Bucket trade data over an extended period (testnet)

tn_map_bucket_trades() uses purrr::map_dfr to execute multiple API calls. This is useful when the data you want to return exceeds the maximum 1000 row response limit, but do not want to have to manually call tn_bucket_trades() repeatedly.

tn_map_bucket_trades(
  start_date = "2015-09-25 13:00:00",
  end_date = now(tzone = "UTC"),
  binSize = "1d",
  symbol = "XBTUSD",
  partial = "false",
  filter = NULL,
  use_auth = FALSE,
  verbose = FALSE
)

Arguments

start_date	character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".
end_date	character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".
binSize	character string. The time interval to bucket by, must be one of: "1m", "5m", "1h" or "1d".
symbol	a character string for the instrument symbol. Use available_symbols() to see available symbols.
partial	character string. Either "true" or "false". If "true", will send in-progress (incomplete) bins for the current time period.
filter	an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples in trades().
use_auth	logical. Use TRUE to enable authentication with API key.
verbose	logical. If TRUE, will print information to the console. Useful for long running requests.

References

https://testnet.bitmex.com/api/explorer/#!/Trade/Trade_getBucketed

See also

map_bucket_trades() for more information.

Examples

if (FALSE) {
# Get hourly bucketed trade data between 2020-01-01 and 2020-02-01

tn_map_bucket_trades(
  start_date = "2020-01-01",
  end_date = "2020-02-01",
  binSize = "1h"
)
}