LoadTickData: Locate and Load Tick Data of Given Instrument at Given Date
In TickExec: Execution Functions for Tick Data Back Test
Description
Usage
Arguments
Value
Description
Since the format of the data may vary, this funcation is expecting to vary among
different datasets and data structures.
Usage
1
LoadTickData(dir, ticker, date, CALL = 'BUY', market = 'SHSZ')
Arguments
dir
The directory containing the Tick data.
date
date of the tick data.
ticker
ticker of the tick data.
CALL
'BUY', 'SELL' or 'TRADE', depends on the chunk of the data wanted.
market
specifying the sub-function to call depending on the market.
Value
A dataframe, or NA if no entries satisfy the given conditions.
TickExec documentation built on May 2, 2019, 9:58 a.m.
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Description Usage Arguments Value
Description
Since the format of the data may vary, this funcation is expecting to vary among different datasets and data structures.
Usage
1 | LoadTickData(dir, ticker, date, CALL = 'BUY', market = 'SHSZ')
|
Arguments
dir |
The directory containing the Tick data. |
date |
date of the tick data. |
ticker |
ticker of the tick data. |
CALL |
'BUY', 'SELL' or 'TRADE', depends on the chunk of the data wanted. |
market |
specifying the sub-function to call depending on the market. |
Value
A dataframe, or NA if no entries 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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