API for R-Finance/RTAQ
RTAQ: Tools for the analysis of trades and quotes in R

Global functions
ABDJumptest Source code
CPRlocalvol Source code
ExchangeHoursOnly Source code
HRweight Source code
LeeMyklandCV Source code
MedRV Man page Source code
MinRV Man page Source code
RBPCov Man page Source code
RBPCov_bi Source code
RBPVar Source code
RCov Man page Source code
ROWCov Man page Source code
ROWVar Source code
RTAQ Man page
RTAQ-package Man page
RTSCov Man page Source code
RTSCov_bi Source code
RTSRV Source code
RV Source code
TAQLoad Man page Source code
TAQload Source code
TQfun Source code
TSCov Man page Source code
TSCov_bi Source code
TSRV Source code
adjtime Source code
aggJ Source code
aggRV Source code
aggY Source code
agg_price Source code
agg_quotes Source code
agg_trades Source code
agg_volume Source code
aggregatePrice Man page Source code
aggregateQuotes Man page Source code
aggregateTrades Man page Source code
aggregatets Man page Source code
autoSelectExchangeQuotes Man page Source code
autoSelectExchangeTrades Man page Source code
autoselectexchange Source code
autoselectexchangeq Source code
center Source code
cfactor_RTSCV Source code
conHR Source code
conhuber Source code
convert Man page Source code
convert_quotes Source code
convert_trades Source code
correctedTrades Source code
countzeroes Source code
dataformatc Source code
di_diff Source code
di_div Source code
diurnal Source code
diurnalfit Source code
es Source code
estimhar Source code
exchangeHoursOnly Man page Source code
filtered_variance Source code
getHarmodelformula Source code
getTradeDirection Man page Source code
gettradedir Source code
harModel Man page Source code
huberweight Source code
logqs Source code
logqslope Source code
logsize Source code
makePsd Man page Source code
makeReturns Man page Source code
makeXtsQuotes Source code
makeXtsTrades Source code
matchTradesQuotes Man page Source code
matchtq Source code
maxvol Source code
medianN Man page Source code
mergeQuotesSameTimestamp Man page Source code
mergeTradesSameTimestamp Man page Source code
mergequotessametimestamp Source code
mergesametimestamp Source code
mq_return Source code
mq_return_abs Source code
mq_return_sqr Source code
noZeroPrices Man page Source code
noZeroQuotes Man page Source code
nozeroprices Source code
nozeroquotes Source code
onLoad Source code
p_return_abs Source code
p_return_sqr Source code
period.apply2 Source code
period.apply3 Source code
pes Source code
plot.harModel Source code
pqs Source code
previoustick Man page Source code
price_impact Source code
print.harModel Source code
prop_price_impact Source code
prs Source code
pts Source code
qdatacheck Source code
qs Source code
qslope Source code
quotesCleanup Man page Source code
quotescleanup Source code
rdatacheck Source code
readdata Source code
realized_library Man page
refreshTime Man page Source code
rmLargeSpread Man page Source code
rmNegativeSpread Man page Source code
rmOutliers Man page Source code
rmTradeOutliers Man page Source code
rmlargespread Source code
rmnegspread Source code
rmoutliers Source code
rmtradeoutliers Source code
rs Source code
salesCondition Man page Source code
salescond Source code
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 Source code
selectexchange Source code
shorthscale Source code
signed_trade_size Source code
signed_value_trade Source code
spotVol Man page Source code
sumN Man page Source code
summary.harModel Source code
tdatacheck Source code
thresholdBPCov Source code
thresholdCov Man page Source code
thresholdcov Source code
tqLiquidity Man page Source code
tqdatacheck Source code
tradesCleanup Man page Source code
tradesCleanupFinal Man page Source code
tradescleanup Source code
tradescleanup_finalop Source code
tspread Source code
uniTAQload Source code
univariateoutlyingness Source code
value_trade Source code
waverage Source code
weightedaverage Source code
R-Finance/RTAQ documentation built on May 9, 2017, 9:41 p.m.