getIFrtn: getIFrtn

In QuantAndrew/QDataGet: Data getting functionns

Description

get index future daily return series

Usage

getIFrtn(code, begT, endT, adj = FALSE)

Arguments

code	the code of the future(eg."IF00","IF01","IF02"...)
begT	an object of class "Date"
endT	an object of class "Date"
adj	a logical,with default FALSE. if true, the daily return of future will be aligned with the trading time(starting from 9:30 and ending to 15:30) of CSI300 index.

Value

the daily return series of class xts.

Author(s)

Ruifei.Yin

Examples

begT <- as.Date("2011-01-01")
endT <- as.Date("2011-02-01")
rtn <- getIFrtn("IF00",begT,endT)
rtn.adj <- getIFrtn("IF00",begT,endT,adj=TRUE)

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