Man pages for hafen/nxcore
Utilities for working with NxCore data
| aapl_fix | Example FIX data for Apple |
| aapl_taq | Example TAQ data for Apple |
| a_fix | Example FIX data for Agilent Technologies Inc |
| carry_forward_window_gen | Create a sliding window iterator generator |
| carry_price_forward | Carry price forward |
| carry_prices_forward | Carry prices forward |
| cointegration_info | Get cointegration information for time series data. |
| cointegration_p_matrix | Get the pairwise matrix of p-values testing for cointegration |
| coint_measure | Get the cointegration measure for a rolling windows of... |
| consolidate_prices | Consolidate prices at a specified resolution |
| exg_lookup | Exchange Lookup |
| get_bit_matrix | Convert decimal to matrix of bits |
| get_td_cond_flags | Convert decimal NxCore trade condition flags to bit... |
| get_td_price_flags | Convert decimal NxCore price flags to bit representation |
| inclusive_window_gen | Create a sliding window iterator generator |
| log_rate_returns | Get the log-rate-returns of a time-series |
| nxcore_dict | NxCore Data Dictionary |
| process_cancellations | Take care of cancellations in NxCore trade data |
| process_insertions | Take care of insertions in NxCore trade data |
| read_nx_trade | Turn XDATA-processed NxCore "trade" text file into R data... |
| realized_volatility | Calculate the realized volatility for a transction price... |
| register_prices | Register price information across a set of stocks. |
| russell_or_sp | Russell 1000 and SP 500 Stocks |
| symb | Symbol name lookup tables |
| symbol_prefix_lookup | Symbol Prefix Lookup |
| td_cond_flag_lookup | Trade Condition Flag Lookup |
| td_cond_idx_lookup | Trade Condition Index Lookup |
| td_price_flag_lookup | Trade Price Flag Lookup |
| td_vol_type_lookup | Trade Volume Type Lookup |
| vwap | Calculated the VWAP for a specified interval |
