Retrieves futures CFTC position historical data from from a storethat SQLite database.

Provided with a set of Bloomberg futures active contract tickers and a time period, retrieves the corresponding futures CFTC position historical data previously stored in a storethat SQLite database.

storethat_futures_CFTC(
  active_contract_tickers,
  start,
  end,
  file = NULL,
  verbose = T
)

Arguments

active_contract_tickers	a chatacter vector. Specifies the futures active contract Bloomberg tickers to query data for.
start	a scalar character vector. Specifies the starting date for the query in the following format: 'yyyy-mm-dd'.
end	a scalar character vector. Specifies the end date for the query in the following format: 'yyyy-mm-dd'.
file	a scalar chatacter vector. Specifies the target storethat SQLite database file.
verbose	a logical scalar vector. Should progression messages be printed? Defaults to TRUE.

Value

An S4 object of class FuturesCFTC.

See also

• "GFUT <GO>" on a Bloomberg terminal.

• The tickers_cftc dataset in the BBGsymbols package (finRes suite) for details on the Bloomnerg position tickers used here.

• Helper datasets in the fewISOs package (finRes suite).

• The finRes suite, in particular the storethat package.

Examples

if (FALSE) {

    storethat_futures_CFTC(active_contract_tickers = c("W A Comdty", "KWA Comdty"),
      start = "2000-01-01", end = as.character(Sys.Date()))

  }