R market data API: OHLCV to xts with httr2
Replace the quantmod getSymbols loading step with an R market data API: fetch US stock OHLCV bars with httr2, paginate by cursor and build an xts object.
Tag · cursor pagination
cursor pagination
7 posts on cursor pagination from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.
Posts tagged cursor pagination
Cursor pagination for market data APIs: pull years of 1-minute OHLCV bars without gaps
How cursor pagination works on a market data API, with request math, a Python loop, and a gap check for multi-year pulls of 1-minute OHLCV bars.
How to get historical stock price data from a REST API (daily and intraday OHLCV)
How to pull daily and intraday OHLCV stock bars from a REST API: request format, response fields, intervals, cursor pagination, history depth, and pitfalls.
Insider trading data API: pull SEC Form 4 transactions for a stock watchlist
Pull SEC Form 4 insider transactions for a stock watchlist with Python: decode transaction codes, paginate the API, and build a screening table with pandas.
Aligning economic calendar events with your backtest's bar timeline
How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.
What is OHLCV data? Bars, candles, and how providers build them
What OHLCV data is, how bars are built from ticks, why two providers disagree on the same candle, adjusted vs unadjusted bars, and how to pull bars via API.
Aligning economic calendar events with your backtest's bar timeline
How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.