[R-SIG-Finance] Futures data

[G See]

Also, for daily VIX futures data, there's a getSymbols.cfe method in
my qmao package on R-Forge

# install.packages("qmao", repos="http://r-forge.r-project.org")
library(qmao)
getSymbols("VX", src='cfe', Months=1:12, Years=2011:2012)

Garrett

On Sat, Dec 15, 2012 at 10:03 PM, G See <gsee000 at gmail.com> wrote:
> 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