ddr {dataonderivatives} | R Documentation |
Get DDR data
Description
The DTCC Data Repository is a registered U.S. swap data repository that
allows market participants to fulfil their public disclosure obligations
under U.S. legislation. This function will give you the ability to download
trade-level data that is reported by market participants. Column specs are
inferred from all records in the file (i.e. guess_max
is set to Inf
when calling readr::read_csv).
Usage
ddr(date, asset_class, show_col_types = FALSE)
Arguments
date |
the date for which data is required as Date or DateTime object. Only the year, month and day elements of the object are used and it must of be length one. |
asset_class |
the asset class for which you would like to download trade
data. Valid inputs are |
show_col_types |
if |
Value
a tibble that contains the requested data. If no data exists on that date, an empty tibble is returned.
References
DDR Real Time Dissemination Platform
Examples
## Not run:
ddr(as.Date("2017-05-25"), "IR") # Not empty
ddr(as.Date("2020-12-01"), "CR") # Not empty
## End(Not run)