Just to note:

The schwartz97 package, for the Schwartz 1997 two-factor commodity model,
contains some commodities futures data for those wanting to use it:
http://cran.r-project.org/web/packages/schwartz97/.  It also includes
vingettes that are worth reading.

> library(schwartz97)
Loading required package: FKF
Loading required package: mvtnorm
> data(futures)
> names(futures)
 [1] "corn"         "wheat"        "soybean"      "soybean.meal"
"soybean.oil"  "lumber"       "live.cattle"  "coffee"       "heating.oil"
 "copper"
> futuresplot(futures$lumber, type = "forward.curve")


On Tue, Jan 11, 2011 at 9:30 AM, Mark Knecht <markknecht@gmail.com> wrote:

> On Tue, Jan 11, 2011 at 5:17 AM, Brian G. Peterson <brian@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@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?
> >
> > The CME Group, like most exchanges, charges for their data.
> >
> > http://www.cmegroup.com/market-data/datamine-historical-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.
> >
> > Regards,
> >
> >  - 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.
>
> Cheers,
> Mark
>
> _______________________________________________
> R-SIG-Finance@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

	[[alternative HTML version deleted]]

