RTL (version 0.1.6)

chart_spreads: chart_spreads

Description

Chart spreads in specific futures contracts for multiple years.

Usage

chart_spreads(
  cpairs = cpairs,
  daysFromExpiry = 200,
  from = "2012-01-01",
  conversion = c(1, 1),
  feed = "CME_NymexFutures_EOD",
  iuser = "[e-mail]",
  ipassword = "pass",
  title = "March/April ULSD Nymex Spreads",
  yaxis = "$ per bbl",
  output = "chart"
)

Arguments

cpairs

Data frame of contract pairs - see example.

daysFromExpiry

Number of days (numeric) from expiry to compute spreads.

from

From date as character string

conversion

Defaults to c(1,1) first and second contracts. 42 from $ per gallons to bbls.

feed

Morningstar Feed Table.

iuser

Morningstar user name as character - sourced locally in examples.

ipassword

Morningstar user password as character - sourced locally in examples.

title

Title for chart.

yaxis

y-axis label.

output

"chart" for plotly object or "data" for dataframe.

Value

A plotly object or a dataframe

Examples

# NOT RUN {
cpairs <- dplyr::tibble(year = c("2014","2019","2020"),
first = c("@HO4H","@HO9H","@HO0H"),
second = c("@CL4J","@CL9J","@CL0J"))
chart_spreads(cpairs = cpairs, daysFromExpiry = 200, from = "2012-01-01",
conversion = c(42,1),feed = "CME_NymexFutures_EOD",
iuser = "[e-mail]", ipassword = "pass",
title = "March/April ULSD Nymex Spreads",
yaxis = "$ per bbl",
output = "data")
 
# }