[R-SIG-Finance] quantmod for futures

Brian G. Peterson brian at braverock.com
Tue Jan 11 14:17:37 CET 2011

On 01/10/2011 05:46 PM, Mark Knecht wrote:
> 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?

The CME Group, like most exchanges, charges for their data.


We get historical futures data from Reuters or CQG, but many other 
sources are available.  As Mark Breman has pointed out, none of them, to 
the best of my knowledge, are free.  The exception may be your broker. 
Brokers that cater to individual traders will often provide some 
historical data.


   - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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