futures_get: Get futures prices from trading session settlements page

In rb3: Download and Parse Public Data Released by B3 Exchange

Get futures prices from trading session settlements page

Description

Scrape page https://www.b3.com.br/en_us/market-data-and-indices/data-services/market-data/historical-data/derivatives/trading-session-settlements/ to get futures prices.

Usage

futures_mget(
  first_date = Sys.Date() - 5,
  last_date = Sys.Date(),
  by = 1,
  cache_folder = cachedir(),
  do_cache = TRUE
)

futures_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE)

Arguments

first_date	First date ("YYYY-MM-DD") to yc_mget multiple curves
last_date	Last date ("YYYY-MM-DD") to yc_mget multiple curves
by	Number of days in between fetched dates (default = 1) in yc_mget
cache_folder	Location of cache folder (default = cachedir())
do_cache	Whether to use cache or not (default = TRUE) futures_get returns the future contracts for the given date and futures_mget returns future contracts for multiple dates in a given range.
refdate	Specific date ("YYYY-MM-DD") to yc_get single curve

Value

data.frame with futures prices.

Examples

## Not run: 
df <- futures_get("2022-04-18", "2022-04-22")

## End(Not run)
## Not run: 
df_fut <- futures_get(Sys.Date())
head(df_fut)

## End(Not run)

rb3 documentation built on April 14, 2023, 5:10 p.m.