DTCC trades by date and product

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

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 tibble by asset and action where nest_data is FALSE a tibble

nested tibble or tibble if nest_data = FALSE

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

Note

Use dtcc_recent_trades for most recent trades

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

if (FALSE) {
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)
}