[R-SIG-Finance] FinancialInstrument functions output / side effect variables

G See gsee000 at gmail.com
Fri Aug 24 18:54:05 CEST 2012


Doug,

I re-read your question.  Let me clarify.  Instruments are stored in
an environment called .instrument at the top level of the package.
You can see everything in that environment like this

  ls(FinancialInstrument:::.instrument)

However, there are lots of functions show the primary_ids of
instruments that do some checking to make sure that what is being
shown are indeed primary_ids of instruments.

e.g

  ls_stocks()
  ls_currencies()
  ls_instruments()

Let me know if I can offer more clarity.

Best,
Garrett

On Fri, Aug 24, 2012 at 11:44 AM, G See <gsee000 at gmail.com> wrote:
> Hi Doug,
>
> You can use getInstrument to see the instruments
>
> e.g.
>
>   stock("SPY", currency("USD"))
>   getInstrument("USD")
>   getInstrument("SPY")
>
> Please take a look at the files in the demo directory
> (https://r-forge.r-project.org/scm/viewvc.php/pkg/FinancialInstrument/demo/FIdemo2.R?view=markup&root=blotter)
>
> You'll also probably be interested in ?buildHierarchy
>
> build_series_symbols does nothing but return a character vector and it
> does not store it anywhere and it does not create any instruments. (I
> personally use future_id from the twsInstrument package to serve the
> purpose of build_series_symbols)
>
> HTH,
> Garrett



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