R: Queries & Working with Large Datasets

The Liberator service can often return very large result sets, often measured as millions of rows. These queries may take a long time to run. Every dataset has different data frequencies. We suggest using short time frames for limited symbols until you become familiar with the datasets, some of our datasets are very large indeed and thus an over-extended request may result in an extremely large amount of data returned.

💡 Best Practice: Consider running a point-in-time query for one symbol to get an idea of how large your dataset is prior to running other queries.

Most developers use the liberator.query to retrieve data for either a point in time query or for a time series.

These are the two query formats that you should become familiar with early in your use of the API.

Point-In-Time Queries

To specify a point in time query, do not provide a “back_to” parameter.

Time Series Queries

To specify a time series query, add a “back_to” parameter to your query.

This back_to should be a timestamp that is prior to your “as_of” parameter.

The “as_of” parameter defaults to now.