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RTL (version 0.1.6)

getCurve: getCurve

Description

Returns forward curves from Morningstar API. See below for current feeds supported. You need your own credentials with Morningstar.

Usage

getCurve(
  feed = "Crb_Futures_Price_Volume_And_Open_Interest",
  contract = "CL",
  date = "2020-08-10",
  fields = c("Open, High, Low, Close"),
  iuser = "x@xyz.com",
  ipassword = "pass"
)

Arguments

feed

Morningstar Feed Table e.g "Crb_Futures_Price_Volume_And_Open_Interest".

contract

Morningstar contract root e.g. "CL" for CME WTI and "BG" for ICE Brent.

date

From date as character string.

fields

Defaults to c("Open, High, Low, Close").

iuser

Morningstar user name as character - sourced locally in examples.

ipassword

Morningstar user password as character - sourced locally in examples.

Value

wide data frame

Current Feeds Supported

  • Crb_Futures_Price_Volume_And_Open_Interest

  • CME_NymexFuturesIntraday_EOD

  • ICE_EuroFutures and ICE_EuroFutures_continuous

Examples

Run this code
# NOT RUN {
# CME WTI Futures
getCurve(feed = "Crb_Futures_Price_Volume_And_Open_Interest",contract = "CL",
date = "2020-07-13",fields = c("Open, High, Low, Close"),
iuser = "x@xyz.com", ipassword = "pass")

getCurve(feed = "Crb_Futures_Price_Volume_And_Open_Interest",contract = "BG",
date = "2020-07-13",fields = c("Open, High, Low, Close"),
iuser = "x@xyz.com", ipassword = "pass")
# }

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