Minor variation of the BTC script so that the amount of time can be controlled.

btc2.R

library("rjson")
library("quantmod")

##### Configuration #####
startTime <- as.integer(as.POSIXct(strptime("2013-04-09 00:00:00", "%Y-%m-%d %H:%M:%S")))
endTime <- as.integer(Sys.time())
bucketSize <- 60*15 # Fifteen minutes

##### Implementation #####

json_file <- "https://data.mtgox.com/api/2/BTCUSD/money/trades/fetch?since="

trades <- list()
while (startTime < endTime - bucketSize) {
  print(strftime(as.POSIXct(startTime, origin="1970-01-01"), format="%Y-%m-%d %H:%M:%S"))
  json_data <- fromJSON(paste(readLines(paste(json_file,startTime,"000000", sep="")), collapse=""))
  mtgox <- json_data$data

  
  newStart <- max(do.call(rbind.data.frame, mtgox)$date)
  if (newStart == startTime) {
    break
    
  }
  startTime <- newStart
  
  trades <- c(trades, mtgox)
  Sys.sleep(5)

}



trades <-  do.call(rbind.data.frame, trades)
trades <- trades[order(trades$date),]


trades$bucket <- floor(trades$date / bucketSize)
buckets <- unique(trades$bucket)

BTC.Dates <- lapply(buckets, function(x){
  first(as.integer(as.character(trades[trades$bucket == x,]$date)))
})
BTC.Open <- lapply(buckets, function(x){
  first(as.double(as.character(trades[trades$bucket == x,]$price)))
})
BTC.High <- lapply(buckets, function(x){
  max(as.double(as.character(trades[trades$bucket == x,]$price)))
})
BTC.Low <- lapply(buckets, function(x){
  min(as.double(as.character(trades[trades$bucket == x,]$price)))
})
BTC.Close <- lapply(buckets, function(x){
  last(as.double(as.character(trades[trades$bucket == x,]$price)))
})
BTC.Volume <- lapply(buckets, function(x){
  sum(as.double(as.character(trades[trades$bucket == x,]$amount)))
})

BTC <- data.frame(
  "Open" = as.double(BTC.Open),
  "High" = as.double(BTC.High),
  "Low" = as.double(BTC.Low),
  "Close" = as.double(BTC.Close),
  "Volume" = as.double(BTC.Volume)
)

BTC <- as.xts(BTC, order.by=as.POSIXlt(unlist(BTC.Dates), origin="1970-01-01", tz="GMT"))


chartSeries(BTC)
addMACD()
addBBands()