RTL (version 1.3.7)

getPrice: Morningstar Commodities API single call

Description

Returns data from Morningstar API. See below for current feeds supported. You need your own credentials with Morningstar. In examples sourced locally.

Usage

getPrice(
  feed = "CME_NymexFutures_EOD",
  contract = "@CL21Z",
  from = "2020-09-01",
  iuser = "[e-mail]",
  ipassword = "pass"
)

Value

wide data frame. tibble

Arguments

feed

Morningstar Feed Table. character

contract

Morningstar key. character

from

From date yyyy-mm-dd. character

iuser

Morningstar user name as character - sourced locally in examples. character

ipassword

Morningstar user password as character - sourced locally in examples. character

Current Feeds Supported

• CME_CbotFuturesEOD and CME_CbotFuturesEOD_continuous

• CME_NymexFutures_EOD, CME_NymexFuturesFinal_EOD andCME_NymexFutures_EOD_continuous

• CME_NymexOptionsFinal_EOD and CME_NymexOptions_EOD

• CME_CmeFutures_EOD and CME_CmeFutures_EOD_continuous

• CME_Comex_FuturesSettlement_EOD and CME_Comex_FuturesSettlement_EOD_continuous

• LME_AskBidPrices_Delayed

• SHFE_FuturesSettlement_RT

• ICE_EuroFutures and ICE_EuroFutures_continuous

• ICE_NybotCoffeeSugarCocoaFutures and ICE_NybotCoffeeSugarCocoaFutures_continuous

• CME_STLCPC_Futures

• CFTC_CommitmentsOfTradersCombined. Requires multiple keys. Separate them by a space e.g. "N10 06765A NYME 01".

• Morningstar_FX_Forwards. Requires multiple keys. Separate them by a space e.g. "USDCAD 2M".

• ERCOT_LmpsByResourceNodeAndElectricalBus.

• PJM_Rt_Hourly_Lmp.

• AESO_ForecastAndActualPoolPrice.

Author

Philippe Cote

Examples

if (FALSE) {
getPrice(
  feed = "CME_NymexFuturesFinal_EOD", contract = "CL 2024 07",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_NymexFutures_EOD", contract = "@CL21Z",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_NymexFutures_EOD_continuous", contract = "CL_006_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_NymexOptionsFinal_EOD", contract = "06 2024 P LO 8000",
  from = "2020-03-15", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_NymexOptions_EOD", contract = "@LO21ZP4000",
  from = "2020-03-15", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CbotFuturesEOD", contract = "C0Z",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CbotFuturesEOD_continuous", contract = "ZB_001_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CmeFutures_EOD_continuous", contract = "HE_006_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "Morningstar_FX_Forwards", contract = "USDCAD 2M",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CmeFutures_EOD", contract = "LH0N",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "CME_CmeFutures_EOD_continuous", contract = "HE_006_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "ICE_EuroFutures", contract = "BRN0Z",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "ICE_EuroFutures_continuous", contract = "BRN_001_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "ICE_NybotCoffeeSugarCocoaFutures", contract = "SB21H",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "ICE_NybotCoffeeSugarCocoaFutures_continuous", contract = "SF_001_Month",
  from = "2019-08-26", iuser = username, ipassword = password
)
getPrice(
  feed = "AESO_ForecastAndActualPoolPrice", contract = "Forecast_Pool_Price",
  from = "2021-04-01", iuser = username, ipassword = password
)
getPrice(
  feed = "LME_MonthlyDelayed_Derived", contract = "AHD 2021-12-01 2021-12-31",
  from = "2021-04-01", iuser = username, ipassword = password
)
}