getPrice {RTL} | R Documentation |
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 = "x@xyz.com",
ipassword = "pass"
)
Arguments
feed |
Morningstar Feed Table. |
contract |
Morningstar key. |
from |
From date yyyy-mm-dd. |
iuser |
Morningstar user name as character - sourced locally in examples. |
ipassword |
Morningstar user password as character - sourced locally in examples. |
Value
wide data frame. tibble
Current Feeds Supported
CME_CbotFuturesEOD and CME_CbotFuturesEOD_continuous
CME_NymexFutures_EOD and CME_NymexFutures_EOD_continuous
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(s)
Philippe Cote
Examples
## Not run:
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_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
)
## End(Not run)