setSymbolLookup.FI: set quantmod-style SymbolLookup for instruments
In redmode/FinancialInstrument: Financial Instrument Model Infrastructure for R

Description Usage Arguments Details See Also

This function exists to tell getSymbols where to look for your repository of market data.

  setSymbolLookup.FI(base_dir, Symbols, ...,
    split_method = c("days", "common"),
    storage_method = "rda", use_identifier = "primary_id",
    extension = "rda", src = "FI")

`base_dir`	string specifying the base directory where data is stored, see Details
`Symbols`	character vector of names of instruments for which to `setSymbolLookup`
`...`	any other passthru parameters
`storage_method`	currently only ‘rda’, but we will eventually support ‘indexing’ at least, and maybe others
`split_method`	string specifying the method files are split, currently ‘days’ or ‘common’, see Details
`use_identifier`	string identifying which column should be use to construct the `primary_id` of the instrument, default 'primary_id'
`extension`	file extension, default "rda"
`src`	which `getSymbols` sub-type to use, default `getSymbols.FI` by setting 'FI'

The base_dir parameter must be set or the function will fail. This will vary by your local environment and operating system. For mixed-OS environments, we recommend doing some OS-detection and setting the network share to your data to a common location by operating system. For example, all Windows machines may use “M:/” and all *nix-style (linux, Mac) machines may use “/mnt/mktdata/”.

The split_method currently allows either ‘days’ or ‘common’, and expects the file or files to be in sub-directories named for the symbol. In high frequency data, it is standard practice to split the data by days, which is why that option is the default.

getSymbols.FI, instrument_attr, load.instruments, loadInstruments, setSymbolLookup