etf_data: The etf_data dataset contains a single environment called...

In algoquant/rutils: Utility Functions for Simplifying Financial Data Management and Modeling

The etf_data dataset contains a single environment called etfenv, which includes daily OHLC time series data for a portfolio of symbols. All the prices are already adjusted.

Description

The etfenv environment includes daily OHLC time series data for a portfolio of symbols, and reference data:

symbolv

a vector of strings with the portfolio symbols.

prices

a single xts time series containing daily closing prices for all the symbolv.

returns

a single xts time series containing daily returns for all the symbolv.

Individual time series

"VTI", "VEU", etc., containing daily OHLC prices for the symbolv.

Usage

data(etf_data)  # not required - data is lazy load

Format

Each xts time series contains the following columns with adjusted prices and trading volume:

Open

Open prices

High

High prices

Low

Low prices

Close

Close prices

Volume

daily trading volume

Examples

# Loading is not not needed - data is lazy load
# data(etf_data)
# Get first six rows of OHLC prices
head(etfenv$VTI)
chart_Series(x=etfenv$VTI["2009-11"])

algoquant/rutils documentation built on April 18, 2024, 12:05 a.m.