Get futures prices from trading session settlements page

Scrape page https://www.b3.com.br/en_us/market-data-and-indices/data-services/market-data/historical-data/derivatives/trading-session-settlements/ to get futures prices.

Usage

futures_mget(
  first_date = Sys.Date() - 5,
  last_date = Sys.Date(),
  by = 1,
  cache_folder = cachedir(),
  do_cache = TRUE
)

futures_get(refdate = Sys.Date(), cache_folder = cachedir(), do_cache = TRUE)

Arguments

first_date

First date ("YYYY-MM-DD") to yc_mget multiple curves

last_date

Last date ("YYYY-MM-DD") to yc_mget multiple curves

by

Number of days in between fetched dates (default = 1) in yc_mget

cache_folder

Location of cache folder (default = cachedir())

do_cache

Whether to use cache or not (default = TRUE)

futures_get returns the future contracts for the given date and futures_mget returns future contracts for multiple dates in a given range.

refdate

Specific date ("YYYY-MM-DD") to yc_get single curve

Value

data.frame with futures prices.

Examples

if (FALSE) { # \dontrun{
df <- futures_get("2022-04-18", "2022-04-22")
} # }
if (FALSE) { # \dontrun{
df_fut <- futures_get(Sys.Date())
head(df_fut)
} # }