This package provides an R client to the Bank of Canada’s valet API. It provide access to all of the API’s functionality except its RSS feeds. There are currently a few bugs in how it handles series groups, and some tests to develop and run.
You can install the development version of valet from GitHub with:
install.packages("devtools")
#> Installing package into '/private/var/folders/c1/lw8x5nyd2675563cr3f2rt5w0000gp/T/RtmpwAGgiu/temp_libpath14f703d375a4e'
#> (as 'lib' is unspecified)
devtools::install_github("runkelcorey/valet")
#> Using GitHub PAT from the git credential store.
#> Downloading GitHub repo runkelcorey/valet@HEAD
#>
#> ── R CMD build ─────────────────────────────────────────────────────────────────
#> * checking for file ‘/private/var/folders/c1/lw8x5nyd2675563cr3f2rt5w0000gp/T/Rtmp2Q1cyO/remotes14fcf32f84472/runkelcorey-valet-c4ff7e8/DESCRIPTION’ ... OK
#> * preparing ‘valet’:
#> * checking DESCRIPTION meta-information ... OK
#> * checking for LF line-endings in source and make files and shell scripts
#> * checking for empty or unneeded directories
#> Omitted ‘LazyData’ from DESCRIPTION
#> * building ‘valet_0.9.0.tar.gz’
#> Installing package into '/private/var/folders/c1/lw8x5nyd2675563cr3f2rt5w0000gp/T/RtmpwAGgiu/temp_libpath14f703d375a4e'
#> (as 'lib' is unspecified)
The core functions of valet are get_series() and get_group(). These retrieve observations from series and series groups, subject to some date filters. Here’s an example of the last five Canadian dollar–US dollar exchange-rate observations.
library(valet)
get_series("FXCADUSD", recent = 5)
#> # A tibble: 5 × 2
#> date FXCADUSD
#> <date> <dbl>
#> 1 2025-05-12 0.714
#> 2 2025-05-09 0.718
#> 3 2025-05-08 0.719
#> 4 2025-05-07 0.725
#> 5 2025-05-06 0.726
datasets <- get_list("groups")
This can be overwhelming, but it does allow us to filter. Let’s look for monthly Canadian Effective Exchange Rates:
subset(datasets, grepl("CEER", label))
#> # A tibble: 8 × 4
#> name label description link
#> <chr> <chr> <chr> <chr>
#> 1 CEER_DAILY CEER Daily Daily Nomi… http…
#> 2 CEER_MONTHLY_NOMINAL CEER Monthly Nominal Monthly No… http…
#> 3 CEER_MONTHLY_REAL CEER Monthly Real Monthly Re… http…
#> 4 CEER_TOTAL_WEIGHTS CEER Total Weights Canadian E… http…
#> 5 CEER_EXPORT_WEIGHTS CEER Export Weights Canadian E… http…
#> 6 CEER_IMPORT_WEIGHTS CEER Import Weights Canadian E… http…
#> 7 CEER_THIRD-MARKET_COMPETITION_WEIGHTS CEER Third-Market Com… Canadian E… http…
#> 8 CEER CEER CEER http…
We have two potential datasets, and the option to choose real or nominal data. Let’s take a look at their details before we grab what could be thousands of observations (in this case, let’s say we’re more interested in their comparisons against non-US major currencies than that they be nominal or real):1
get_details("CEER_MONTHLY_REAL", group = T)
#> $name
#> [1] "CEER_MONTHLY_REAL"
#>
#> $label
#> [1] "CEER Monthly Real"
#>
#> $description
#> [1] "Monthly Real Canadian Effective Exchange Rates"
#>
#> $groupSeries
#> $groupSeries$CEER_BROADM
#> $groupSeries$CEER_BROADM$label
#> [1] "Monthly Real Canadian Effective Exchange Rates"
#>
#> $groupSeries$CEER_BROADM$link
#> [1] "https://www.bankofcanada.ca/valet/series/CEER_BROADM"
#>
#>
#> $groupSeries$CEER_BROAD_XUSM
#> $groupSeries$CEER_BROAD_XUSM$label
#> [1] "Monthly Real CEER excluding the U.S. dollar"
#>
#> $groupSeries$CEER_BROAD_XUSM$link
#> [1] "https://www.bankofcanada.ca/valet/series/CEER_BROAD_XUSM"
#>
#>
#> $groupSeries$CEER_MCM
#> $groupSeries$CEER_MCM$label
#> [1] "Monthly Real CEER versus Major Currencies"
#>
#> $groupSeries$CEER_MCM$link
#> [1] "https://www.bankofcanada.ca/valet/series/CEER_MCM"
#>
#>
#> $groupSeries$CEER_OITPM
#> $groupSeries$CEER_OITPM$label
#> [1] "Monthly Real CEER versus Other Important Trading Partners"
#>
#> $groupSeries$CEER_OITPM$link
#> [1] "https://www.bankofcanada.ca/valet/series/CEER_OITPM"
get_details("CEER_MONTHLY_NOMINAL", group = T)
#> $name
#> [1] "CEER_MONTHLY_NOMINAL"
#>
#> $label
#> [1] "CEER Monthly Nominal"
#>
#> $description
#> [1] "Monthly Nominal Canadian Effective Exchange Rates"
#>
#> $groupSeries
#> $groupSeries$CEER_BROADNM
#> $groupSeries$CEER_BROADNM$label
#> [1] "Monthly Nominal Canadian Effective Exchange Rates"
#>
#> $groupSeries$CEER_BROADNM$link
#> [1] "https://www.bankofcanada.ca/valet/series/CEER_BROADNM"
#>
#>
#> $groupSeries$CEER_BROADN_XUSM
#> $groupSeries$CEER_BROADN_XUSM$label
#> [1] "Monthly Nominal CEER excluding the U.S. dollar"
#>
#> $groupSeries$CEER_BROADN_XUSM$link
#> [1] "https://www.bankofcanada.ca/valet/series/CEER_BROADN_XUSM"
#>
#>
#> $groupSeries$CEER_MCNM
#> $groupSeries$CEER_MCNM$label
#> [1] "Monthly Nominal CEER versus Major Currencies"
#>
#> $groupSeries$CEER_MCNM$link
#> [1] "https://www.bankofcanada.ca/valet/series/CEER_MCNM"
#>
#>
#> $groupSeries$CEER_OITPNM
#> $groupSeries$CEER_OITPNM$label
#> [1] "Monthly Nominal CEER versus Other Important Trading Partners"
#>
#> $groupSeries$CEER_OITPNM$link
#> [1] "https://www.bankofcanada.ca/valet/series/CEER_OITPNM"
Both datasets satisfy this condition, so we’ll grab the real data.
get_group("CEER_MONTHLY_REAL")
#> # A tibble: 315 × 5
#> broadm broad_xusm mcm oitpm date
#> <dbl> <dbl> <dbl> <dbl> <date>
#> 1 96.5 94.7 96.3 97.6 1999-01-01
#> 2 98.9 98.5 98.5 101. 1999-02-01
#> 3 98.2 98.6 98.0 99.2 1999-03-01
#> 4 100. 100. 100. 99.0 1999-04-01
#> 5 102. 103. 102. 101. 1999-05-01
#> 6 102. 103. 102. 101. 1999-06-01
#> 7 101. 102. 101. 99.8 1999-07-01
#> 8 99.9 100. 99.8 100 1999-08-01
#> 9 100. 99.9 100. 101. 1999-09-01
#> 10 100. 99.3 99.8 101. 1999-10-01
#> # ℹ 305 more rows
get_list("series") %>%
subset(grepl("NOON", label)) %>%
.$name %>%
paste0(collapse = ",") %>%
get_series()
#> # A tibble: 16,743 × 66
#> date CAD EUROCAE01 IEXE0101 IEXE0105 IEXE0301 IEXE0701 IEXE0901
#> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 1950-10-02 1 NA NA NA NA NA NA
#> 2 1950-10-03 1 NA NA NA NA NA NA
#> 3 1950-10-04 1 NA NA NA NA NA NA
#> 4 1950-10-05 1 NA NA NA NA NA NA
#> 5 1950-10-06 1 NA NA NA NA NA NA
#> 6 1950-10-10 1 NA NA NA NA NA NA
#> 7 1950-10-11 1 NA NA NA NA NA NA
#> 8 1950-10-12 1 NA NA NA NA NA NA
#> 9 1950-10-13 1 NA NA NA NA NA NA
#> 10 1950-10-16 1 NA NA NA NA NA NA
#> # ℹ 16,733 more rows
#> # ℹ 58 more variables: IEXE1001 <dbl>, IEXE1101 <dbl>, IEXE1201 <dbl>,
#> # IEXE1401 <dbl>, IEXE1601 <dbl>, IEXE1901 <dbl>, IEXE2001 <dbl>,
#> # IEXE2101 <dbl>, IEXE2201 <dbl>, IEXE2301 <dbl>, IEXE2401 <dbl>,
#> # IEXE2501 <dbl>, IEXE2601 <dbl>, IEXE2702 <dbl>, IEXE2703 <dbl>,
#> # IEXE2801 <dbl>, IEXE2901 <dbl>, IEXE3001 <dbl>, IEXE3101 <dbl>,
#> # IEXE3201 <dbl>, IEXE3301 <dbl>, IEXE3401 <dbl>, IEXE3501 <dbl>, …
The Bank of Canada’s API documentation explains API usage thoroughly. Their website is useful for finding series too.
It’s important to note that get_details and valet make a distinction between grouped observations and single series. The user must select group = TRUE or valet will not return a dataset. ↩
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