[R-SIG-Finance] Futures data

[G See]

If you just want daily data, there is a script in the parser directory
of FinancialInstrument
(http://r-forge.r-project.org/scm/viewvc.php/*checkout*/pkg/FinancialInstrument/inst/parser/download.tblox.R?root=blotter)
that will download free data since 1995 from tradingblox.

Try this,

library(FinancialInstrument)
source(paste0("http://r-forge.r-project.org/scm/viewvc.php/*checkout*/pkg/",
             "FinancialInstrument/inst/parser/download.tblox.R?root=blotter"))
define_futures.tblox() # define meta data for available futures -- not
required to get data

buildHierarchy(ls_futures(), "description") # show the descriptions of
available futures

find.instrument("Eurodollar")
getInstrument("ED")

# this getSymbols.tblox method will download all data from tblox, but will only
# assign the symbols you give it.
getSymbols("ED", src='tblox')
tail(ED)

# this will download all tblox futures data and assign in your globalenv()
get_tblox()

tail(TY)
head(CL)

HTH,
Garrett

On Sat, Dec 15, 2012 at 9:39 PM, Robert A'gata <rhelpacc at gmail.com> wrote:
> Eurodollar, treasury, S&P500 e-mini, crude oil, natural gas,
> agricultural