Calc.OHLC: Creates an Open, High, Low, Close time-series for a given...

Description Usage Arguments Author(s)

Description

Creates an Open, High, Low, Close time-series for a given contract.

Usage

1
Calc.OHLC(data, contract, barLength)

Arguments

data

MDR or TRS data.

contract

The contract that you are pulling data for.

barLength

The length of bar for OHLC calculation in seconds.

Author(s)

Helen Ristov and Cameron Sawyer


helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.