GetLastPrice: Retrieve Last Trade Price of Given Instrument
In TickExec: Execution Functions for Tick Data Back Test
Description
Usage
Arguments
Value
Description
Seek the last trade price happened before given timestamp.
Usage
1
GetLastPrice(dir = dir, date, time, ticker, market = 'SHSZ')
Arguments
dir
The directory containing the Tick data.
date
date of the tick data.
ticker
ticker of the tick data.
time
timestamp of the wanted price.
market
specifying the sub-function to call depending on the market.
Value
A number, or NA if no entry satisfy the given conditions.
TickExec documentation built on May 2, 2019, 9:58 a.m.
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Description Usage Arguments Value
Description
Seek the last trade price happened before given timestamp.
Usage
1 | GetLastPrice(dir = dir, date, time, ticker, market = 'SHSZ')
|
Arguments
dir |
The directory containing the Tick data. |
date |
date of the tick data. |
ticker |
ticker of the tick data. |
time |
timestamp of the wanted price. |
market |
specifying the sub-function to call depending on the market. |
Value
A number, or NA if no entry satisfy the given conditions.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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