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

In jmazar/obmodeling: Modeling, Analysis, and Graphics of Limit Order Book Data

load trades or quotes from a csv file

Description

load trades or quotes from a csv file

Usage

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 March 27, 2022, 12:55 a.m.