TFformat: Data Format of Treasury Future's TAQ data
In chenhaotian/High-Frequency-Trading-Simulation-System: High-Frequency Trading Simulation System
Description
Usage
Format
Details
Description
A dataset containing format informations. The variables are as follows:
Usage
1
Format
A list with 12 elements
Details
pbuyhands. position of bid volumes
pbuyprice. position of bid prices
psellhands. position of ask volumes
psellprice. position of ask prices
ptradetime. position of trade time
plastprice. position of last price
pvolume. position total volume
fee. fee
closeprior. close priority
timeformat. time format
multiplier. multiplier
chenhaotian/High-Frequency-Trading-Simulation-System documentation built on May 13, 2019, 3:52 p.m.
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.
Description Usage Format Details
Description
A dataset containing format informations. The variables are as follows:
Usage
1 |
Format
A list with 12 elements
Details
pbuyhands. position of bid volumes
pbuyprice. position of bid prices
psellhands. position of ask volumes
psellprice. position of ask prices
ptradetime. position of trade time
plastprice. position of last price
pvolume. position total volume
fee. fee
closeprior. close priority
timeformat. time format
multiplier. multiplier
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.