Calc.Volumes: Creates a time-series of the traded volumes for a given time...
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Author(s)
Description
Creates a time-series of the traded volumes for a given time period.
Usage
1
Calc.Volumes(data, contract, lookBackPeriod = 1)
Arguments
data
MDR or TRS data.
contract
The contract that you are pulling data for.
lookBackPeriod
A list containing the lookback units and size for a rolling volume calculation specified in secs,hours,day,weeks,months
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 time-series of the traded volumes for a given time period.
Usage
1 | Calc.Volumes(data, contract, lookBackPeriod = 1)
|
Arguments
data |
MDR or TRS data. |
contract |
The contract that you are pulling data for. |
lookBackPeriod |
A list containing the lookback units and size for a rolling volume calculation specified in secs,hours,day,weeks,months |
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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