Description Usage Arguments Value Examples
(Try) to buy a given instrument at given date and time, by market order.The function can at most penetrate 5 levels of ask prices. For large capital, the average executed price WILL be elevated.
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dir |
The directory containing the Tick data. |
date |
the date for placing the order. |
ticker |
ticker for traget instrument, characters or numbers are both acceptable. |
capital |
amount of money wanted to fully invested on the instrument. |
orderTime |
Time of the day to place the market order. |
costIn |
transaction cost for buying. |
market |
specifying the sub-function to call depending on the market. |
A dataframe, with corresponding summary statistics.
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