fundManageR (version 0.5.02210501)

dtcc_trades: DTCC trades by date and product

Description

This function returns information on derivatives trades cleared by the The Depository Trust & Clearing Corporation [DTCC] for specified dates and product types.

Usage

dtcc_trades(assets = NULL, include_today = FALSE, start_date = NULL,
  end_date = NULL, nest_data = TRUE, return_message = TRUE)

Arguments

assets

type of DTCC cleared financial product

• NULL: returns all product types (default)

• COMMODITIES: Commodities

• CREDITS: Credit Default Swaps

• EQUITIES: Equities

• FOREX: Foreign Exchange

• RATES: Interest Rates

include_today

include today's trades

start_date

date starting, must be in year-day-format

end_date

date ending, must be in year-month-day format

nest_data

TRUE return nested data frame

return_message

TRUE return a message after data import

Value

where nest_data is TRUE a nested data_frame by asset and action where nest_data is FALSE a data_frame

nested data_frame or data_frame if nest_data = FALSE

where nest_data is TRUE a nested data_frame by asset, where nest_data is FALSE a data_frame

References

The Depository Trust & Clearing Corporation

The Depository Trust & Clearing Corporation

See Also

Other DTCC: dtcc_recent_trades

Other transaction data: dtcc_recent_trades, nareit_mergers_acquisitions, sec_securities_metrics_by_exchange

Examples

# NOT RUN {
dtcc_trades()
dtcc_trades(start_date = "2018-10-21", end_date = "2018-10-22")
dtcc_trades(assets = c('credits', 'equities'), include_today = TRUE, start_date = '2017-01-10', end_date = Sys.Date(), nest_data = FALSE)
# }