[R-SIG-Finance] quantmod for futures

Mark Knecht markknecht at gmail.com
Tue Jan 11 00:46:04 CET 2011


On Sun, Jan 9, 2011 at 12:33 PM, Brian G. Peterson <brian at braverock.com> wrote:
> On Sunday, January 09, 2011 02:03:49 pm Edgar Vega wrote:
>> getSymbols("ZC ",src="cmegroup")
>> I am trying to get futures symbols from cme.
>
> I'm not aware of a getSymbols.cmegroup function for source 'cmegroup'.
>
> Did you write one?
>
>  - Brian

Do any of the current methods support the lookup of futures symbols
like the Emini?

- Mark



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