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Resolve symbols from one symbol type to another

Source: R/symbology.R
db_resolve.Rd

Free of charge. Mirrors symbology.resolve. Resolution is time-dependent, which is why the answer is a set of intervals per input symbol rather than one mapping: an instrument id is only valid for the days it was assigned.

Usage

db_resolve(
  dataset,
  symbols,
  stype_in = "raw_symbol",
  stype_out = "instrument_id",
  start_date,
  end_date = NULL
)

Arguments

dataset

Dataset code, e.g. "GLBX.MDP3".

symbols

Character vector of symbols, a single comma-separated string, or NULL for all symbols. With stype_in = "instrument_id" a numeric vector is accepted. At most 2000 symbols per request.

stype_in

Symbol type of symbols, see db_stypes(). Use "parent" for product-level symbols such as "ES.FUT" or "SPX.OPT".

stype_out

Symbol type to resolve to, see db_stypes().

start_date, end_date

Resolution window, start_date required. Both take a Date or a "YYYY-MM-DD" string; timestamps are rejected, as in the Python client.

Value

A tibble with one row per resolved interval: input_symbol, start_date (inclusive), end_date (exclusive) and symbol. Symbols the server resolved only partially or not at all are attached as the "partial" and "not_found" attributes, alongside "status" and "message".

Examples

if (FALSE) { # \dontrun{
db_resolve("GLBX.MDP3", "ES.FUT", stype_in = "parent",
           start_date = "2024-01-01", end_date = "2024-02-01")
} # }