BBG_futures_CFTC: Retrieves futures CFTC reports historical data from...

In bautheac/pullit: Pulling financial data from Bloomberg made easy

Description

Provided with a set of futures active contract Bloomberg tickers and a time period, queries Bloomberg for the corresponding futures CFTC reports historical data.

Usage

BBG_futures_CFTC(active_contract_tickers, start, end, verbose = T, ...)

Arguments

active_contract_tickers	a chatacter vector. Specifies the futures active contract Bloomberg tickers to query data for.
start	a scalar character vector. Specifies the starting date for the query in the following format: 'yyyy-mm-dd'.
end	a scalar character vector. Specifies the end date for the query in the following format: 'yyyy-mm-dd'.
verbose	a logical scalar vector. Should progression messages be printed? Defaults to TRUE.
...	optional parameters to pass to the bdh function from the Rblpapi package used for the query (options parameter).

Value

An S4 object of class FuturesCFTC.

See Also

• "GFUT <GO>" on a Bloomberg terminal.

• The tickers_cftc dataset in the BBGsymbols package (finRes suite) for details on the Bloomnerg position tickers used here.

• Helper datasets in the fewISOs package (finRes suite).

Examples

## Not run: 

    BBG_futures_CFTC(active_contract_tickers = c("W A Comdty", "KWA Comdty"),
      start = "2000-01-01", end = as.character(Sys.Date()))

  
## End(Not run)

bautheac/pullit documentation built on June 7, 2021, 12:11 p.m.