Extract data from Alpha Vantage returned data

av_extract_df() pulls out nested data.frames from mixed data returned by av_get_pf() av_extract_fx() returns a simplified FX quote in data.table formfrom av_get_pf() calls. av_extract_analytics() returns melted data.table from calls to av_get_pf("ANALYTICS_FIXED_WINDOW") or av_get_pf("ANALYTICS_SLIDING_WINDOW") av_extract_divs_or_splits() returns melted data.table from calls to av_get_pf("DIVIDENDS") or av_get_pf("SPLITS")

Usage

av_extract_df(indta, grepstring = "", melt = FALSE, empty_dt_onerror = FALSE)

av_extract_fx(indta, outputform = "common", cols = "")

av_extract_analytics(indta, separate_vars = FALSE)

av_extract_divs_or_splits(indta)

Arguments

indta

A data.table as returned by av_get()

grepstring

select which variable (data item) to unnest in data.table returned from av_get_pf

melt

Return data in melted/normalized form

empty_dt_onerror

(default : FALSE): Return gracefully an empty data.table if requested item is not present.

outputform

(default : common, av_extract_fx() only): Use common names from REALTIME_BULK_QUOTES

cols

(default : all columns: av_extract_fx() only): String or List of columns to return `

separate_vars

(default : FALSE) separate out multiple levels of variable names into new keys

Value

Extracted data.tables for nested data returned from av_get_pf(), If grepstring is not specified, first nested table is returned. av_extract_fx() returns a shortened data.table with FX quotes.

Details

av_get_pf() frequently returns a nested data.table, or a structure with nested data.frames. These are utilities functions to extract, filter and summarize returned values.

See also

av_get_pf(), av_grep_opts()

Examples

if (FALSE) { # \dontrun{
av_get_pf("","MARKET_STATUS")  |> av_extract_df()
av_get_pf("","TOP_GAINERS_LOSERS") |> av_extract_df("top_losers")
av_get_pf("USD/BRL","CURRENCY_EXCHANGE_RATE") |> av_extract_fx()
av_get_pf(c("ORCL","IBM"),"ANALYTICS_FIXED_WINDOW") |> av_extract_analytics(separate_vars=TRUE)
} # }