Calc.Volumes: Creates a time-series of the traded volumes for a given time...

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.