contractlist: Function to return an asset's historical and current future's...

In RCSI: An S4 interface to the CSI UA API

Description

The function returns the historical and current list of futures contracts for a valid symbol, with the contract identifier and period traded.

Usage

contractlist(symbol, is.stock = FALSE, is.option = FALSE)

Arguments

symbol	(character) A valid asset symbol.
is.stock	(Logical) Whether the underlying is a stock (for individual stock futures).
is.option	(logical) Whether the underlying is an option.

Value

Returns a list with items:

contractTable	data.frame with futures codes, start and end period of futures contracts.
validMonths	a vector with the 12 character representation of the active and inactive months of the underlying asset.

Author(s)

Alexios Ghalanos

References

Commodity Systems Incorporated, UNFAIR ADVANTAGE API (API2) FUNCTIONAL SPECIFICATION, 2006.

Examples

# startUA()
# ctlist = contractlist("C")

RCSI documentation built on May 2, 2019, 4:50 p.m.