pull_futures_info: Retrieves futures series qualitative information.

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

Description

Provided with a set of futures active contract Bloomberg tickers retrieves qualitative information on the corresponding futures series or retrieves it from an existing storethat SQLite database..

Usage

pull_futures_info(
  source = "Bloomberg",
  active_contract_tickers,
  file = NULL,
  ...
)

Arguments

source	a scalar character vector. Specifies the data source for the query: "Bloomberg" or "storethat". Defaults to "Bloomberg".
active_contract_tickers	a chatacter vector. Specifies the futures active contract Bloomberg tickers to query data for.
file	a scalar chatacter vector. Optional parameter that specifies the target storethat SQLite database file to retrieve data from.
...	optional parameters to pass to the bdp function from the Rblpapi package used for the query (options parameter).

Value

An S4 object of class FuturesInfo.

See Also

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

• Helper datasets in the fewISOs and GICS packages (finRes suite).

Examples

## Not run: 

    BBG_info <- pull_futures_info(source = "Bloomberg",
      active_contract_tickers = c("W A Comdty", "KWA Comdty"))

    storethat_info <- pull_futures_info(source = "storethat",
      active_contract_tickers = c("W A Comdty", "KWA Comdty"))

  
## End(Not run)

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