Closest market price

Find the market price closest to a certain datetime and for specific assets.

closest_market_price(
  asset,
  datetime,
  market_prices,
  price_only = FALSE,
  exact = FALSE,
  substitute_datetime = FALSE
)

Arguments

asset: Character vector of assets' names to look for.
datetime: POSIXct of the datetime at which looking for the asset's price.
market_prices: Data frame containing the market prices.
price_only: Logical. If TRUE then only the price is returned.
exact: Logical. If TRUE then it looks for market prices at the same datetime only, otherwise it looks for the nearest before the datetime.
substitute_datetime: Logical. If TRUE the datetime is substituted with the datetime argument.

The data frame of closest market prices.