getIFcontinuousCode: getIFcontinuousCode

Description Usage Arguments Value Author(s) Examples

Description

get the continuous index future code on every trading day

Usage

1
getIFcontinuousCode(begT = as.Date("2010-04-16"), endT = Sys.Date())

Arguments

endT

Value

a datafame with cols:tradingday,IF00,IF01,IF02,IF03,IF04,firstday,lastday...

Author(s)

Ruifei.Yin

Examples

1
2
3
begT <- as.Date("2010-04-16")
endT <- Sys.Date()
getIFcontinuousCode()

QuantAndrew/QDataGet documentation built on May 14, 2019, 7:35 a.m.