futures_ticker: Constructs Bloomberg futures term structure tickers.
In bautheac/pullit: Pulling financial data from Bloomberg made easy

Description Usage Arguments Value See Also Examples

Provided with a futures active contract Bloomberg ticker, a term structure position and a set of roll parameters, constructs the corresponding futures term structure Bloomberg ticker according to Bloomberg construction method.

futures_ticker(
  active_contract_ticker = "C A Comdty",
  TS_position = 1L,
  roll_type = "A",
  roll_days = 0L,
  roll_months = 0L,
  roll_adjustment = "N"
)

`active_contract_ticker`	a scalar chatacter vector. Specifies the futures active contract Bloomberg ticker to use for term structure ticker construction.
`TS_position`	a scalar integer vector. Specifies the term structure position desired.
`roll_type`	a scalar chatacter vector. Specifies roll type to use for term structure ticker construction. Must be one of 'A', 'B', 'D', 'F', 'N', 'O' or 'R'.
`roll_days`	a scalar integer vector. Specifies the day the roll should be done. Refers to the day of the month (`roll_type` = 'F') or the number of days before a reference date (`roll_type` = 'D', `roll_type` = 'N', `roll_type` = 'O', `roll_type` = 'R'). Works in tandem with 'roll_months' below.
`roll_months`	a scalar integer vector. Specifies the month the roll should be done. Refers to the number of months before a reference date (`roll_type` = 'D', `roll_type` = 'N', `roll_type` = 'O', `roll_type` = 'R'). Works in tandem with 'roll_days' above.
`roll_adjustment`	a scalar chatacter vector. Specifies roll adjustment method to use for term structure ticker construction. Must be one of 'D', 'N', 'R', or 'W'.

A scalar character vector containing the corresponding term structure ticker.

"GFUT <GO>" &/or "DOCS #2072138 <GO>" on a Bloomberg terminal to learn more about the Bloomberg rolling conventions.
The rolls dataset in the BBGsymbols package (finRes.