On 01/10/2011 05:46 PM, Mark Knecht wrote:
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?
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
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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