Quandl, Quantmod or TrueFX hourly data

Question

I am trying to find the source code in R using either Quantmod, TrueFX, or Quandl to load the historical data of Hourly and H4. Unfortunately, almost every provider has only daily data.

TrueFX provides historical tick data in CSV files, but I just do not want to overload my database with this huge amount of data, since my strategy will use only H1 as the lowest frequency ...

I know workarounds such as exporting csv from MT4, but which creates system-dependent dependencies that I'm trying to avoid.

Can I load historical H1 / H4 currency data using one of the R APIs? and does anyone have any examples?

Thank you very much in advance, HL

Answer 1

You may find the answer that I have given you.

Exact time stamp for currency data (FX)

... be careful that your daily data is, in fact, daily data.

Some tips if you want to get free FX data at higher frequency snapshots than daily:

1) tickdata trueFX, , 4 . xts to.period (, .., ) 4 , csv , - . : .. ( 5 EST 17:00 ) / OHLC). . / trueFX, FX, , ...

2) Interactive Brokers? , Jeff Ryan IBrokers R FX () 5 ... , , ... , IB 15 5 EST, , FX ( ).

Answer 2

, :

Oanda REST.Json api. , H1 H4 ( ) . .

R .json, cronjob wget .json- URL- Oanda REST.

R.json api github jasonlite