The Swiss Stock Exchange Market Data News via the SIX Group Newsboard
newsboard_data.RdReturns the Swiss Stock Exchange Market Data News via the SIX Group Newsboard
Usage
newsboard_data(
firstDate = Sys.Date() - 365 * 2,
lastDate = Sys.Date(),
messageType = c("Emergency Information", "Mistrade", "Suspension",
"Trading Information"),
Market = c("Six Swiss Exchange", "Structured Products",
"XBTR - Bilateral Trading Plattform"),
Products = c("Bonds", "Derivatives", "Equities", "Exchange Traded Products", "Funds")
)Arguments
- firstDate
a character string indicating the year-month-date of From date. The default is equivalent to firstDate =
Sys.Date() - 365*2, the earliest date for which data is available on the Newsboard.- lastDate
a character string indicating the year-month-date of To date. The default is equivalent to `lastDate = Sys.Date()``, the last date in range for which data is available, but not greater than current date on the Newsboard.
- messageType
a vector of character strings of the message type. This must be one or combination of either of the strings "Emergency Information", "Mistrade", "Suspension", "Trading Information".The default is equivalent to messageType = 'All'.
- Market
a vector of character strings of the Market type. This must be one or combination of either of the strings "Six Swiss Exchange", "Structured Products","XBTR - Bilateral Trading Plattform". The default is equivalent to Market = 'All'.
- Products
a vector of character strings of the products type. This must be one or combination of either of the strings "Bonds", "Derivatives", "Equities", "Exchange Traded Products", "Funds".The default is equivalent to Products = 'All'.
Details
The inputs must all be character strings, with the date format as %Y-%m-%d
(as determined by as.Date()). The 'messageType', 'Market', 'Products', if not
supplied, all character string options are used, which leads to the
messageType = 'All', Market = 'All' and Products = 'All' defaults.
Supplying individual parameter requires the use of complete string
as opposed to the use of abbreviations.
References
Newsboard: Market activity at the Swiss Stock Exchange. SIX. https://www.six-group.com/en/products-services/the-swiss-stock-exchange/market-data/news-tools/newsboard.html#/
Examples
library(plyr)
library(jsonlite)
data_final <- newsboard_data(firstDate = '2023-06-24')
#> [1] "Page 0"
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head(data_final, 1)
#> messageNo isin valorSymbol title
#> 1 209039 CH1139756881 ZSMIAZ Mistrade Decision in ZSMIAZ / CH1139756881
#> messageType broadcastDateTime security tradingSegment priority
#> 1 Mistrade 2.02402e+13 ZSMIAZ ZKB C Structured Products Normal
#> markets products currency
#> 1 XQMH DE CHF
#> newsText
#> 1 <div><p>In accordance with the rules of SIX Swiss Exchange, the following trade in <strong>'ZSMIAZ ZKB C'</strong> has been declared a mistrade and has therefore been cancelled: </p><table><thead><tr><th align="center" style="width: 75px">Trade Date</th><th align="center" style="width: 75px">Time</th><th align="center" style="width: 45px">Cur</th><th align="left" style="width: 75px">Size</th><th align="left" style="width: 75px">Price</th><th align="left" style="width: 75px">Trade Type</th><th align="left" style="width: 75px">Book Type</th><th align="left" style="width: 75px">Ref Exch</th></tr></thead><tbody><tr><td align="center">02.02.2024</td><td align="center">09:15:58</td><td align="center">CHF</td><td align="left">17</td><td align="left">875.0000</td><td align="left">OnExchange</td><td align="left">QuoteBook</td><td align="left"/></tr></tbody></table><p>Please find further information concerning mistrades in Directive 4: Market Control on our website.</p><p>Regards,<br/>Exchange Operations, SIX Swiss Exchange</p></div>
#> newsTypeCode
#> 1 MI
data_final <- newsboard_data(firstDate = '2023-06-24', messageType = 'Mistrade')
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head(data_final, 2)
#> messageNo isin valorSymbol title
#> 1 209039 CH1139756881 ZSMIAZ Mistrade Decision in ZSMIAZ / CH1139756881
#> 2 209038 LU0950674761 EMUSRI Mistrade Decision in EMUSRI / LU0950674761
#> messageType broadcastDateTime security tradingSegment
#> 1 Mistrade 2.02402e+13 ZSMIAZ ZKB C Structured Products
#> 2 Mistrade 2.02402e+13 UBSETF MSCI EMU SRI EUR ACC ETF
#> priority markets products currency
#> 1 Normal XQMH DE CHF
#> 2 Normal XSWX FU EUR
#> newsText
#> 1 <div><p>In accordance with the rules of SIX Swiss Exchange, the following trade in <strong>'ZSMIAZ ZKB C'</strong> has been declared a mistrade and has therefore been cancelled: </p><table><thead><tr><th align="center" style="width: 75px">Trade Date</th><th align="center" style="width: 75px">Time</th><th align="center" style="width: 45px">Cur</th><th align="left" style="width: 75px">Size</th><th align="left" style="width: 75px">Price</th><th align="left" style="width: 75px">Trade Type</th><th align="left" style="width: 75px">Book Type</th><th align="left" style="width: 75px">Ref Exch</th></tr></thead><tbody><tr><td align="center">02.02.2024</td><td align="center">09:15:58</td><td align="center">CHF</td><td align="left">17</td><td align="left">875.0000</td><td align="left">OnExchange</td><td align="left">QuoteBook</td><td align="left"/></tr></tbody></table><p>Please find further information concerning mistrades in Directive 4: Market Control on our website.</p><p>Regards,<br/>Exchange Operations, SIX Swiss Exchange</p></div>
#> 2 <div><p>In accordance with the rules of SIX Swiss Exchange, the following trade in <strong>'UBSETF MSCI EMU SRI EUR ACC'</strong> has been declared a mistrade and has therefore been cancelled: </p><table><thead><tr><th align="center" style="width: 75px">Trade Date</th><th align="center" style="width: 75px">Time</th><th align="center" style="width: 45px">Cur</th><th align="left" style="width: 75px">Size</th><th align="left" style="width: 75px">Price</th><th align="left" style="width: 75px">Trade Type</th><th align="left" style="width: 75px">Book Type</th><th align="left" style="width: 75px">Ref Exch</th></tr></thead><tbody><tr><td align="center">01.02.2024</td><td align="center">16:00:29</td><td align="center">EUR</td><td align="left">200</td><td align="left">22.6600</td><td align="left">OnExchange</td><td align="left">QuoteBook</td><td align="left"/></tr></tbody></table><p>Please find further information concerning mistrades in Directive 4: Market Control on our website.</p><p>Regards,<br/>Exchange Operations, SIX Swiss Exchange</p></div>
#> newsTypeCode
#> 1 MI
#> 2 MI
data_final <- newsboard_data(firstDate = '2023-06-24', Market = 'Six Swiss Exchange')
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head(data_final,1)
#> messageNo isin valorSymbol title
#> 1 209038 LU0950674761 EMUSRI Mistrade Decision in EMUSRI / LU0950674761
#> messageType broadcastDateTime security tradingSegment
#> 1 Mistrade 2.02402e+13 UBSETF MSCI EMU SRI EUR ACC ETF
#> priority markets products currency
#> 1 Normal XSWX FU EUR
#> newsText
#> 1 <div><p>In accordance with the rules of SIX Swiss Exchange, the following trade in <strong>'UBSETF MSCI EMU SRI EUR ACC'</strong> has been declared a mistrade and has therefore been cancelled: </p><table><thead><tr><th align="center" style="width: 75px">Trade Date</th><th align="center" style="width: 75px">Time</th><th align="center" style="width: 45px">Cur</th><th align="left" style="width: 75px">Size</th><th align="left" style="width: 75px">Price</th><th align="left" style="width: 75px">Trade Type</th><th align="left" style="width: 75px">Book Type</th><th align="left" style="width: 75px">Ref Exch</th></tr></thead><tbody><tr><td align="center">01.02.2024</td><td align="center">16:00:29</td><td align="center">EUR</td><td align="left">200</td><td align="left">22.6600</td><td align="left">OnExchange</td><td align="left">QuoteBook</td><td align="left"/></tr></tbody></table><p>Please find further information concerning mistrades in Directive 4: Market Control on our website.</p><p>Regards,<br/>Exchange Operations, SIX Swiss Exchange</p></div>
#> newsTypeCode
#> 1 MI
data_final <- newsboard_data(firstDate = '2023-06-24', Products = 'Funds')
#> [1] "Page 0"
#> [1] "Page 0 has observations."
head(data_final, 1)
#> data frame with 0 columns and 0 rows
if (FALSE) {
data_final <- newsboard_data(lastDate = '2021-07-01') # error when lastdate > firstdate
head(data_final, 1)
}
match
#> function (x, table, nomatch = NA_integer_, incomparables = NULL)
#> .Internal(match(x, table, nomatch, incomparables))
#> <bytecode: 0x561a828ddc88>
#> <environment: namespace:base>