This library allows the user to download FX data from Alphavantage
This library is built to allow user to quickly download FX data from Alphavantage. You can visit Alphavantage to access documentation.
API: Goto https://www.alphavantage.co/support/#api-key to claim your free API.
devtools package
Install this package
devtools::install_github("Boniface316/AlphavantageForex")
Please refer to interactive/download_FX_data.R to see intruction on downloading the data.
Explain what these tests test and why
Exploring the currency frequency
> head(EURUSD)
open high low close
2001-10-31 0.9048 0.9078 0.8983 0.8999
2001-11-01 0.9000 0.9119 0.8990 0.9036
2001-11-02 0.9037 0.9069 0.9004 0.9023
2001-11-05 0.9030 0.9030 0.8940 0.8973
2001-11-06 0.8973 0.8993 0.8953 0.8972
2001-11-07 0.8976 0.9046 0.8935 0.8950
Start dates of major currency pairs downloaded
> lapply(masterData, head, n = 1)
$EURUSD
open high low close
2001-10-31 0.9048 0.9078 0.8983 0.8999
$USDJPY
open high low close
2001-10-31 121.98 122.62 121.61 122.31
$GBPUSD
open high low close
2001-10-31 1.4525 1.457 1.45 1.455
$AUDUSD
open high low close
2001-10-31 0.5039 0.5064 0.502 0.5034
$USDCHF
open high low close
2001-10-30 1.6301 1.6307 1.6148 1.6234
This project is licensed under the MIT License - see the LICENSE.md file for details