condition_maps_algoseek_equity_taq: Map conditions to conditions codes for AlgoSeek equity TAQ
In larryleihua/fmlr: Financial Machine Learning using R
Description
Usage
Arguments
Value
Author(s)
Examples
Description
Map conditions to conditions codes for AlgoSeek equity TAQ
Usage
1
condition_maps_algoseek_equity_taq(codes, tq = "trade")
Arguments
codes
a vector of integers for readable condition codes
tq
a string to indicate "trade" or "quote"; default is "trade"
Value
a vector of meanings of the condition codes defined by algoseek
Author(s)
Larry Lei Hua
Examples
1
2
condition_maps_algoseek_equity_taq(c(0, 9), tq="trade")
condition_maps_algoseek_equity_taq(c(0, 9), tq="quote")
larryleihua/fmlr documentation built on Jan. 31, 2020, 8:55 a.m.
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Description Usage Arguments Value Author(s) Examples
Description
Map conditions to conditions codes for AlgoSeek equity TAQ
Usage
1 | condition_maps_algoseek_equity_taq(codes, tq = "trade")
|
Arguments
codes |
a vector of integers for readable condition codes |
tq |
a string to indicate "trade" or "quote"; default is "trade" |
Value
a vector of meanings of the condition codes defined by algoseek
Author(s)
Larry Lei Hua
Examples
1 2 | condition_maps_algoseek_equity_taq(c(0, 9), tq="trade")
condition_maps_algoseek_equity_taq(c(0, 9), tq="quote")
|
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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