bboread: Read in BBO data sets from CME Historical Datamine
In ProfMalloryResearch/BBOTools: Tools for Working with CME Group's Historical BBO Data sets
Description
Usage
Arguments
Value
Examples
Description
This function is simply a wrapper for the read_fwf function in the readr package. Inside the function, start and end positions
of the raw fixed width file are specified as documented at
http://www.cmegroup.com/confluence/display/EPICSANDBOX/Best+Bid+Best+Offer+ASCII+Layout
For performance, only the bare minimum columns are read in.
Usage
1
bboread(x)
Arguments
x
is a .txt file from the CME Group's historical datamine.
Value
A datatable.
Examples
1
2
ProfMalloryResearch/BBOTools documentation built on May 8, 2019, 3:23 a.m.
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Description Usage Arguments Value Examples
Description
This function is simply a wrapper for the read_fwf function in the readr package. Inside the function, start and end positions of the raw fixed width file are specified as documented at http://www.cmegroup.com/confluence/display/EPICSANDBOX/Best+Bid+Best+Offer+ASCII+Layout For performance, only the bare minimum columns are read in.
Usage
1 | bboread(x)
|
Arguments
x |
is a .txt file from the CME Group's historical datamine. |
Value
A datatable.
Examples
1 2 |
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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