Description Usage Arguments Value
Constructs a continuous futures time series from front and back month contracts from Quandl's database.
1 2 | quandContFutClean(stemCode, start_date = NULL, end_date = NULL,
verbose = FALSE, firstMon = 1, ...)
|
stemCode |
the characters for the corresponding futures series. Usually in the form of CHRIS/EXCHANGE_SYMBOL, such as CHRIS/CME_CL for light, sweet crude oil, and CHRIS/CME_GC for gold. |
start_date |
a character string date in the form of yyyy-mm-dd such as 2000-01-01 |
end_date |
a character string date identical to the above |
verbose |
an argument that displays how many NA and spike days were removed, then prints the removed dates |
firstMon |
an argument that holds the first Month to use |
an OHLCVI time series of daily data
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.