{
  "_id": "6ac38729285e8e46a0843b6d",
  "Package": "FinancialInstrument",
  "Type": "Package",
  "Title": "Financial Instrument Modeling Infrastructure",
  "Version": "1.4.2",
  "Authors@R": "c(person(given = \"Peter\",\nfamily = \"Carl\",\nrole = \"aut\"),\nperson(given = c(\"Brian\", \"G.\"),\nfamily = \"Peterson\",\nrole = \"aut\"),\nperson(given = \"Garrett\",\nfamily = \"See\",\nrole = \"aut\"),\nperson(given = \"Ross\",\nfamily = \"Bennett\",\nrole = \"aut\"),\nperson(given = c(\"Justin\", \"M.\"),\nfamily = \"Shea\",\nrole = c(\"cre\", \"ctb\"),\nemail = \"jshea01@uic.edu\"))",
  "Description": "Provides infrastructure for defining, storing, and\nmanaging financial instrument metadata independently of market\ndata sources. Models instrument identities, contract\nspecifications, identifiers, and relationships among financial\ninstruments, including currencies, equities, funds, bonds,\nfutures, options, spreads, exchange rates, and synthetic\ninstruments. Supports reusable instrument definitions for\nresearch, portfolio management, trading, and quantitative\nfinance applications.",
  "License": "GPL-2 | GPL-3",
  "URL": "https://github.com/JustinMShea/FinancialInstrument",
  "BugReports": "https://github.com/JustinMShea/FinancialInstrument/issues",
  "Encoding": "UTF-8",
  "RoxygenNote": "8.0.0",
  "Config/pak/sysreqs": "libssl-dev",
  "Repository": "https://justinmshea.r-universe.dev",
  "Date/Publication": "2026-09-05 06:59:32 UTC",
  "RemoteUrl": "https://github.com/justinmshea/financialinstrument",
  "RemoteRef": "HEAD",
  "RemoteSha": "fcfc1a5234ae16d11897becba51865877ac0bbb4",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-10-05 11:13:16 UTC",
    "User": "root"
  },
  "Author": "Peter Carl [aut],\nBrian G. Peterson [aut],\nGarrett See [aut],\nRoss Bennett [aut],\nJustin M. Shea [cre, ctb]",
  "Maintainer": "Justin M. Shea <jshea01@uic.edu>",
  "_user": "justinmshea",
  "_type": "src",
  "_file": "FinancialInstrument_1.4.2.tar.gz",
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  "_filesize": 482322,
  "_sha256": "7d1c8e27074b2ef11bf99349d36b9470d40449351617aa9c6ad600e920d2d1d6",
  "_expires": "2027-01-13T11:16:55.000Z",
  "_created": "2026-10-05T11:13:16.000Z",
  "_published": "2026-10-05T11:16:57.503Z",
  "_jobs": [
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  "_host": "GitHub-Actions",
  "_buildurl": "https://github.com/r-universe/justinmshea/actions/runs/37301264743",
  "_status": "success",
  "_upstream": "https://github.com/justinmshea/financialinstrument",
  "_commit": {
    "id": "fcfc1a5234ae16d11897becba51865877ac0bbb4",
    "author": "Justin M. Shea <JustinMShea@users.noreply.github.com>",
    "committer": "GitHub <noreply@github.com>",
    "message": "Revise installation instructions in README\n\nUpdated installation instructions and removed status section.",
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    "email": "jshea01@uic.edu",
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    "description": "",
    "uuid": 10689703
  },
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  "_registered": true,
  "_dependencies": [
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      "package": "R",
      "version": ">= 3.0.0",
      "role": "Depends"
    },
    {
      "package": "methods",
      "role": "Depends"
    },
    {
      "package": "quantmod",
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      "role": "Depends"
    },
    {
      "package": "zoo",
      "version": ">= 1.7-5",
      "role": "Depends"
    },
    {
      "package": "xts",
      "version": ">= 0.10-0",
      "role": "Depends"
    },
    {
      "package": "TTR",
      "role": "Imports"
    },
    {
      "package": "foreach",
      "role": "Suggests"
    },
    {
      "package": "XML",
      "version": ">= 3.96.1.1",
      "role": "Suggests"
    },
    {
      "package": "tinytest",
      "role": "Suggests"
    },
    {
      "package": "timeSeries",
      "role": "Suggests"
    }
  ],
  "_owner": "justinmshea",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
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  "_tags": [
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      "name": "1.4.1",
      "date": "2026-09-05"
    }
  ],
  "_stars": 1,
  "_contributors": [
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    "type": "user",
    "name": "Justin M. Shea",
    "followers": 167
  },
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    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/FinancialInstrument"
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  "_devurl": "https://github.com/justinmshea/financialinstrument",
  "_searchresults": 104,
  "_rbuild": "4.6.1",
  "_assets": [
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    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/FinancialInstrument.html",
    "extra/manual.pdf",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md"
  ],
  "_homeurl": "https://github.com/justinmshea/financialinstrument",
  "_realowner": "justinmshea",
  "_cranurl": true,
  "_releases": [
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      "version": "1.0",
      "date": "2012-08-23"
    },
    {
      "version": "1.1",
      "date": "2012-12-12"
    },
    {
      "version": "1.2.0",
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    },
    {
      "version": "1.3.1",
      "date": "2018-01-10"
    },
    {
      "version": "1.4.1",
      "date": "2026-08-04"
    }
  ],
  "_exports": [
    ".to_daily",
    "add.defined.by",
    "add.identifier",
    "bond",
    "bond_series",
    "build_series_symbols",
    "build_spread_symbols",
    "buildBasket",
    "buildHierarchy",
    "buildRatio",
    "buildSpread",
    "butterfly",
    "C2M",
    "CompareInstrumentFiles",
    "currency",
    "Denotionalize",
    "exchange_rate",
    "expires",
    "find.instrument",
    "fn_SpreadBuilder",
    "format_id",
    "formatSpreadPrice",
    "fund",
    "future",
    "future_series",
    "getInstrument",
    "getSymbols.FI",
    "guaranteed_spread",
    "ICS",
    "ICS_root",
    "instrument",
    "instrument_attr",
    "instrument.auto",
    "instrument.table",
    "is.currency",
    "is.currency.name",
    "is.instrument",
    "is.instrument.name",
    "load.instruments",
    "loadInstruments",
    "ls_AUD",
    "ls_bonds",
    "ls_by_currency",
    "ls_by_expiry",
    "ls_CAD",
    "ls_calls",
    "ls_CHF",
    "ls_currencies",
    "ls_derivatives",
    "ls_EUR",
    "ls_exchange_rates",
    "ls_expires",
    "ls_expiries",
    "ls_funds",
    "ls_future_series",
    "ls_futures",
    "ls_FX",
    "ls_GBP",
    "ls_guaranteed_spreads",
    "ls_HKD",
    "ls_ICS",
    "ls_ICS_roots",
    "ls_instruments",
    "ls_instruments_by",
    "ls_JPY",
    "ls_non_currencies",
    "ls_non_derivatives",
    "ls_NZD",
    "ls_option_series",
    "ls_options",
    "ls_puts",
    "ls_SEK",
    "ls_spreads",
    "ls_stocks",
    "ls_strikes",
    "ls_synthetics",
    "ls_underlyings",
    "ls_USD",
    "M2C",
    "make_spread_id",
    "MC2N",
    "month_cycle2numeric",
    "next.future_id",
    "Notionalize",
    "option",
    "option_series",
    "option_series.yahoo",
    "parse_id",
    "parse_suffix",
    "prev.future_id",
    "redenominate",
    "reloadInstruments",
    "rm_bonds",
    "rm_by_currency",
    "rm_by_expiry",
    "rm_currencies",
    "rm_derivatives",
    "rm_exchange_rates",
    "rm_funds",
    "rm_future_series",
    "rm_futures",
    "rm_FX",
    "rm_instruments",
    "rm_non_derivatives",
    "rm_option_series",
    "rm_options",
    "rm_spreads",
    "rm_stocks",
    "rm_synthetics",
    "saveInstruments",
    "saveSymbols.common",
    "saveSymbols.days",
    "setSymbolLookup.FI",
    "sort_ids",
    "spread",
    "stock",
    "synthetic",
    "synthetic.instrument",
    "to_secBATV",
    "update_instruments.instrument",
    "update_instruments.iShares",
    "update_instruments.masterDATA",
    "update_instruments.md",
    "update_instruments.morningstar",
    "update_instruments.ms",
    "update_instruments.SPDR",
    "update_instruments.TTR",
    "update_instruments.yahoo",
    "volep"
  ],
  "_datasets": [
    {
      "name": "currencies",
      "title": "currency metadata to be used by 'load.instruments'",
      "object": "currencies",
      "file": "currencies.csv.gz",
      "class": [
        "data.frame"
      ],
      "fields": [
        "primary_id.description.type.currency.counter_currency"
      ],
      "rows": 26,
      "table": true,
      "tojson": true
    },
    {
      "name": "future_series",
      "title": "Constructors for series contracts",
      "object": "future_series",
      "file": "future_series.csv.gz",
      "class": [
        "data.frame"
      ],
      "fields": [
        "X.RIC.type.primary_id.suffix_id.series_description.first_traded.first_notice.expires.settle_date.expiration_detail.underlying_RIC"
      ],
      "rows": 712,
      "table": true,
      "tojson": true
    },
    {
      "name": "root_contracts",
      "title": "future metadata to be used by 'load.instruments'",
      "object": "root_contracts",
      "file": "root_contracts.csv.gz",
      "class": [
        "data.frame"
      ],
      "fields": [
        "primary_id.description.exchange.currency.tick_size.multiplier.TZ.primary_start.primary_end.electronic_start.electronic_end.type.month_cycle.active_months.exchange_id.contract_specification.Comments."
      ],
      "rows": 95,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "to_daily",
      "title": "Extract a single row from each day in an xts object",
      "topics": [
        ".to_daily"
      ]
    },
    {
      "page": "add.defined.by",
      "title": "Add a source to the defined.by field of an 'instrument'",
      "topics": [
        "add.defined.by"
      ]
    },
    {
      "page": "add.identifier",
      "title": "Add an identifier to an 'instrument'",
      "topics": [
        "add.identifier"
      ]
    },
    {
      "page": "build_series_symbols",
      "title": "Construct a series of symbols based on root symbol and suffix letters",
      "topics": [
        "build_series_symbols"
      ]
    },
    {
      "page": "build_spread_symbols",
      "title": "Build symbols for exchange guaranteed (calendar) spreads",
      "topics": [
        "build_spread_symbols"
      ]
    },
    {
      "page": "buildHierarchy",
      "title": "Construct a hierarchy of instruments useful for aggregation",
      "topics": [
        "buildHierarchy"
      ]
    },
    {
      "page": "buildRatio",
      "title": "construct price ratios of 2 instruments",
      "topics": [
        "buildRatio"
      ]
    },
    {
      "page": "buildSpread",
      "title": "Construct a price/level series for pre-defined multi-leg spread instrument",
      "topics": [
        "buildBasket",
        "buildSpread"
      ]
    },
    {
      "page": "C2M",
      "title": "Month-to-Code and Code-to-Month",
      "topics": [
        "C2M",
        "M2C"
      ]
    },
    {
      "page": "CompareInstrumentFiles",
      "title": "Compare Instrument Files",
      "topics": [
        "CompareInstrumentFiles"
      ]
    },
    {
      "page": "currencies",
      "title": "currency metadata to be used by 'load.instruments'",
      "topics": [
        "currencies"
      ]
    },
    {
      "page": "exchange_rate",
      "title": "Constructor for spot exchange rate instruments",
      "topics": [
        "exchange_rate"
      ]
    },
    {
      "page": "expires",
      "title": "Extract the correct expires value from an 'instrument'",
      "topics": [
        "expires"
      ]
    },
    {
      "page": "find.instrument",
      "title": "Find the primary_ids of instruments that contain certain strings",
      "topics": [
        "find.instrument"
      ]
    },
    {
      "page": "FindCommonInstrumentAttributes",
      "title": "Find attributes that more than one instrument have in common",
      "topics": [
        "FindCommonInstrumentAttributes"
      ]
    },
    {
      "page": "fn_SpreadBuilder",
      "title": "Calculate prices of a spread from 2 instruments.",
      "topics": [
        "fn_SpreadBuilder"
      ]
    },
    {
      "page": "format_id",
      "title": "format an id",
      "topics": [
        "format_id"
      ]
    },
    {
      "page": "formatSpreadPrice",
      "title": "format the price of a synthetic instrument",
      "topics": [
        "formatSpreadPrice"
      ]
    },
    {
      "page": "series_instrument",
      "title": "Constructors for series contracts",
      "topics": [
        "bond_series",
        "future_series",
        "option_series"
      ]
    },
    {
      "page": "getInstrument",
      "title": "Primary accessor function for getting objects of class 'instrument'",
      "topics": [
        "getInstrument"
      ]
    },
    {
      "page": "getSymbols.FI",
      "title": "getSymbols method for loading data from split files",
      "topics": [
        "getSymbols.FI"
      ]
    },
    {
      "page": "instrument",
      "title": "instrument class constructors",
      "topics": [
        "bond",
        "currency",
        "fund",
        "future",
        "instrument",
        "option",
        "stock"
      ]
    },
    {
      "page": "instrument_attr",
      "title": "Add or change an attribute of an instrument",
      "topics": [
        "instrument_attr"
      ]
    },
    {
      "page": "instrument.auto",
      "title": "Create an instrument based on name alone",
      "topics": [
        "instrument.auto"
      ]
    },
    {
      "page": "instrument.table",
      "title": "Create data.frame with attributes of all instruments",
      "topics": [
        "instrument.table"
      ]
    },
    {
      "page": "is.currency",
      "title": "class test for object supposedly of type 'currency'",
      "topics": [
        "is.currency"
      ]
    },
    {
      "page": "is.currency.name",
      "title": "check each element of a character vector to see if it is either the primary_id or an identifier of a 'currency'",
      "topics": [
        "is.currency.name"
      ]
    },
    {
      "page": "is.instrument",
      "title": "class test for object supposedly of type 'instrument'",
      "topics": [
        "is.instrument"
      ]
    },
    {
      "page": "is.instrument.name",
      "title": "check each element of a character vector to see if it is either the primary_id or an identifier of an 'instrument'",
      "topics": [
        "is.instrument.name"
      ]
    },
    {
      "page": "load.instruments",
      "title": "Load instrument metadata into the .instrument environment",
      "topics": [
        "load.instruments"
      ]
    },
    {
      "page": "ls_by_currency",
      "title": "List instruments by currency denomination",
      "topics": [
        "ls_AUD",
        "ls_by_currency",
        "ls_CAD",
        "ls_CHF",
        "ls_EUR",
        "ls_GBP",
        "ls_HKD",
        "ls_JPY",
        "ls_NZD",
        "ls_SEK",
        "ls_USD",
        "rm_by_currency"
      ]
    },
    {
      "page": "ls_by_expiry",
      "title": "list or remove instruments by expiration date",
      "topics": [
        "ls_by_expiry",
        "rm_by_expiry"
      ]
    },
    {
      "page": "ls_expiries",
      "title": "show unique expiration dates of instruments",
      "topics": [
        "ls_expires",
        "ls_expiries"
      ]
    },
    {
      "page": "ls_instruments",
      "title": "List or Remove instrument objects",
      "topics": [
        "ls_bonds",
        "ls_calls",
        "ls_currencies",
        "ls_derivatives",
        "ls_exchange_rates",
        "ls_funds",
        "ls_futures",
        "ls_future_series",
        "ls_FX",
        "ls_guaranteed_spreads",
        "ls_ICS",
        "ls_ICS_roots",
        "ls_instruments",
        "ls_non_currencies",
        "ls_non_derivatives",
        "ls_options",
        "ls_option_series",
        "ls_puts",
        "ls_spreads",
        "ls_stocks",
        "ls_synthetics",
        "rm_bonds",
        "rm_currencies",
        "rm_derivatives",
        "rm_exchange_rates",
        "rm_funds",
        "rm_futures",
        "rm_future_series",
        "rm_FX",
        "rm_instruments",
        "rm_non_derivatives",
        "rm_options",
        "rm_option_series",
        "rm_spreads",
        "rm_stocks",
        "rm_synthetics"
      ]
    },
    {
      "page": "ls_instruments_by",
      "title": "Subset names of instruments",
      "topics": [
        "ls_instruments_by"
      ]
    },
    {
      "page": "ls_strikes",
      "title": "show strike prices of defined options",
      "topics": [
        "ls_strikes"
      ]
    },
    {
      "page": "ls_underlyings",
      "title": "show names of underlyings",
      "topics": [
        "ls_underlyings"
      ]
    },
    {
      "page": "make_spread_id",
      "title": "Construct a primary_id for a 'spread' 'instrument' from the primary_ids of its members",
      "topics": [
        "make_spread_id"
      ]
    },
    {
      "page": "month_cycle2numeric",
      "title": "coerce month_cycle to a numeric vector",
      "topics": [
        "MC2N",
        "month_cycle2numeric"
      ]
    },
    {
      "page": "next.future_id",
      "title": "Get the primary_id of the next-to-expire (previously expiring) future_series instrument",
      "topics": [
        "next.future_id",
        "prev.future_id"
      ]
    },
    {
      "page": "Notionalize",
      "title": "Convert price series to/from notional value",
      "topics": [
        "Denotionalize",
        "Notionalize"
      ]
    },
    {
      "page": "option_series.yahoo",
      "title": "Constructor for series of options using yahoo data",
      "topics": [
        "option_series.yahoo"
      ]
    },
    {
      "page": "parse_id",
      "title": "Parse a primary_id",
      "topics": [
        "parse_id"
      ]
    },
    {
      "page": "parse_suffix",
      "title": "parse a suffix_id",
      "topics": [
        "parse_suffix"
      ]
    },
    {
      "page": "redenominate",
      "title": "Redenominate (change the base of) an instrument",
      "topics": [
        "redenominate"
      ]
    },
    {
      "page": "root_contracts",
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