CME: CME Class

In MislavSag/findata: Collect data fro trading and financial ML

CME Class

Description

Get data data from CME data API.

Public fields

api_key

API KEY for CME

client_id

Client ID for CME

client_secret

Client secret ID for CME

token

Token we use to make requests

Methods

Public methods

• CME$new()

• CME$get_token()

• CME$retoken()

• CME$fedwatch()

• CME$get_meetings_history()

• CME$fedwatch_history()

• CME$clone()

---

Method new()

Create a new CME object.

Usage

CME$new(api_key = NULL, client_id = NULL, client_secret = NULL)

Arguments

api_key

API KEY for CME cloud data.

client_id

Client ID for CME cloud data.

client_secret

Client Secret for CME cloud data.

Returns

A new 'CME' object.

---

Method get_token()

Get CME token.

Usage

CME$get_token()

Returns

CME token.

---

Method retoken()

Refresh the authentication token if it's expired or missing.

Usage

CME$retoken()

---

Method fedwatch()

Get the current FedWatch forecasts with full API parameter support.

Usage

CME$fedwatch(
  meeting_date = NULL,
  reporting_date = NULL,
  limit = 10,
  remove_na_zero = TRUE
)

Arguments

meeting_date

Optional. Filter forecasts by specific meeting date in 'yyyy-mm-dd' format.

reporting_date

Optional. Filter forecasts by specific reporting date in 'yyyy-mm-dd' format.

limit

Optional. Limits the number of results returned. Default is 10.

remove_na_zero

Optional. Remove rows with NA or zero probability. Default is TRUE.

Returns

A list containing the FedWatch forecast data.

---

Method get_meetings_history()

Get historical meetings data from the CME FedWatch API.

Usage

CME$get_meetings_history(limit = 10)

Arguments

limit

An integer specifying the number of records to retrieve. Default is 10.

Returns

A list containing the meetings history data.

---

Method fedwatch_history()

Get all history fedwatch data

Usage

CME$fedwatch_history()

Returns

data.table of lower and upper rates for mmeting dates and report dates

---

Method clone()

The objects of this class are cloneable with this method.

Usage

CME$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

MislavSag/findata documentation built on June 2, 2025, 12:34 p.m.