Hi,

No i don't think historical futures data is available in R for free (yet).

If you have an Interactive Brokers account you can use Jeff's IBrokers
package, but IB does not offer a lot of history and only individual contract
series.

Trading Blox offers EOD futures data for download as a text file (
http://www.tradingblox.com/tradingblox/free-historical-data.htm). I wrote
some R code (for myself) to read this data into R. If this is what you are
looking for i can send you a copy.

Regards,

-Mark-


2011/1/11 Mark Knecht <markknecht@gmail.com>

> On Sun, Jan 9, 2011 at 12:33 PM, Brian G. Peterson <brian@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?
>
> - Mark
>
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