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rtidyquant

Specifying dates in tidyquant (R) when using the Alpha Vantage plugin

I am trying to create a dataset from Alpha Vantage using the tidyquant package. I'm looking for a solution to specify the date range for my dataset (it appears that using a from and to argument does not work.

Any suggestions

my code is as follows

data <- c("EUR/USD", "EUR/ZAR") %>%
  tq_get(from = '2019-01-01',to = '2019-12-01',get = "alphavantage", av_fun = "FX_WEEKLY")
Solution

  • You can not set a from and to option when using Alphavantage. Alphavantage will either return the first hunderd rows of data or the full available dataset. But alphavantager is defaulted to always returning the full dataset. You will have to filter the from and to dates after you get the data.

    Basically when you have the data, use something like this:

    library(dplyr )

data %>% 
  filter(between(timestamp, as.Date('2019-01-01'), as.Date('2019-12-01')))