DSTimeSeriesCarryIndicator: DSTimeSeriesCarryIndicator

In DatastreamR: Datastream API

DSTimeSeriesCarryIndicator

Description

This list is a supporting attribute for the CarryIndicator properties of the DSTimeSeriesRequestObject and DSTimeSeriesResponseObjects. When you supply data which contains 'Not A Number' values (NaN) to denote non trading days, this list instructs the mainframe in how to store the values.

Usage

DSTimeSeriesCarryIndicator

Format

An object of class list of length 3.

Value

numeric

Fields

Yes

Any incoming NaN values are replaced with the last non-NaN value (e.g. 1,2,3,NaN,5,NaN,7,8 will be converted and stored as 1,2,3,3,5,5,7,8).

No

Any incoming NaN values are stored as is and returned as NaN values.

Pad

This is similar to YES, but also pads the final value for any dates your users may request beyond the last date in your timeseries.
For example, if your timeseries supplies just 3 values 1, NaN and 3, and your user requests a range of dates two days before and two days after your range, your user will receive the following values:
No: NaN, NaN, 1, NaN, 3, NaN, NaN
Yes: NaN, NaN, 1, 1, 3, NaN, NaN
Pad: NaN, NaN, 1, 1, 3, 3, 3

DatastreamR documentation built on May 29, 2024, 12:05 p.m.