chart_spreads: Futures contract spreads comparison across years
In RTL: Risk Tool Library - Trading, Risk, Analytics for Commodities

chart_spreads

R Documentation

Futures contract spreads comparison across years

Description

Plots specific contract pairs across years with time being days from expiry.

Usage

chart_spreads(
  cpairs = cpairs,
  daysFromExpiry = 200,
  from = "2012-01-01",
  conversion = c(1, 1),
  feed = "CME_NymexFutures_EOD",
  iuser = "x@xyz.com",
  ipassword = "pass",
  title = "March/April ULSD Nymex Spreads",
  yaxis = "$ per bbl",
  output = "chart"
)

Arguments

`cpairs`	Tibble of contract pairs - see example for expiry when not expired yet. `tibble`
`daysFromExpiry`	Number of days from expiry to compute spreads. `numeric`
`from`	From date `character`
`conversion`	Defaults to c(1,1) first and second contracts. 42 from $ per gallons to bbls. `numeric`
`feed`	Zema Feed Table. `character`
`iuser`	Zema user name as character - sourced locally in examples. `character`
`ipassword`	Zema user password as character - sourced locally in examples. `character`
`title`	Title for chart. `character`
`yaxis`	y-axis label. `character`
`output`	"chart" for `htmlwidget` or "data" for `tibble`.

Value

A plotly object or a dataframe

Author(s)

Philippe Cote

Examples

## Not run: 
cpairs <- dplyr::tibble(
 year = c("2018", "2019", "2020","2021","2022","2023"),
 first = c("@HO8H", "@HO9H", "@HO0H","@HO21H","@HO22H","@HO23H"),
 second = c("@CL8H", "@CL9H", "@CL0H","@CL21H","@CL22H","@CL23H"),
 expiry = c(NA,NA,NA,NA,NA,"2023-02-23")
)
chart_spreads(
  cpairs = cpairs, daysFromExpiry = 200, from = "2012-01-01",
  conversion = c(42, 1), feed = "CME_NymexFutures_EOD",
  iuser = "x@xyz.com", ipassword = "pass",
  title = "March/April ULSD Nymex Spreads",
  yaxis = "$ per bbl",
  output = "data"
)

## End(Not run)

RTL documentation built on May 23, 2026, 5:07 p.m.