future_id: Create future_series ids

In twsInstrument: Improves ease of use of IBrokers and FinancialInstrument

Description

Create a vector of future_series ids.

Usage

future_id(root, month, year, format = "CYY", sep = "_")

Arguments

root	character vector of names of contract roots
month	numeric vector of months (3 letter abbreviations also work)
year	numeric vector of years
format	character string indicating how the id should be formatted. See format_id
sep	character that will separate root_id and suffix_id

Value

character vector of primary_ids for future_series instruments, OR, if root is missing, a character vector of suffix_ids.

Author(s)

Garrett See

See Also

format_id and parse_suffix for examples of id formats.

Examples

future_id(root=c("ES","YM"), month=c(3,6,9,12), year=2010:2011)
#getSymbols(future_id("VX",1:12,10:11),src='cfe')
future_id('VX',M2C(),10)
#future_id('VX',paste(M2C(),collapse=','),10)

twsInstrument documentation built on May 2, 2019, 5:24 p.m.