Package 'rPublic'

Title: 'Public Trading API'
Description: The 'Public Trading API' <https://public.com/api/docs> allows clients to access their brokerage accounts, request market data, and place stock/etf/option orders.
Authors: Jason Guevara [aut, cre]
Maintainer: Jason Guevara <[email protected]>
License: GPL-3
Version: 1.0.0
Built: 2026-05-20 07:00:45 UTC
Source: https://github.com/cran/rPublic

Help Index

Check & Auto-Renew Bearer Tokens (Internal)

Description

Check & Auto-Renew Bearer Tokens (Internal)

Usage

.rp_checkAccessToken(printMsg = FALSE, mins = 120)

Arguments

printMsg

= (bool) Should outcome messages be printed out? defaults to FALSE
mins

= (int) The number of minutes that the bearer token will be valid for.

Value

Checks validity of Bearer Token & auto-updates if needed. Assigns the new tokens in 'rp' environment and 'rp_tokens.rds' file

Examples

## Not run: 
  # For Internal Use Prior to Making API Requests
  .rp_checkAccessToken(printMsg=FALSE, mins=120)

## End(Not run)

temporary working environment

Description

temporary working environment

Usage

.rp_env

Format

An object of class environment of length 0.

Value

An auto generated environment to store our tokens

Examples

## Not run: 
  .rp_env <- new.env(parent = emptyenv())

## End(Not run)

Build Multi-Leg Order Payload (Internal)

Description

Build Multi-Leg Order Payload (Internal)

Usage

.rp_make_multileg_payload(
  orderType,
  qty,
  orderId = NULL,
  leg_symbols,
  leg_types,
  leg_sides,
  leg_indicator,
  leg_ratios,
  lmtPrc = NULL,
  tif,
  expTime = NULL
)

Arguments

orderType

= (string) The Type of order: 'MARKET', 'LIMIT', 'STOP', 'STOP_LIMIT'
qty

= (string) leg_ratio multiple: ex. '2' multiples the leg_ratios by 2X
orderId

= (string) The order ID
leg_symbols

= (string) Symbols: ex. c("SPY250815C00631000", "SPY250815C00631000")
leg_types

= (string) Symbol types: ex. c("OPTION", "OPTION")
leg_sides

= (string) The side for each leg: ex. c("BUY", "SELL")
leg_indicator

= (string) Indicates if this is BUY to OPEN/CLOSE ex. c("OPEN", "OPEN")
leg_ratios

= (string) The number of contracts to BUY/SELL: ex. c('5','5')
lmtPrc

= (string) The limit price. Used when orderType = LIMIT or orderType = STOP_LIMIT
tif

= (string) The time in for the order: 'DAY' or 'GTD"
expTime

= (string) The expiration date. Only used when timeInForce is GTD, cannot be more than 90 days in the future

Value

Returns an appropriate payload list for a multiple-leg order

Examples

## Not run: 
  # Return the proper order payload for multiple-leg orders
  .rp_make_multileg_payload(orderType="LIMIT", qty="2", orderId=rp_getOrderId(), 
                            leg_symbols = c("SPY250815C00631000", "SPY250815C00631000"), 
                            leg_types = c("OPTION", "OPTION"), leg_sides = c("BUY", "SELL"), 
                            leg_indicator = c("OPEN", "OPEN"), leg_ratios=c('5','5'), 
                            lmtPrc='0.25', tif="DAY")

## End(Not run)

Build Option Symbol (Internal)

Description

Build Option Symbol (Internal)

Usage

.rp_make_opt_symbol(under_sym, exp, type, strike)

Arguments

under_sym

= (string) Underlying symbol for the option: ex. 'SPY'
exp

= (string) The option expiration: ex. "2025-08-15"
type

= (string) The option type: 'C' for Call & 'P' for Put
strike

= (double/int) The option strike price: 631 or 631.00

Value

Returns a valid symbol string for the option contract of interest

Examples

## Not run: 
  # Return the proper option symbol of interest: "TSLA250808C00325000"
  .rp_make_opt_symbol(under_sym="TSLA", exp="2025-08-08", type="C", strike=325)

## End(Not run)

Build Single-Leg Order Payload (Internal)

Description

Build Single-Leg Order Payload (Internal)

Usage

.rp_make_ord_payload(
  ticker,
  symType,
  orderId = NULL,
  side = NULL,
  ordType = NULL,
  timeInForce = NULL,
  expirationTime = NULL,
  qty = NULL,
  amt = NULL,
  lmtPrc = NULL,
  stopPrc = NULL,
  openCloseIndicator = NULL
)

Arguments

ticker

= (string) Ticker symbol: ex. 'SPY'
symType

= (string) Symbol type: ex. 'EQUITY'
orderId

= (string) The order ID
side

= (string) The Order Side BUY/SELL. For Options also include the openCloseIndicator
ordType

= (string) The Type of order: 'MARKET', 'LIMIT', 'STOP', 'STOP_LIMIT'
timeInForce

= (string) The time in for the order: 'DAY' or 'GTD"
expirationTime

= (string) The expiration date. Only used when timeInForce is GTD, cannot be more than 90 days in the future
qty

= (string) The order quantity. Used when buying/selling whole shares and when selling fractional. Mutually exclusive with amount
amt

= (string) The order amount. Used when buying/selling shares for a specific notional value
lmtPrc

= (string) The limit price. Used when orderType = LIMIT or orderType = STOP_LIMIT
stopPrc

= (string) The stop price. Used when orderType = STOP or orderType = STOP_LIMIT
openCloseIndicator

= (string) Used for options only. Indicates if this is BUY to OPEN/CLOSE

Value

Returns an appropriate payload list for a single-leg order

Examples

## Not run: 
  # Return the proper order payload for single-leg orders
  .rp_make_ord_payload(under_sym="IWM", symType = "EQUITY", orderId = rp_getOrderId(), 
                       side="BUY", orderType="LIMIT", timeInForce="GTD", 
                       expirationTime ="2023-11-07T05:31:56Z", qty=1.735, lmtPrc="200.00")

## End(Not run)

Build Dynamic Payload For rp_getQuote (Internal)

Description

Build Dynamic Payload For rp_getQuote (Internal)

Usage

.rp_make_qte_payload(symbols, types)

Arguments

symbols

= (string) Equity/ETF/Option symbol(s)
types

= (string) The product type (ex. 'EQUITY' or 'OPTION')

Value

Returns a list in the appropriate payload format in case the user needs multiple symbols for quotes

Examples

## Not run: 
  # Create the correct quote payload for AAPL and a SPY 631 Call 8/15/25 Expiration
  .rp_make_qte_payload(symbols=c("AAPL","SPY250815C00631000"), types=c("EQUITY","OPTION"))

## End(Not run)

Request token file (Internal)

Description

Request token file (Internal)

Usage

.rp_read_tokens()

Value

Requests your token file 'rp_tokens.rds' from working directory & assigns a working environment if it exists

Examples

## Not run: 
  # For Internal Use (assigns tokens inside of the 'rp' environment)
  .rp_read_tokens()

## End(Not run)

Cancel Order

Description

Cancel Order

Usage

rp_cancel_order(accountId, orderId)

Arguments

accountId

= Public Brokerage Account Number
orderId

= The order ID

Value

Request order cancellation & return as a data.frame.

Examples

## Not run: 
 # Cancels Specific Order
 my_acc <- rp_getAccts()
 rp_cancel_order(accountId = my_acc$accountId, 
                 orderId = "c99be1dd-bb87-4f7a-803f-ec47226bf64e") 

## End(Not run)

Get Option Greeks

Description

Get Option Greeks

Usage

rp_get_greeks(accountId, osiOptionSymbol)

Arguments

accountId

= Public Brokerage Account Number
osiOptionSymbol

= option symbol

Value

Request order cancellation & return as a data.frame.

Examples

## Not run: 
 # get account number
 my_acc <- rp_getAccts()
 
 # build option symbol
 this_op = .rp_make_opt_symbol(under_sym = "SPY", exp = "2025-08-22", 
                               type = "P", strike = 600)
 
 # get greeks
 rp_get_greeks(accountId = my_acc$accountId, osiOptionSymbol = this_op) 

## End(Not run)

Get Order Details

Description

Get Order Details

Usage

rp_get_order(accountId, orderId)

Arguments

accountId

= Public Brokerage Account Number
orderId

= The order ID

Value

Retrieve order details & return as a data.frame.

Examples

## Not run: 
 # Fetches Specific Order
 my_acc <- rp_getAccts()
 rp_get_order(accountId = my_acc$accountId, 
              orderId = "c99be1dd-bb87-4f7a-803f-ec47226bf64e") 

## End(Not run)

Get History

Description

Get History

Usage

rp_getAccHist(accountId, start = NULL, end = NULL, pageSize = NULL)

Arguments

accountId

= Public Brokerage Account Number
start

= (Optional) Start timestamp in ISO 8601 format with timezone. Ex. "YYYY-MM-DDTHH:MM:SSZ"
end

= (Optional) End timestamp in ISO 8601 format with timezone. Ex. "YYYY-MM-DDTHH:MM:SSZ"
pageSize

= (Optional) Maximum number of records to return.

Value

Fetches a paginated data.frame of historical events for the specified account.

Examples

## Not run: 
  # Return Public Brokerage Account History
    my_acc <- rp_getAccts()
    
    # using only accountId
    my_hist <- rp_getAccHist(accountId = my_acc$accountId)
    
    # using some parameters
    my_hist <- rp_getAccHist(accountId = my_acc$accountId, 
                             start = format(Sys.time()-days(30), format="%Y-%m-%dT%H:%M:%SZ"),
                             pageSize = 20
                             )

## End(Not run)

Get New Access/Bearer Token From Secret Key

Description

Get New Access/Bearer Token From Secret Key

Usage

rp_getAccToken(exp_in_mins)

Arguments

exp_in_mins

= (int) The number of minutes that the bearer token will be valid for.

Value

Update Bearer Token from secret key & returns working environment and saves updated tokens in 'rp_tokens.rds'

Examples

## Not run: 
  # Request New Bearer Token that expires in 120 minutes
  rp_getAccToken(exp_in_mins=120)

## End(Not run)

Get Public Account Info

Description

Get Public Account Info

Usage

rp_getAccts()

Value

Returns a data.frame for the user's Public Brokerage Account

Examples

## Not run: 
  # Return Public Brokerage Account Information
    rp_getAccts()

## End(Not run)

Get Account Portfolio V2

Description

Get Account Portfolio V2

Usage

rp_getAcctsPort(accountId)

Arguments

accountId

= Public Brokerage Account Number

Value

Returns a data.frame for the user's specific Public Brokerage Account

Examples

## Not run: 
  # Return Public Brokerage Account Information
     my_acc <- rp_getAccts()
    my_port <- rp_getAcctsPort(accountId = my_acc$accountId)

## End(Not run)

Get All Instruments

Description

Get All Instruments

Usage

rp_getAllInstruments(
  typeFilter = NULL,
  tradingFilter = NULL,
  fractionalTradingFilter = NULL,
  optionTradingFilter = NULL,
  optionSpreadTradingFilter = NULL
)

Arguments

typeFilter

= (Optional) Ex. "BOND","EQUITY","CRYPTO","INDEX","ALT"
tradingFilter

= (Optional) Ex. "BUY_AND_SELL","DISABLED","LIQUIDATION_ONLY"
fractionalTradingFilter

= (Optional) Ex. "DISABLED","BUY_AND_SELL","LIQUIDATION_ONLY"
optionTradingFilter

= (Optional) Ex. "DISABLED","BUY_AND_SELL","LIQUIDATION_ONLY"
optionSpreadTradingFilter

= (Optional) Ex. "DISABLED","BUY_AND_SELL","LIQUIDATION_ONLY"

Value

Retrieves all available trading instruments with optional filtering capabilities as a data.frame.

Examples

## Not run: 
  # Fetches All Instruments From Public
    all_inst <- rp_getAllInstruments()
    
    # Fetches All equities enabled for trading fractional shares
    all_frac <- rp_getAllInstruments(typeFilter = "EQUITY", 
                                     tradingFilter = 'BUY_AND_SELL',
                                     fractionalTradingFilter = 'BUY_AND_SELL')

## End(Not run)

Get Specific Instrument Information

Description

Get Specific Instrument Information

Usage

rp_getInstrument(symbol, type)

Arguments

symbol

= Trading Symbol Type: Ex. "AAPL"
type

= Symbol Type Ex. "EQUITY", "OPTION", "MULTI_LEG_INSTRUMENT", "CRYPTO", "ALT", "TREASURY", "BOND", "INDEX"

Value

Retrieves specific trading instrument with optional filtering capabilities as a data.frame.

Examples

## Not run: 
  # Fetches AAPL instrument trading information
    this_ins <- rp_getInstrument(symbol = "AAPL", type="EQUITY")

## End(Not run)

Get Option Chains

Description

Get Option Chains

Usage

rp_getOptChains(accountId, ticker, type, exp)

Arguments

accountId

= Public Brokerage Account Number
ticker

= Ticker symbol: Ex. "SPY"
type

= Ticker Type: Ex. 'EQUITY','OPTION','MULTI_LEG_INSTRUMENT', 'CRYPTO', 'ALT','TREASURY', 'BOND', 'INDEX'
exp

= Option Expiration Date: Ex. "2025-08-08"

Value

Retrieve option chains by symbol and return as a data.frame.

Examples

## Not run: 
 # Fetches Option Chains for Ticker Symbol
 my_acc <- rp_getAccts()
 rp_getOptChains(accountId = my_acc$accountId, ticker = 'SPY', type = "EQUITY", exp="2025-08-15") 

## End(Not run)

Get Option Expiration Dates

Description

Get Option Expiration Dates

Usage

rp_getOptExp(accountId, ticker, type)

Arguments

accountId

= Public Brokerage Account Number
ticker

= Ticker symbol: Ex. "SPY"
type

= Ticker Type: Ex. 'EQUITY','OPTION','MULTI_LEG_INSTRUMENT', 'CRYPTO', 'ALT','TREASURY', 'BOND', 'INDEX'

Value

Retrieve option expiration dates for a specific ticker symbol as a data.frame.

Examples

## Not run: 
 # Fetches Option Expiry Dates Available
 my_acc <- rp_getAccts()
 rp_getOptExp(accountId = my_acc$accountId, ticker = "TSLA", type="EQUITY")

## End(Not run)

Order ID

Description

Order ID

Usage

rp_getOrderId()

Value

An auto generated character string to use for placing orders

Examples

## Not run: 
  rp_getOrderId()

## End(Not run)

Get Trading Quotes

Description

Get Trading Quotes

Usage

rp_getQuote(accountId, ticker, type)

Arguments

accountId

= Public Brokerage Account Number
ticker

= Ticker symbol: Ex. "SPY"
type

= Ticker Type: Ex. 'EQUITY','OPTION','MULTI_LEG_INSTRUMENT', 'CRYPTO', 'ALT','TREASURY', 'BOND', 'INDEX'

Value

Retrieve real-time quotes as a data.frame.

Examples

## Not run: 
 # Fetches Multiple Real-Time Quotes
 my_acc <- rp_getAccts()
 rp_getQuote(accountId = my_acc$accountId, ticker = "TSLA", type="EQUITY")
 rp_getQuote(accountId = my_acc$accountId, ticker = 'SPY250807C00633000', type = "OPTION") 
 rp_getQuote(accountId = my_acc$accountId, 
             ticker = c("AAPL", 'SPY250807C00633000'), 
             type = c("EQUITY", "OPTION"))

## End(Not run)

Multi-Leg Live Order

Description

Multi-Leg Live Order

Usage

rp_order_multi(
  accountId,
  orderType,
  orderId,
  qty,
  leg_symbols,
  leg_types,
  leg_sides,
  leg_indicator,
  leg_ratios,
  tif,
  mins = NULL,
  lmtPrc = NULL
)

Arguments

accountId

= Public Brokerage Account Number
orderType

= The Type of order: Ex. 'MARKET','LIMIT', 'STOP', 'STOP_LIMIT'
orderId

= The order ID: use rp_getOrderId()
qty

= leg_ratio multiple: ex. '2' multiples the leg_ratios by 2X
leg_symbols

= Symbols: ex. c("SPY250815C00631000", "SPY250815C00631000")
leg_types

= Symbol types: ex. c("OPTION", "OPTION")
leg_sides

= The side for each leg: ex. c("BUY", "SELL")
leg_indicator

= Indicates if this is BUY to OPEN/CLOSE ex. c("OPEN", "OPEN")
leg_ratios

= The number of contracts to BUY/SELL: ex. c('5','5')
tif

= The time in for the order: 'DAY' or 'GTD"
mins

= Minutes till order expires.
lmtPrc

= The limit price. Used when orderType = LIMIT or orderType = STOP_LIMIT

Value

Place a new multi-leg order and returns order id as a data.frame.

Examples

## Not run: 
 # Fetches costs associated with the type of order being placed
 my_acc <- rp_getAccts()

 # open bull-call spread for 0.25  (buy 2, sell 2)
rp_order_multi(accountId = my_acc$accountId, orderType = "LIMIT", qty = 2,
               leg_symbols = c("SPY250815C00630000","SPY250815C00632000"),
               leg_types = c("OPTION", "OPTION"), leg_sides = c("BUY","SELL"),
               leg_indicator = c("OPEN", "OPEN"), leg_ratios = c(1, 1),
               tif = "DAY", lmtPrc = 0.25, orderId = rp_getOrderId())

 # open long butterfly for 0.05 
 rp_order_multi(accountId = my_acc$accountId, orderType = "LIMIT", qty = 1, 
                leg_symbols = c("SPY250815C00630000",
                                "SPY250815C00631000",
                                "SPY250815C00632000"), 
                leg_types = c("OPTION", "OPTION", "OPTION"), 
                leg_sides = c("BUY","SELL","BUY"), 
                leg_indicator = c("OPEN","OPEN","OPEN"), 
                leg_ratios = c(1, 2, 1), tif = "DAY", lmtPrc = 0.05, 
                orderId = rp_getOrderId())

# open iron-condor
 rp_order_multi(accountId = my_acc$accountId, orderType = "LIMIT", qty = 1, 
                leg_symbols = c("SPY250815C00631000","SPY250815C00630000",
                                "SPY250815C00625000","SPY250815C00624000"), 
                leg_types = c("OPTION", "OPTION", "OPTION","OPTION"), 
                leg_sides = c("SELL","BUY","SELL","BUY"), 
                leg_indicator = c("OPEN","OPEN","OPEN","OPEN"), 
                leg_ratios = c(1, 1, 1, 1), tif = "DAY", lmtPrc = 0.30, 
                orderId = rp_getOrderId())
                
# covered call
  rp_order_multi(accountId = my_acc$accountId, orderType = "LIMIT", qty = 1, 
                                leg_symbols = c("RIVN","RIVN250815C00012000"),
                                leg_types = c("EQUITY", "OPTION"), 
                                leg_sides = c("BUY","SELL"), 
                                leg_indicator = c("OPEN", "OPEN"), 
                                leg_ratios = c(100, 1), 
                                tif = "DAY", lmtPrc = 11.75, 
                                orderId = rp_getOrderId())


## End(Not run)

Single-Leg Live Order

Description

Single-Leg Live Order

Usage

rp_order_single(
  accountId,
  ticker,
  symType,
  orderId,
  side = NULL,
  ordType = NULL,
  timeInForce = NULL,
  expirationTime = NULL,
  qty = NULL,
  amt = NULL,
  lmtPrc = NULL,
  stopPrc = NULL,
  openCloseIndicator = NULL
)

Arguments

accountId

= Public Brokerage Account Number
ticker

= Ticker symbol: Ex. "SPY"
symType

= Ticker Type: Ex. 'EQUITY','OPTION','MULTI_LEG_INSTRUMENT', 'CRYPTO', 'ALT','TREASURY', 'BOND', 'INDEX'
orderId

= The order ID: use rp_getOrderId()
side

= The Order Side BUY/SELL. For Options also include the openCloseIndicator. Ex. 'BUY' OR 'SELL'
ordType

= The Type of order: Ex. 'MARKET','LIMIT', 'STOP', 'STOP_LIMIT'
timeInForce

= The time in for the order: Ex. 'DAY' OR 'GTD"
expirationTime

= The expiration date. Only used when timeInForce is GTD, cannot be more than 90 days in the future
qty

= The order quantity. Used when buying/selling whole shares and when selling fractional. Mutually exclusive with amount
amt

= The order amount. Used when buying/selling shares for a specific notional value
lmtPrc

= The limit price. Used when orderType = LIMIT or orderType = STOP_LIMIT
stopPrc

= The stop price. Used when orderType = STOP or orderType = STOP_LIMIT
openCloseIndicator

= Used for options only. Indicates if this is BUY to OPEN/CLOSE

Value

Submit a live single-leg order and and returns the order ID as a data.frame.

Examples

## Not run: 
 # Submit a live single-leg order to your Public Brokerage Account
 my_acc <- rp_getAccts() 
 
 # Option Order
 rp_order_singleLeg(accountId = my_acc$accountId, ticker = "SPY250815C00633000", symType = "OPTION", 
                    orderId = rp_getOrderId(), side = "BUY", ordType = "LIMIT", lmtPrc = 1.50, 
                    timeInForce = "DAY", qty = 1, openCloseIndicator = "OPEN")
               
 # Equity Fraction Share Order                   
 rp_preOrder_singleLeg(accountId = my_acc$accountId, ticker = "TSLA", symType = "EQUITY", 
                       side = "BUY", ordType = "MARKET", timeInForce = "DAY", qty = 0.50,
                       openCloseIndicator = "OPEN")

## End(Not run)

Preflight Multiple-Leg

Description

Preflight Multiple-Leg

Usage

rp_preOrder_multiLeg(
  accountId,
  orderType,
  qty,
  leg_symbols,
  leg_types,
  leg_sides,
  leg_indicator,
  leg_ratios,
  tif,
  mins = NULL,
  lmtPrc = NULL
)

Arguments

accountId

= Public Brokerage Account Number
orderType

= The Type of order: Ex. 'MARKET','LIMIT', 'STOP', 'STOP_LIMIT'
qty

= leg_ratio multiple: ex. '2' multiples the leg_ratios by 2X
leg_symbols

= Symbols: ex. c("SPY250815C00631000", "SPY250815C00631000")
leg_types

= Symbol types: ex. c("OPTION", "OPTION")
leg_sides

= The side for each leg: ex. c("BUY", "SELL")
leg_indicator

= Indicates if this is BUY to OPEN/CLOSE ex. c("OPEN", "OPEN")
leg_ratios

= The number of contracts to BUY/SELL: ex. c('5','5')
tif

= The time in for the order: 'DAY' or 'GTD"
mins

= Minutes till order expires.
lmtPrc

= The limit price. Used when orderType = LIMIT or orderType = STOP_LIMIT

Value

Calculates the estimated financial impact of a complex multi-leg trade before execution and returns as a data.frame.

Examples

## Not run: 
 # Fetches costs associated with the type of order being placed
 my_acc <- rp_getAccts()

 # open bull-call spread for 0.25 (buy 2, sell 2)
 rp_preOrder_multiLeg(accountId = my_acc$accountId, orderType = "LIMIT", qty = 2, 
                      leg_symbols = c("SPY250815C00630000","SPY250815C00632000"),
                      leg_types = c("OPTION", "OPTION"), leg_sides = c("BUY","SELL"), 
                      leg_indicator = c("OPEN", "OPEN"), leg_ratios = c(1, 1), 
                      tif = "DAY", lmtPrc = 0.25)

 # open long butterfly for 0.05 
 rp_preOrder_multiLeg(accountId = my_acc$accountId, orderType = "LIMIT", qty = 1, 
                      leg_symbols = c("SPY250815C00630000",
                                      "SPY250815C00631000",
                                      "SPY250815C00632000"), 
                      leg_types = c("OPTION", "OPTION", "OPTION"), 
                      leg_sides = c("BUY","SELL","BUY"), 
                      leg_indicator = c("OPEN","OPEN","OPEN"), 
                      leg_ratios = c(1, 2, 1), tif = "DAY", lmtPrc = 0.05)

# open iron-condor
 rp_preOrder_multiLeg(accountId = my_acc$accountId, orderType = "LIMIT", qty = 1, 
                      leg_symbols = c("SPY250815C00631000","SPY250815C00630000",
                                      "SPY250815C00625000","SPY250815C00624000"), 
                      leg_types = c("OPTION", "OPTION", "OPTION","OPTION"), 
                      leg_sides = c("SELL","BUY","SELL","BUY"), 
                      leg_indicator = c("OPEN","OPEN","OPEN","OPEN"), 
                      leg_ratios = c(1, 1, 1, 1), tif = "DAY", lmtPrc = 0.30)

## End(Not run)

Preflight Single-Leg

Description

Preflight Single-Leg

Usage

rp_preOrder_singleLeg(
  accountId,
  ticker,
  symType,
  side = NULL,
  ordType = NULL,
  timeInForce = NULL,
  expirationTime = NULL,
  qty = NULL,
  amt = NULL,
  lmtPrc = NULL,
  stopPrc = NULL,
  openCloseIndicator = NULL
)

Arguments

accountId

= Public Brokerage Account Number
ticker

= Ticker symbol: Ex. "SPY"
symType

= Ticker Type: Ex. 'EQUITY','OPTION','MULTI_LEG_INSTRUMENT', 'CRYPTO', 'ALT','TREASURY', 'BOND', 'INDEX'
side

= The Order Side BUY/SELL. For Options also include the openCloseIndicator. Ex. 'BUY' OR 'SELL'
ordType

= The Type of order: Ex. 'MARKET','LIMIT', 'STOP', 'STOP_LIMIT'
timeInForce

= The time in for the order: Ex. 'DAY' OR 'GTD"
expirationTime

= The expiration date. Only used when timeInForce is GTD, cannot be more than 90 days in the future
qty

= The order quantity. Used when buying/selling whole shares and when selling fractional. Mutually exclusive with amount
amt

= The order amount. Used when buying/selling shares for a specific notional value
lmtPrc

= The limit price. Used when orderType = LIMIT or orderType = STOP_LIMIT
stopPrc

= The stop price. Used when orderType = STOP or orderType = STOP_LIMIT
openCloseIndicator

= Used for options only. Indicates if this is BUY to OPEN/CLOSE

Value

Calculates the estimated financial impact of a potential trade before execution and returns as a data.frame.

Examples

## Not run: 
 # Fetches costs associated with the type of order being placed
 my_acc <- rp_getAccts()
 rp_preOrder_singleLeg(accountId = my_acc$accountId, ticker = "SPY250815C00633000", 
                       symType = "OPTION", side = "BUY", ordType = "MARKET", 
                       timeInForce = "DAY", qty = 1, openCloseIndicator = "OPEN")

 rp_preOrder_singleLeg(accountId = my_acc$accountId, ticker = "TSLA", 
                       symType = "EQUITY", side = "BUY", ordType = "MARKET",
                       timeInForce = "DAY", qty = 0.50, 
                       openCloseIndicator = "OPEN")

## End(Not run)