load.trades: load trades or quotes from a csv file

Description Usage Arguments

View source: R/load_trades.R

Description

load trades or quotes from a csv file

Usage

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load.quotes(filename, symbol.col = "X.RIC", tz = "GMT",
  format = "%d-%b-%Y %H:%M:%OS", ...)

load.trades(filename, symbol.col = "X.RIC", tz = "GMT",
  format = "%d-%b-%Y %H:%M:%OS", ...)

Arguments

filename

filename to load trades/quotes from

symbol.col

string defining the column containing the symbol, default 'X.RIC'

tz

timezone string as defined by base::timezones, default 'GMT'

format

character string representing the date-time specification as described in base::strptime

...

any passthrough parameters for utils::read.csv


jmazar/obmodeling documentation built on June 8, 2017, 10:30 p.m.