[R-SIG-Finance] quantmod for futures
markknecht at gmail.com
Tue Jan 11 15:30:51 CET 2011
On Tue, Jan 11, 2011 at 5:17 AM, Brian G. Peterson <brian at braverock.com> wrote:
> 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>
>>> 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
Thanks for the info Brian. I have access to historical and real-time
futures data through TradeStation. It's just a little more work to get
it into R. (export/import) I just wanted to make sure I wasn't
missing something free and easier to do.
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