gannspec: Future for Gann Contract Specification
In RCSI: An S4 interface to the CSI UA API
Description
Usage
Arguments
Value
Author(s)
References
Description
The function creates a Gann futures contract specification which is passed onto the
futureseries function for data extraction.
Usage
1
gannspec(DeliveryMonthToView = 1, DayOfMonthToRoll = 1, MonthsPriorToRoll = 0)
Arguments
DeliveryMonthToView
Which (1:12) delivery month to concatenate in order to produce a Gann contract.
DayOfMonthToRoll
The day of the month to roll (31 for expiration).
MonthsPriorToRoll
The number of months before the contract month to roll (0 for expiration month).
Value
Returns an object of class uaSpec
Author(s)
Alexios Ghalanos
References
Commodity Systems Incorporated, UNFAIR ADVANTAGE API (API2) FUNCTIONAL SPECIFICATION, 2006.
RCSI documentation built on May 2, 2019, 4:50 p.m.
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Description Usage Arguments Value Author(s) References
Description
The function creates a Gann futures contract specification which is passed onto the
futureseries function for data extraction.
Usage
1 | gannspec(DeliveryMonthToView = 1, DayOfMonthToRoll = 1, MonthsPriorToRoll = 0)
|
Arguments
DeliveryMonthToView |
Which (1:12) delivery month to concatenate in order to produce a Gann contract. |
DayOfMonthToRoll |
The day of the month to roll (31 for expiration). |
MonthsPriorToRoll |
The number of months before the contract month to roll (0 for expiration month). |
Value
Returns an object of class uaSpec
Author(s)
Alexios Ghalanos
References
Commodity Systems Incorporated, UNFAIR ADVANTAGE API (API2) FUNCTIONAL SPECIFICATION, 2006.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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