register_prices: Register price information across a set of stocks.

Description Usage Arguments

View source: R/process.R

Description

Takes a list of stocks from the output of consolidate prices, registers them in time, and display them at the specified resolution.

Usage

1
register_prices(x, on = "seconds", k = 1)

Arguments

x

the list of stocks with a column "price"

on

the resolution to consolidate trades. The default is "seconds" and any resolution supported by the xts::endpoints function is valid.

k

along every k-th elements. For example if "seconds" is specified as the "on" parameter and k=2 then prices are consolidated for every 2 seconds.


hafen/nxcore documentation built on May 17, 2019, 2:03 p.m.