Description Usage Arguments Author(s)
Creates a time-series of the traded volumes for a given time period.
1 | calcTradeVolume(data, contract, lookBackPeriod = 1)
|
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 |
Helen Ristov
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