Using RHistory, I can pull intraday timeseries up to a specific time.
For example, for Spot Fx, I can retrieve all ticks for the current day up to 09:17.
Is there a syntax that allows me to request the high and low of the timeseries?
Or do I need to retrieve the whole series, and then do the calculation of high & low?
For example, I want to know the highest bid and lowest bid for INR= up to 09:17 today.