format_id: format an id

In redmode/FinancialInstrument: Financial Instrument Model Infrastructure for R

Description

convert the primary_id or suffix_id of an instrument to a different format. Primarily intended for future_series instruments.

Usage

  format_id(id, format = NULL, parse = c("id", "suffix"),
    sep = "_", ...)

Arguments

id	character. the id to be reformatted. Can be either a primary_id or a suffix_id
format	character string indicating how the id should be formatted. See Details.
parse	character name of parsing method to use: "id" or "suffix"
sep	character that will separate root_id and suffix_id of output if calling with parse="id"
...	parameters to pass to the parsing function

Details

Formats for the suffix_id include 'CY', 'CYY', and 'CYYYY' where C is the month code and Y is numeric. 'MMMY', 'MMMYY', 'MMMYYYY' where MMM is an uppercase month abbreviation. '1xCY', '1xCYY', '1xCYYYY' for single-stock-futures.

There are currently only 2 formats available for option_series: 'opt2' and 'opt4' where opt2 uses a 2 digit year and opt4 uses a 4 digit year.

Value

character id of the appropriate format

Author(s)

Garrett See

See Also

parse_id, parse_suffix, M2C, month_cycle2numeric

Examples

format_id('U1', format='MMMYY', parse='suffix')
format_id('ES_JUN2011', format='CYY', parse='id')
format_id("SPY_20110826P129","opt2")
#several at once
id3 <- c('VX_aug1','ES_U1', 'VX_U11')
format_id(id3,'MMMYY')
format_id(id3,'CYY')
format_id(id3,'CY',sep="")

redmode/FinancialInstrument documentation built on May 27, 2019, 4:03 a.m.