Stream live price and liquidity data for major currencies, metals, commodities, government bonds and stock indices from the OANDA fxTrade Streaming API.
oanda_stream(instrument, display = 8L, limit, server, apikey)string containing the base currency and quote currency
delimited by '_' or '-' (e.g. "USD_JPY" or "usd-jpy"). Use the
oanda_instruments function to return a list of all valid
instruments.
[default 8L] integer rows of data to display in the console at any one time.
(optional) specify a time in seconds by which to limit the streaming session. The session will end with data returned automatically after the specified time has elapsed.
(optional) specify the "practice" or "live" server according to
the account type held. If not specified, will default to "practice", unless
this has been changed by oanda_switch.
(optional) string containing the OANDA fxTrade API key (personal
access token), or function that returns this string. Does not need to be
specified if already stored as the environment variable
OANDA_API_KEY or by oanda_set_key. Can also be
entered interactively if not specified.
Returned invisibly, a dataframe containing the data for the streaming session on function exit. The latest rows of the dataframe are printed to the console, as governed by the 'display' argument.
This function connects to the OANDA fxTrade Streaming API. Send an interrupt using the 'Esc' key or 'Ctrl+c' to stop the stream and return the session data.
Note: only messages of type 'PRICE' are processed. Messages of type 'HEARTBEAT' consisting of only a timestamp are discarded.
Summarised from the streaming API documentation:
Pricing stream does not include every single price created for the Account
At most 4 prices are sent per second (every 250 milliseconds) for each instrument
If more than one price is created during the 250 millisecond window, only the price in effect at the end of the window is sent
This means that during periods of rapid price movement, not every price is sent
Pricing windows for different connections to the stream are not all aligned in the same way (e.g. to the top of the second)
This means that during periods of rapid price movement, different prices may be observed depending on the alignment for the connection
Please refer to the OANDA fxTrade API vignette by calling:
vignette("xoanda", package = "ichimoku").
if (FALSE) {
# OANDA fxTrade API key required to run this example
data <- oanda_stream("USD_JPY", display = 8L)
}