rRofex!

Overview

This package lets you access ROFEX APIs using R. Having this will enable to integrate ROFEX data easily into R workflows.

Installation

At the moment rRofex is only available through GitHub usind devtools.

Installing with devtools

1. In R install the package devtools.

install.packages("devtools")

2. Once devtools is installed.

library(devtools)
devtools::install_github("gruporofex/rRofex")

References

We provide a convinient wrapper for consuming data from ROFEX APIs:

• Trading API (in development)
• Risk API (to be developed)
• BackOffice API (to be developed)

Trading API (in development)

These are the currently available methods:

• LogIn method
• Request for Reference Data
• Market Data Real Time
• Historical Market Data
• Send Orders

Available environments:

• Demo environrment: go to reMarkets to get credentials.
• Production: it needs credetentials. Please contact: [email protected] for more information.

Examples

library(rRofex)

# Once you have cretencials, you'll be able to get a token when you login
rRofex::trading_login(username = XXX, password = XXX, env = 'reMarkets')

# You can get a complete Reference Data list with details
rRofex::trading_instruments(request = "securities", sec_detailed = T)

# Real Time Prices using the REST APP
rRofex::trading_md(symbol = "DODic19")

# Historical Trades
rRofex::trading_mdh(symbol = "DOJul19", date = "2019-06-06")

Acknowledgements

Development of this software was driven by Primary as part of an Open Source initiative of Grupo Rofex.

Author/Maintainer

• Augusto Hassel

Internal Contributors

• Juan Francisco Gomez