Get CME SDR data
The CME Swap Data Repository (SDR) is a registered U.S. swap data repository that allows market participants to fulfil their public disclosure obligations under U.S. legislation. CME is required to make publicly available price, trading volume and other trading data. It publishes this data on an FTP site.
the date for which data is required as Date or DateTime object.
It will only use the year, month and day elements to
determine the set of trades to return. It will return the set of trades
for the day starting on
the asset class for which you would like to download
trade data. Valid inputs are
a logical flag indicating whether raw data should be returned or whether the raw data should be processed (default). The latter involves selecting particular fields and formatting these as seemed appropriate based on data reviews at the time the formatting was coded.
a data frame containing the requested data, or an empty data frame if data is unavailable
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