create_futures_spot: Creates a FuturesSpot object from futures spot data.

Description Usage Arguments Value

Description

Futures spot data refers to data on the corresponding cash market. Should spot data be retrieved from other data source(s), This function creates a FuturesSpot data object out of input data retrieved from any data source. The returned FuturesSpot object facilitates storage in a storethat database.

Usage

1

Arguments

data

a dataframe containing futures spot data. Columns should include:

  • ticker: futures active contract Bloomberg tickers.

  • field: field Bloomberg symbols. See BBGsymbols for a list of accepted symbols.

  • date: observation date (YYYY-MM-DD).

  • value: observation value.

Value

An S4 object of class FuturesSpot.


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