define_futures.IB: futures contract constructor
In gsee/twsInstrument: Improves ease of use of IBrokers and FinancialInstrument

Description Usage Arguments Details Value Author(s) See Also Examples

Define one or many futures contracts for a given underlying.

define_futures.IB(symbols, exch, expiries = as.Date(Sys.time()),
  currency = "USD", include_expired = "1", ...)

define_futures(symbols, exch, expiries = as.Date(Sys.time()),
  currency = "USD", include_expired = "1", src = "IB", ...)

`symbols`	chr name of underlying
`exch`	chr name of exchange (‘GLOBEX’,‘CFE’, ‘eCBOT’, etc)
`expiries`	vector of type chr. YYYYMM or YYYYMMDD
`currency`	denominating currency. default "USD"
`include_expired`	is the contract expired? ‘0’ for no, ‘1’ for yes.
`src`	currently only sQuoteIB
`...`	any other parameters to pass to twsFuture: ‘primary’, ‘currency’, ‘local’, ‘multiplier’, ‘conId’

define_futures is currently just a wrapper that calls define_futures.IB

define_futures.IB loops through all of the symbols and expiries calling twsInstrument. The exchange has to be the same for all of the futures you are trying to define. If you want to define futures from different exchanges, you must make a separate call for each.

The name of the future contract will usually be the value of ‘local’ (retrieved with a call to reqContractDetails) with an underscore separating the root symbol and the suffix_id. If symbol is not found in ‘local’ (e.g. ‘VIX’ is not in ‘VXU1’) the suffix_id will be of format MMMYY (e.g. JUN11)

names of instruments that were created. Called for side-effect

Garrett See

twsInstrument, twsFuture, future, future_series, instrument

## Not run: 
define_futures("ES","GLOBEX",c("201109","201112"))
define_futures("ES","GLOBEX","201103",include_expired="1")

months <- c(paste("0",1:9,sep=""),paste(10:12))
define_futures("VIX","CFE",paste("2010",months,sep=""),include_expired="1")

define_futures("YM","eCBOT","201109")

define_futures(c("NKD","NQ"), "GLOBEX", "201109")

## End(Not run)