API for R-Finance/RTAQ
RTAQ: Tools for the analysis of trades and quotes in R
| Global functions | |
|---|---|
| MedRV | Man page |
| MinRV | Man page |
| RBPCov | Man page |
| RCov | Man page |
| ROWCov | Man page |
| RTAQ | Man page |
| RTAQ-package | Man page |
| RTSCov | Man page |
| TAQLoad | Man page |
| TSCov | Man page |
| aggregatePrice | Man page |
| aggregateQuotes | Man page |
| aggregateTrades | Man page |
| aggregatets | Man page |
| autoSelectExchangeQuotes | Man page |
| autoSelectExchangeTrades | Man page |
| convert | Man page |
| exchangeHoursOnly | Man page |
| getTradeDirection | Man page |
| harModel | Man page |
| makePsd | Man page |
| makeReturns | Man page |
| matchTradesQuotes | Man page |
| medianN | Man page |
| mergeQuotesSameTimestamp | Man page |
| mergeTradesSameTimestamp | Man page |
| noZeroPrices | Man page |
| noZeroQuotes | Man page |
| previoustick | Man page |
| quotesCleanup | Man page |
| realized_library | Man page |
| refreshTime | Man page |
| rmLargeSpread | Man page |
| rmNegativeSpread | Man page |
| rmOutliers | Man page |
| rmTradeOutliers | Man page |
| salesCondition | Man page |
| sample_5minprices | Man page |
| sample_5minprices_jumps | Man page |
| sample_qdata | Man page |
| sample_qdataraw | Man page |
| sample_real5minprices | Man page |
| sample_tdata | Man page |
| sample_tdataraw | Man page |
| selectExchange | Man page |
| spotVol | Man page |
| sumN | Man page |
| thresholdCov | Man page |
| tqLiquidity | Man page |
| tradesCleanup | Man page |
| tradesCleanupFinal | Man page |
