocks
#> 1475: USD US Stocks
#> 1476: USD US Stocks
#> 1477: USD US Stocks
#> 1478: 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
#> ---
#> 1474: Last trades: Zions Bancorporation N.A. (ZION) USD
#> 1475: Zoom Video Communications Inc (ZM) USD
#> 1476: Last trades: Zoom Video Communications Inc (ZM) USD
#> 1477: Zoetis Inc. Class A (ZTS) USD
#> 1478: 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
#> ---
#> 1474: ZION ZION_L US9897011071
#> 1475: ZM ZM US98980L1017
#> 1476: ZM ZM_L US98980L1017
#> 1477: ZTS ZTS US98978V1035
#> 1478: ZTS ZTS_L US98978V1035
print(ttWebApiHost$GetBarsHistory("EURUSD", "Bid","M1", now("UTC") - days(1), now("UTC")))
#> Volume Close Low High Open Timestamp
#> 1: 11400000 1.18535 1.18535 1.18542 1.18539 2021-03-08 17:26:00
#> 2: 10413000 1.18539 1.18532 1.18549 1.18534 2021-03-08 17:27:00
#> 3: 12553000 1.18510 1.18510 1.18539 1.18539 2021-03-08 17:28:00
#> 4: 15549000 1.18517 1.18506 1.18523 1.18513 2021-03-08 17:29:00
#> 5: 17872000 1.18519 1.18516 1.18536 1.18518 2021-03-08 17:30:00
#> ---
#> 1422: 12400000 1.18855 1.18851 1.18871 1.18858 2021-03-09 17:22:00
#> 1423: 13000000 1.18847 1.18845 1.18858 1.18858 2021-03-09 17:23:00
#> 1424: 19510000 1.18857 1.18846 1.18874 1.18848 2021-03-09 17:24:00
#> 1425: 10600000 1.18839 1.18836 1.18857 1.18857 2021-03-09 17:25:00
#> 1426: 10403000 1.18863 1.18831 1.18868 1.18838 2021-03-09 17:26:00
print(ttWebApiHost$GetTickHistory("EURUSD", now("UTC") - days(1), now("UTC")))
#> Timestamp BidPrice BidVolume BidType AskPrice AskVolume
#> 1: 2021-03-08 17:26:58 1.18536 2e+05 Bid 1.18540 2e+05
#> 2: 2021-03-08 17:26:59 1.18535 2e+05 Bid 1.18539 2e+05
#> 3: 2021-03-08 17:26:59 1.18535 2e+05 Bid 1.18537 2e+05
#> 4: 2021-03-08 17:27:00 1.18534 2e+05 Bid 1.18537 2e+05
#> 5: 2021-03-08 17:27:01 1.18532 2e+05 Bid 1.18535 2e+05
#> ---
#> 85498: 2021-03-09 17:26:57 1.18867 2e+05 Bid 1.18871 2e+05
#> 85499: 2021-03-09 17:26:57 1.18867 2e+05 Bid 1.18872 2e+05
#> 85500: 2021-03-09 17:26:57 1.18868 2e+05 Bid 1.18872 2e+05
#> 85501: 2021-03-09 17:26:57 1.18863 2e+05 Bid 1.18868 2e+05
#> 85502: 2021-03-09 17:26:58 1.18864 2e+05 Bid 1.18868 2e+05
#> AskType
#> 1: Ask
#> 2: Ask
#> 3: Ask
#> 4: Ask
#> 5: Ask
#> ---
#> 85498: Ask
#> 85499: Ask
#> 85500: Ask
#> 85501: Ask
#> 85502: Ask