getSymbols needs a backend for the data you are getting, the ones shipped in quantmod are just examples of what you can do (though useful in their own right)
Futures data, as well as other EOD style data, can also be had from CSI: http://www.csidata.com/ or EODdata: http://www.eoddata.com/ They seem reasonably clean and very reasonably priced. Both are simple .csv files, and I think both have APIs available depending on your subscription. I've subscribed to the latter, not the former. CSI even has a package on R-forge that could be of use, though haven't used myself. https://r-forge.r-project.org/projects/rcsi/ HTH Jeff -- Jeffrey Ryan [email protected] www.lemnica.com modity model, > contains some commodities futures data for those wanting to use it: > http://cran.r-project.org/web/packages/schwartz97/. It also includes > vingettes that are worth reading. > >> library(schwartz97) > Loading required package: FKF > Loading required package: mvtnorm >> data(futures) >> names(futures) > [1] "corn" "wheat" "soybean" "soybean.meal" > "soybean.oil" "lumber" "live.cattle" "coffee" "heating.oil" > "copper" >> futuresplot(futures$lumber, type = "forward.curve") > > > On Tue, Jan 11, 2011 at 9:30 AM, Mark Knecht <[email protected]> wrote: > >> 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. >> > > [[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. > -- Jeffrey Ryan [email protected] www.lemnica.com _______________________________________________ [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.
