dtcc_trades | R Documentation |
This function returns information on derivatives trades cleared by the The Depository Trust & Clearing Corporation [DTCC] for specified dates and product types.
dtcc_trades(
assets = NULL,
include_today = FALSE,
start_date = NULL,
end_date = NULL,
nest_data = TRUE,
return_message = TRUE
)
assets |
type of DTCC cleared financial product
|
include_today |
include today's trades |
start_date |
date starting, must be in year-day-format |
end_date |
date ending, must be in year-month-day format |
nest_data |
|
return_message |
|
where nest_data
is TRUE
a nested tibble by asset and action
where nest_data
is FALSE
a tibble
nested tibble
or tibble
if nest_data = FALSE
where nest_data
is TRUE
a nested tibble by asset,
where nest_data
is FALSE
a tibble
Use dtcc_recent_trades
for most recent trades
The Depository Trust & Clearing Corporation
The Depository Trust & Clearing Corporation
Other DTCC:
dtcc_recent_trades()
Other transaction data:
dtcc_recent_trades()
,
nareit_mergers_acquisitions()
,
sec_securities_metrics_by_exchange()
## Not run:
dtcc_trades()
dtcc_trades(start_date = "2018-10-21", end_date = "2018-10-22")
dtcc_trades(assets = c('credits', 'equities'), include_today = TRUE, start_date = '2017-01-10', end_date = Sys.Date(), nest_data = FALSE)
## End(Not run)
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