SPYRM: SPY realized measures
In highfrequency: Tools for Highfrequency Data Analysis
SPYRM R Documentation
SPY realized measures
Description
Realized measures for the SPY ETF calculated at 1 and 5 minute sampling.
Usage
SPYRM
Format
A data.table object
Note
The CLOSE column is NOT the official close price, but simply the last recorded price of the day. Thus, this may be slightly different from other sources.
highfrequency documentation built on Oct. 4, 2023, 5:08 p.m.
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| SPYRM | R Documentation |
SPY realized measures
Description
Realized measures for the SPY ETF calculated at 1 and 5 minute sampling.
Usage
SPYRM
Format
A data.table object
Note
The CLOSE column is NOT the official close price, but simply the last recorded price of the day. Thus, this may be slightly different from other sources.
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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