On Tue, Jan 11, 2011 at 5:17 AM, Brian G. Peterson <[email protected]> wrote: > 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
Thanks for the info Brian. I have access to historical and real-time futures data through TradeStation. It's just a little more work to get it into R. (export/import) I just wanted to make sure I wasn't missing something free and easier to do. Cheers, 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.
