getPrice: Morningstar Commodities API single call

In risktoollib/RTL: Risk Tool Library - Trading, Risk, 'Analytics' for Commodities

Morningstar Commodities API single call

Description

Returns data from Morningstar API. See below for current feeds supported. You need your own credentials with Morningstar. In examples sourced locally.

Usage

getPrice(
  feed = "CME_NymexFutures_EOD",
  contract = "@CL21Z",
  from = "2020-09-01",
  iuser = "[e-mail]",
  ipassword = "pass"
)

Arguments

feed	Morningstar Feed Table. character
contract	Morningstar key. character
from	From date yyyy-mm-dd. character
iuser	Morningstar user name as character - sourced locally in examples. character
ipassword	Morningstar user password as character - sourced locally in examples. character

Value

wide data frame. tibble

Current Feeds Supported

• CME_CbotFuturesEOD and CME_CbotFuturesEOD_continuous

• CME_NymexFutures_EOD, CME_NymexFuturesFinal_EOD andCME_NymexFutures_EOD_continuous

• CME_NymexOptionsFinal_EOD and CME_NymexOptions_EOD

• CME_CmeFutures_EOD and CME_CmeFutures_EOD_continuous

• CME_Comex_FuturesSettlement_EOD and CME_Comex_FuturesSettlement_EOD_continuous

• LME_AskBidPrices_Delayed

• SHFE_FuturesSettlement_RT

• ICE_EuroFutures and ICE_EuroFutures_continuous

• ICE_NybotCoffeeSugarCocoaFutures and ICE_NybotCoffeeSugarCocoaFutures_continuous

• CME_STLCPC_Futures

• CFTC_CommitmentsOfTradersCombined. Requires multiple keys. Separate them by a space e.g. "N10 06765A NYME 01".

• Morningstar_FX_Forwards. Requires multiple keys. Separate them by a space e.g. "USDCAD 2M".

• ERCOT_LmpsByResourceNodeAndElectricalBus.

• PJM_Rt_Hourly_Lmp.

• AESO_ForecastAndActualPoolPrice.

Author(s)

Philippe Cote

Examples

## Not run: 
getPrice(
  feed = "CME_NymexFuturesFinal_EOD", contract = "CL 2024 07",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_NymexFutures_EOD", contract = "@CL21Z",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_NymexFutures_EOD_continuous", contract = "CL_006_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_NymexOptionsFinal_EOD", contract = "06 2024 P LO 8000",
  from = "2020-03-15", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_NymexOptions_EOD", contract = "@LO21ZP4000",
  from = "2020-03-15", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CbotFuturesEOD", contract = "C0Z",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CbotFuturesEOD_continuous", contract = "ZB_001_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CmeFutures_EOD_continuous", contract = "HE_006_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "Morningstar_FX_Forwards", contract = "USDCAD 2M",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CmeFutures_EOD", contract = "LH0N",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CmeFutures_EOD_continuous", contract = "HE_006_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "ICE_EuroFutures", contract = "BRN0Z",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "ICE_EuroFutures_continuous", contract = "BRN_001_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "ICE_NybotCoffeeSugarCocoaFutures", contract = "SB21H",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "ICE_NybotCoffeeSugarCocoaFutures_continuous", contract = "SF_001_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "AESO_ForecastAndActualPoolPrice", contract = "Forecast_Pool_Price",
  from = "2021-04-01", iuser = username, ipassword = password
)
getPrice(
  feed = "LME_MonthlyDelayed_Derived", contract = "AHD 2021-12-01 2021-12-31",
  from = "2021-04-01", iuser = username, ipassword = password
)

## End(Not run)

risktoollib/RTL documentation built on April 17, 2024, 1:35 p.m.