#' US CFTC futures position Bloomberg tickers
#'
#' @description The dataset includes Bloomberg tickers for the US Commodity Futures
#' Trading Commission (CFTC)'s 'legacy', 'disaggregated', 'supplemental' and 'traders
#' in financial futures' reports. See 'Details' section below.
#'
#' @format A \linkS4class{data.table}. Columns include:
#' \itemize{
#' \item{\code{name}: name of the futures series.}
#' \item{\code{asset class}: asset class for the underlying futures series ('climate',
#' 'commodity', 'equity', 'fixed income' or 'currency').}
#' \item{\code{active contract ticker}: active contract ticker for the underlying futures
#' series.}
#' \item{\code{MIC}: ISO 10383 Codes for exchanges and market identification (MIC).
#' Identifies the exchange where the corresponding futures series trades.}
#' \item{\code{format}: CFTC report format ('legacy', 'disaggregated', 'supplemental' or
#' 'traders in financial futures').}
#' \item{\code{underlying}: underlying instrument ('futures only' or 'futures & options').}
#' \item{\code{unit}: counting unit (number of 'contracts', 'traders' or 'total').}
#' \item{\code{participant}: CFTC's trader classification. Report specific:
#' \itemize{
#' \item{legacy: 'commercial', 'non-commercial', 'non-reportable', 'total'.}
#' \item{disaggregated: 'managed money', 'producer/merchant/processor/user', 'swap dealers',
#' 'other reportables'.}
#' \item{supplemental: 'commercial - non-CIT', 'non-commercial - non-CIT',
#' 'index traders - non-CIT', 'index traders'.}
#' \item{traders in financial futures: 'asset manager/institutional', 'dealer/intermediary',
#' 'leveraged funds', 'other reportables'.}
#' }
#' }
#' \item{\code{position}: trader positions. Participant specific.
#' \itemize{
#' \item{commercial: 'long', 'short', 'net'.}
#' \item{non-commercial: 'long', 'short', 'net', 'spreading'.}
#' \item{non-reportable: 'long', 'short', 'net'.}
#' \item{total: 'long', 'short', 'net', 'open interest', 'total'.}
#' \item{managed money: 'long', 'short', 'net', 'spreading'.}
#' \item{producer/merchant/processor/user: 'long', 'short', 'net'.}
#' \item{swap dealers: 'long', 'short', 'net', 'spreading'.}
#' \item{other reportables: 'long', 'short', 'net', 'spreading'.}
#' \item{commercial - non-CIT: 'long', 'short', 'net'.}
#' \item{non-commercial - non-CIT: 'long', 'short', 'net', 'spreading'.}
#' \item{index traders - non-CIT: 'long', 'short'.}
#' \item{index traders: 'long', 'short', 'net'.}
#' \item{asset manager/institutional: 'long', 'short', 'net', 'spreading'.}
#' \item{dealer/intermediary: 'long', 'short', 'net', 'spreading'.}
#' \item{leveraged funds: 'long', 'short', 'net', 'spreading'.}
#' \item{other reportables: 'long', 'short', 'net', 'spreading'.}
#' }
#' }
#' \item{\code{ticker}: corresponding Bloomberg ticker.}
#' }
#'
#' @source
#' \itemize{
#' \item{\url{http://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm}}
#' \item{\url{http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm}}
#' \item{\url{http://www.cftc.gov/idc/groups/public/@commitmentsoftraders/documents/file/tfmexplanatorynotes.pdf}}
#' }
#'
#' @seealso
#' \itemize{
#' \item{"CFTC <GO>" on a Bloomberg terminal.}
#' \item{\href{https://github.com/bautheac/pullit/}{\pkg{pullit}} and
#' \href{https://github.com/bautheac/storethat/}{\pkg{storethat}} packages
#' from the \href{https://bautheac.github.io/finRes/}{\pkg{finRes}} suite.}
#' }
#'
#' @details The Commitments of Traders (COT) reports provide a breakdown of each Tuesday's
#' open interest for markets in which 20 or more traders hold positions equal to or
#' above the reporting levels established by the CFTC. A trader must report his or her
#' position if at the daily market close, their position is at or above the CFTC's
#' reporting level in any futures month or option expiration. A trader is determined to
#' be commercial or non-commercial using the following rational: all traders'
#' reported futures positions in a commodity are classified as commercial if the trader
#' uses futures contracts in that particular commodity for hedging as defined in
#' the CFTC's regulations (1.3(z). Along with a breakdown by commercial/non-commercial
#' traders, the CFTC also reports 'disaggregated' categories of producer/merchant,
#' swap dealers, managed money and other reportables. When a contract does not meet the
#' CFTC's minimum reporting requirement there will be no data reported and that
#' date will be left blank.
#'
#' SOURCE: \url{http://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm}
#'
#' UPDATE INFO: Data is provided weekly on Friday at 3:30pm EST for the week ending on
#' Tuesday. Data is only reported to the CFTC for markets in which 20 or more traders hold
#' positions equal to or above the reporting levels established by the CFTC. If
#' the minumum requirements are not met, no data will be posted for that week.
#'
#' CALCULATIONS: Data is taken directly from the source without any manipulation, except
#' for the 'Net' tickers, which are calculated by taking the long contracts minus the
#' short contracts.
#'
#' SOURCE METHODOLOGY: \url{http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm}
#'
#' Please note that "The Disaggregated COT report data for physical commodity markets
#' can be re-aggregated to get back to the two categories of the COT report. The
#' TFF report, however, is not a disaggregation of the COT data for the financial
#' futures markets. The traders classified into one of the four categories in the
#' TFF report may be drawn from either the 'commercial' or 'noncommercial'
#' categories of traders in the legacy COT reports."
#'
#' HISTORICAL CONSIDERATIONS: The Coffee Sugar and Cocoa Exchange and New York Cotton
#' Exchange were part of the New York Board of Trade which merged with Intercontinental
#' Exchange (ICE) in January 2007. If a holiday falls on a Tuesday, report dates for
#' the Monday before or Wednesday after are modified to reflect the Tuesday date, as
#' if there were no holiday.
#'
#' DATA DISCOVERY: For more details see {COT<GO>} <HELP> on a Bloomberg terminal.
#'
#' RELATED SECTORS/FUNCTIONS: hit {FDM <GO>} on a Bloomberg terminal.
#'
#' TFF Traders in Financial Futures Report: \cr
#' Explanatory notes:
#' \url{http://www.cftc.gov/idc/groups/public/@commitmentsoftraders/documents/file/tfmexplanatorynotes.pdf} \cr
#' Future's only: hit {ALLX TFF1<GO>} {ALLX TFF2<GO>} {ALLX TFF3<GO>}
#' on a Bloomberg terminal. \cr
#' Future's & options combined: hit {ALLX TFC1<GO>} {ALLX TFC2<GO>}
#' {ALLX TFC3<GO>} on a Bloomberg terminal.
#'
#' ---CFTC ticker guide---
#'
#' Ticker ends with:
#' \itemize{
#' \item{Legacy:
#' \itemize{
#' \item{'COL': Commercial Long Contracts.}
#' \item{'COS': Commercial Short Contracts.}
#' \item{'CON': Commercial Net Contracts.}
#' \item{'NCL': Non-Commercial Long Contracts.}
#' \item{'NCP': Non-Commercial Spreading Contracts.}
#' \item{'NCS': Non-Commercial Short Contracts.}
#' \item{'NCN': Non-Commercial Net Contracts.}
#' \item{'NRL': Non-Reportable Long Contracts.}
#' \item{'NRS': Non-Reportable Short Contracts.}
#' \item{'NRN': Non-Reportable Net Contracts.}
#' \item{'OIN': Total Open Interest.}
#' \item{'TCL': Commercial Long Traders.}
#' \item{'TCS': Commercial Short Traders.}
#' \item{'TLL': Total Long Contracts.}
#' \item{'TLS': Total Short Contracts.}
#' \item{'TLN': Total Net Contracts.}
#' \item{'TNL': Non-Commercial Long Traders.}
#' \item{'TNP': Non-Commercial Spreading Traders.}
#' \item{'TNS': Non-Commercial Short Traders.}
#' \item{'TTL': Total Long Traders.}
#' \item{'TTO': Total Traders.}
#' \item{'TTS': Total Short Traders.}
#' }
#' }
#' \item{Disaggregated:
#' \itemize{
#' \item{'PML': Producer Merchant Long Contracts.}
#' \item{'PMS': Producer Merchant Short Contracts.}
#' \item{'PMN': Producer Merchant Net Contracts.}
#' \item{'PTL': Producer Merchant Total Long Traders.}
#' \item{'PTS': Producer Merchant Total Short Traders.}
#' \item{'SWL': Swap Dealers Long Contracts.}
#' \item{'SWD': Swap Dealers Spreading Contracts.}
#' \item{'SWS': Swap Dealers Short Contracts.}
#' \item{'SWN': Swap Dealers Net Contracts.}
#' \item{'STL': Swap Dealers Total Long Traders.}
#' \item{'STS': Swap Dealers Total Short Traders.}
#' \item{'STD': Swap Dealers Total Spread Traders.}
#' \item{'MML': Managed Money Long Contracts.}
#' \item{'MMD': Managed Money Spreading Contracts.}
#' \item{'MMS': Managed Money Short Contracts.}
#' \item{'MMN': Managed Money Net Contracts.}
#' \item{'MTL': Managed Money Total Long Traders.}
#' \item{'MTS': Managed Money Total Short Traders.}
#' \item{'MTD': Managed Money Total Spread Traders.}
#' \item{'ORL': Other Reportables Long Contracts.}
#' \item{'ORD': Other Reportables Spreading Contracts.}
#' \item{'ORS': Other Reportables Short Contracts.}
#' \item{'ORN': Other Reportables Net Contracts.}
#' \item{'OTL': Other Reportables Total Long Traders.}
#' \item{'OTS': Other Reportables Total Short Traders.}
#' \item{'OTD': Other Reportables Total Spread Trader.}
#' }
#' }
#' \item{Traders in Financial Futures (TFF):
#' \itemize{
#' \item{'DIL': Dealer Intermediary Long Contracts.}
#' \item{'DIS': Dealer Intermediary Short Contracts.}
#' \item{'DIN': Dealer Intermediary Net Total.}
#' \item{'DID': Dealer Intermediary Spread Contracts.}
#' \item{'DTL': Dealer Intermediary Total Long Traders.}
#' \item{'DTS': Dealer Intermediary Total Short Traders.}
#' \item{'DTD': Dealer Intermediary Total Spread Traders.}
#' \item{'AIL': Asst Mgr Institutional Long Contracts.}
#' \item{'AIS': Asst Mgr Institutional Short Contracts.}
#' \item{'AIN': Asst Mgr Institutional Net Totals.}
#' \item{'AID': Asst Mgr Institutional Spread Contracts.}
#' \item{'ATL': Asst Mgr Institutional Total Long Traders.}
#' \item{'ATS': Asst Mgr Institutional Total Short Traders.}
#' \item{'ATD': Asst Mgr Institutional Total Spread Traders.}
#' \item{'LFL': Leveraged Funds Long Contracts.}
#' \item{'LFS': Leveraged Funds Short Contracts.}
#' \item{'LFN': Leveraged Funds Net Totals.}
#' \item{'LFD': Leveraged Funds Spread Contracts.}
#' \item{'LTL': Leveraged Funds Total Long Traders.}
#' \item{'LTS': Leveraged Funds Total Short Traders.}
#' \item{'LTD': Leveraged Funds Total Spread Traders.}
#' \item{'ORL': Other Reportables Long Contracts.}
#' \item{'ORS': Other Reportables Short Contracts.}
#' \item{'ORN': Other Reportables Net Totals.}
#' \item{'ORD': Other Reportables Spread Contracts.}
#' \item{'OTL': Other Reportables Total Long Traders.}
#' \item{'OTS': Other Reportables Total Short Traders.}
#' \item{'OTD': Other Reportables Total Spread Traders.}
#' }
#' }
#' \item{Supplemental/Commodity Index Traders (CIT):
#' \itemize{
#' \item{'CLN': Non Commerical Long Non CIT.}
#' \item{'CSN': Non Commerical Short Non CIT.}
#' \item{'NPN': Non Commerical Spreading Non CIT.}
#' \item{'NNT': Non Commerical Non CIT (Net).}
#' \item{'OLN': Commerical Long Non CIT.}
#' \item{'OSN': Commerical Short Non CIT.}
#' \item{'CNT': Commerical Non CIT (Net).}
#' \item{'CIL': Index Trader Long.}
#' \item{'CIS': Index Trader Short.}
#' \item{'CIN': Index Trader (Net).}
#' \item{'NLN': # Traders Non Comm Long Non CIT.}
#' \item{'NSN': # Traders Non Comm Short Non CIT.}
#' \item{'STN': # Traders Non Comm Spread Non CIT.}
#' \item{'LTN': # Traders Comm Long Non CIT.}
#' \item{'TSN': # Traders Comm Short Non CIT.}
#' \item{'ILT': # Traders Index Trader Long CIT.}
#' \item{'IST': # Traders Index Trader Short CIT.}
#' \item{'TLC': # Traders Index Trader Long Non CIT.}
#' \item{'SNT': # Traders Index Trader Short Non CIT.}
#' \item{'LTS': Leveraged Funds Total Short Traders.}
#' \item{'LTD': Leveraged Funds Total Spread Traders.}
#' \item{'ORL': Other Reportables Long Contracts.}
#' \item{'ORS': Other Reportables Short Contracts.}
#' \item{'ORN': Other Reportables Net Totals.}
#' \item{'ORD': Other Reportables Spread Contracts.}
#' \item{'OTL': Other Reportables Total Long Traders.}
#' \item{'OTS': Other Reportables Total Short Traders.}
#' \item{'OTD': Other Reportables Total Spread Traders.}
#' }
#' }
#' }
#'
#' This data represents the number of non-commerical long traders who must report their
#' positions for the stated futures and/or option contracts. A trader must report his
#' or her postion if at the daily market close, their position is at or above the CFTC's
#' reporting level in any futures month or option expiration. A trader is determined to
#' be commercial or non-commerical using the following rationale: all trader's reported
#' futures positions in a commodity are classifed as commercial if the trader uses
#' futures contracts in that particular commodity for hedging as defined in the CFTC's
#' regulations (1.3(z)).
#'
#' @importClassesFrom data.table data.table
#'
"tickers_cftc"
#' Bloomberg tickers for various popular futures series
#'
#' @description The dataset includes Bloomberg active contract tickers for several popular futures series including
#' commodity, currency, financial as well as index futures with underlyings from various asset classes.
#'
#' @format A \linkS4class{data.table}. Columns include:
#' \itemize{
#' \item{\code{ticker}: active contract ticker for the futures series.}
#' \item{\code{name}: corresponding futures series's underlying name.}
#' \item{\code{asset class}: asset class for the underlying futures series; 'commodity', 'currency', 'financial' and 'index'.}
#' \item{\code{sector}: underlying instrument sector; asset class specific.
#' \itemize{
#' \item{commodity: 'agriculturals', 'energy', 'metals'.}
#' \item{currency: domestic currency.}
#' \item{financial: instrument type.}
#' \item{index: index asset class.}
#' }
#' }
#' \item{\code{subsector}: underlying instrument subsector; asset class specific.
#' \itemize{
#' \item{commodity:
#' \itemize{
#' \item{agriculturals: 'grains', 'livestock', 'softs'.}
#' \item{energy: 'gas', 'petroleum'.}
#' \item{metals: 'base', 'precious'.}
#' }
#' }
#' \item{currency: foreign currency.}
#' \item{financial: for government debt underlyings, corresponding country code (ISO 3166-1 alpha-2).}
#' \item{index. sector specific:
#' \itemize{
#' \item{commodity indexes (commodity): commodity sector covered by the index.}
#' \item{equity indexes (equity): country/region covered by the index.}
#' }
#' }
#' }
#' }
#' \item{\code{currency}: currency for observed price variables.}
#' \item{\code{MIC}: ISO 10383 Codes for exchanges and market identification (MIC). Identifies the exchange where the corresponding futures series trades.}
#' \item{\code{term structure length}: length of the term structure for the futures series (number of contracts).}
#' \item{\code{contract size}: size of the corresponding contract with units specified in \code{trading unit} below.}
#' \item{\code{point value}: change in contract value for one point change in price.}
#' \item{\code{tick size}: minimum price fluctuation.}
#' \item{\code{tick value}: change in price resulting for a minimum price fluctuation described above.}
#' \item{\code{FIGI}: Financial Instrument Global Identifier. Twelve character, alphanumeric identifier. The first 2 characters are upper-case consonants
#' (including "Y"), the third character is the upper-case "G", characters 4 -11 are any upper-case consonant (including "Y") or integer between 0 and 9,
#' and the last character is a check-digit. An identifier is assigned to instruments of all asset classes, is unique to an individual instrument and once
#' issued will not change for an instrument. For equity instruments an identifier is issued per instrument per trading venue.}
#' \item{\code{description}: descriptive elements for the corresponding futures series.}
#' }
#'
#' @source Bloomberg
#'
#' @seealso
#' \itemize{
#' \item{"GFUT <GO>" on a Bloomberg terminal.}
#' \item{The \href{https://bautheac.github.io/finRes/}{\pkg{finRes}} suite, in particular the
#' \href{https://github.com/bautheac/pullit/}{\pkg{pullit}} and
#' \href{https://github.com/bautheac/storethat/}{\pkg{storethat}} packages.}
#' }
#'
#' @importClassesFrom data.table data.table
#'
"tickers_futures"
#' Field symbols for Bloomberg financial data
#'
#' @description Helper dataset for working with Bloomberg in R.
#' Provides field symbols for various security type-data type combinations
#'
#' @format A \linkS4class{data.table}. Columns include:
#' \itemize{
#' \item{\code{instrument}: underlying financial instrument type (futures, equity, fund, etc.).}
#' \item{\code{book}: data book.}
#' \item{\code{type:subsection}: data classification elements.}
#' \item{\code{name}: field name.}
#' \item{\code{symbol}: corresponding Bloomberg data field symbol.}
#' }
#'
#' @source Bloomberg
#'
#' @seealso
#' \itemize{
#' \item{Data field search monitor on a Bloomberg terminal.}
#' \item{The \href{https://bautheac.github.io/finRes/}{\pkg{finRes}} suite, in particular the
#' href{https://github.com/bautheac/pullit/}{\pkg{pullit}} and
#' \href{https://github.com/bautheac/storethat/}{\pkg{storethat}} packages.}
#' }
#'
#' @importClassesFrom data.table data.table
#'
"fields"
#' Futures delivery month symbols
#'
#' @description Lists the Street convention symbols for futures delivery month.
#'
#' @format A \linkS4class{data.table}. Columns include:
#' \itemize{
#' \item{name: month name.}
#' \item{symbol: corresponding symbol.}
#' }
#'
#' @source \url{https://www.cmegroup.com/month-codes.html?redirect=/product-codes-listing/month-codes.html}
#'
#' @seealso
#' \itemize{
#' \item{The \href{https://bautheac.github.io/finRes/}{\pkg{finRes}} suite, in particular the
#' \href{https://github.com/bautheac/pullit/}{\pkg{pullit}} and
#' \href{https://github.com/bautheac/storethat/}{\pkg{storethat}} packages.}
#' }
#'
#' @importClassesFrom data.table data.table
#'
"months"
#' Roll symbols for futures term structure Bloomberg ticker construction
#'
#' @description Helper dataset for Bloomberg futures term structure ticker construction.
#' Provides roll type and roll adjustment symbols to use along days and months offsets in
#' constructing Bloomberg futures term structure tickers.
#'
#' @format A \linkS4class{data.table}. Columns include:
#' \itemize{
#' \item{\code{roll}: divides variables between roll type ('type') and roll adjustment (adjustment) variables.}
#' \item{\code{symbol}: roll type or adjustment symbol.}
#' \item{\code{name}: corresponding roll type or adjustment name.}
#' }
#'
#' @source Bloomberg
#'
#' @seealso
#' \itemize{
#' \item{function \code{\link[pullit]{futures_ticker}} in package \href{https://github.com/bautheac/pullit/}{\pkg{pullit}}.}
#' \item{"GFUT <GO>" &/or "DOCS #2072138 <GO>" on a Bloomberg terminal.}
#' \item{The \href{https://bautheac.github.io/finRes/}{\pkg{finRes}} suite in general, in particular the
#' \href{https://github.com/bautheac/pullit/}{\pkg{pullit}} and
#' \href{https://github.com/bautheac/storethat/}{\pkg{storethat}} packages.}
#' }
#'
#'
#' @importClassesFrom data.table data.table
#'
"rolls"
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