Get Historic of Devises Exchanges Rates

Get a data.frame of historical values of exchanges rates, given currencies to exchange. Default parameters are a period of 1 year (1 obs. per day), and convert to USD ($).

Usage

get_changes_historic(
  from = NULL,
  to = "USD",
  interval = "1d",
  range = "1y",
  .verbose = T
)

Arguments

from

default = NULL A character string representing the base currency (e.g., "USD"). The user must provide from values with one of the following method :

passing a paired character list, e.g., c("EUR" = "USD", "RON" = "EUR") ;
or passing one or several from values :
- associated with a single to value, e.g., from = c('EUR', "RON"), to = "USD"
- or associated with a list of from values of the same length, e.g., from = c('EUR', "RON"), to = c("USD", "EUR") .

to

default = "USD" A character string representing the target currencies, e.g., c("EUR", "USD").

interval

character, default = "1d". The interval between 2 rows of the time.series answered

Valid interval values

"1m", "2m", "3m", "5m", "15m", "30m", "1h", "4h", "1d", "1wk", "1mo", "3mo"

range

character, default = "1y". The period covered by the time series.

Valid range values

"1d", "5d", "1m", "3m", "6m", "1y", "5y", "ytd", "all"

.verbose

logical If TRUE, messages are displayed, e.g., when invalid symbols are detected. Default is FALSE.

Value

A data.frame with the historic of exchanges rates on a given period, default is daily results for a year. The columns are:

timestamp: POSIXct - The opening price for the period (default is each day).
close: numeric - The closing price for the period (default is each day).
low: numeric - The highest price for the period (default is each day).
open: integer - The traded volume.
high: numeric - The lowest price for the period (default is each day).
from: character - The currency converted into another, e.g., if the from value is 1$ ('USD'), you want to receive a certain amount of the other (to) currency to reach 1$.
to: character - The currency exchanged back against a value of 1 of the from currency. The currencies-related numeric values in this line of the data.frame are expressed with this currency**.

Depending on the desired interval, recent observation will be truncated, e.g., a '5y' range with a '1d' interval will answer approximately 30 days of values from 5 years ago.

Details

Return a data.frame with additional attributes:

n.currencies: integer - Number of unique currencies in the data.frame.
currencies: character - A vector of currency symbols in the data.frame (e.g., "BTC", "ETH", "USD").
exchange: character - A vector of exchange pairs (e.g., "BTC => USD"). If not applicable, NULL (no entry).
date.fetch: Date - The date when the data was retrieved, set using Sys.Date().
crypto: logical - TRUE if cryptocurrencies are present, otherwise FALSE.
date.begin: POSIXct - The oldest observation in the dataset.
date.end: POSIXct - The most recent observation in the dataset.
date.dif: numeric - The number of seconds between date.begin and date.end, equivalent of difftime value.

See vignette("Functions_summary", package = "financr")

References

Source : https://query2.finance.yahoo.com/v8/finance/chart/

Examples

convert_to_usd <- get_changes_historic(from = c("EUR", "JPY"))

days_bis <- get_changes_historic(from = c("EUR" = "RON", "USD" = "EUR"))

# (equivalent to the previous line)
# same_as_days_bis <- get_changes_historic(from = c("EUR", "USD"), to =c("RON" , "EUR"))

# Tweak interval and range
months <- get_changes_historic(from = c("EUR", "JPY"), interval = "1mo", range = '5y')
str(months)
#> 'data.frame':	122 obs. of  7 variables:
#>  $ timestamp: POSIXct, format: "2021-02-01 00:00:00" "2021-03-01 00:00:00" ...
#>  $ low      : num  1.2 1.17 1.17 1.2 1.18 ...
#>  $ high     : num  1.22 1.21 1.22 1.23 1.23 ...
#>  $ close    : num  1.21 1.17 1.21 1.22 1.19 ...
#>  $ open     : num  1.21 1.21 1.17 1.2 1.22 ...
#>  $ from     : chr  "EUR" "EUR" "EUR" "EUR" ...
#>  $ to       : chr  "USD" "USD" "USD" "USD" ...
#>  - attr(*, "n.currencies")= int 3
#>  - attr(*, "currencies")= chr [1:3] "EUR" "JPY" "USD"
#>  - attr(*, "exchange")= chr [1:2] "EUR => USD" "JPY => USD"
#>  - attr(*, "date.fetch")= Date[1:1], format: "2026-01-13"
#>  - attr(*, "date.begin")= POSIXct[1:1], format: "2021-02-01"
#>  - attr(*, "date.end")= POSIXct[1:1], format: "2026-01-13 22:59:15"
#>  - attr(*, "date.dif")= num 1808