Calc.VWAP: Creates a VWAP series for a given contract
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Author(s)
Description
Creates a VWAP series for a given contract
Usage
1
Arguments
data
MDR or TRS data.
contract
The contract that you are pulling data for.
lookBackPeriod
The lookback period of rolling VWAP calculation in seconds.
Author(s)
Helen Ristov and Cameron Sawyer
helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.
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Description Usage Arguments Author(s)
Description
Creates a VWAP series for a given contract
Usage
1 |
Arguments
data |
MDR or TRS data. |
contract |
The contract that you are pulling data for. |
lookBackPeriod |
The lookback period of rolling VWAP calculation in seconds. |
Author(s)
Helen Ristov and Cameron Sawyer
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.
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