Bucketed trade data

bucket_trades() retrieves open high low close (OHLC) data for the specified symbol/time frame.

bucket_trades(
  binSize = "1m",
  partial = "false",
  symbol = "XBTUSD",
  count = 1000,
  reverse = "true",
  filter = NULL,
  columns = NULL,
  start = NULL,
  startTime = NULL,
  endTime = NULL,
  use_auth = FALSE
)

Arguments

binSize	character string. The time interval to bucket by, must be one of: "1m", "5m", "1h" or "1d".
partial	character string. Either "true" of "false". If "true", will send in-progress (incomplete) bins for the current time period.
symbol	a character string for the instrument symbol. Use available_symbols() to see available symbols.
count	an optional integer to specify the number of rows to return. Maximum of 1000 (the default) per request.
reverse	an optional character string. Either "true" of "false". If "true", result will be ordered with starting with the newest (defaults to "true").
filter	an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples.
columns	an optional character vector of column names to return. If NULL, all columns will be returned.
start	an optional integer. Can be used to specify the starting point for results.
startTime	an optional character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".
endTime	an optional character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".
use_auth	logical. Use TRUE to enable authentication with API key.

Value

bucket_trades() returns a data.frame containing:

• timestamp: POSIXct. Date and time of trade.

• symbol: character. Instrument ticker.

• open: numeric. Opening price for the bucket.

• high: numeric. Highest price in the bucket.

• low: numeric. Lowest price in the bucket.

• close: numeric. Closing price of the bucket.

• trades: numeric. Number of trades executed within the bucket.

• volume: numeric. Volume in USD.

• vwap: numeric. Volume weighted average price.

• lastSize: numeric. Size of the last trade executed.

• turnover: numeric. How many satoshi were exchanged.

• homeNotional: numeric. BTC value of the bucket.

• foreignNotional: numeric. USD value of the bucket.

Details

The API will only return 1000 rows per call. If the desired time frame requires more than one API call, consider using map_bucket_trades().

References

urlhttps://www.bitmex.com/api/explorer/#!/Trade/Trade_getBucketed

Examples

if (FALSE) {

# Return most recent data for symbol `"ETHUSD"` for 1 hour buckets

bucket_trades(
  binSize = "1h",
  symbol = "ETHUSD",
  count = 10
)
}