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 <[email protected]> > On Sun, Jan 9, 2011 at 12:33 PM, Brian G. Peterson <[email protected]> > 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 > > _______________________________________________ > [email protected] 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]] _______________________________________________ [email protected] 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.
