read_algoseek_equity_fullDepth: Load AlgoSeek equity Full Depth data from zip files
In larryleihua/fmlr: Financial Machine Learning using R
Description
Usage
Arguments
Author(s)
Examples
Description
Load AlgoSeek equity Full Depth data from zip files
Usage
1
read_algoseek_equity_fullDepth(zipdata, whichData = NULL)
Arguments
zipdata
the original zip data provided by AlgoSeek
whichData
the specific data to be loaded; by default load all data in the zip file
Author(s)
Larry Lei Hua
Examples
1
2
3
4
5
6
7
zipdata <- tempfile()
download.file("https://www.algoseek.com/static/files/sample_data/equity_and_etf_etn/IBM.FullDepth.20140128.csv.zip",zipdata)
dat <- read_algoseek_equity_fullDepth(zipdata)
# Do not run unless the file 20180108.zip is avaliable
# dat <- read_algoseek_equity_fullDepth("20180108.zip", whichData="AMZN.csv")
larryleihua/fmlr documentation built on Jan. 31, 2020, 8:55 a.m.
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Description Usage Arguments Author(s) Examples
Description
Load AlgoSeek equity Full Depth data from zip files
Usage
1 | read_algoseek_equity_fullDepth(zipdata, whichData = NULL)
|
Arguments
zipdata |
the original zip data provided by AlgoSeek |
whichData |
the specific data to be loaded; by default load all data in the zip file |
Author(s)
Larry Lei Hua
Examples
1 2 3 4 5 6 7 | zipdata <- tempfile()
download.file("https://www.algoseek.com/static/files/sample_data/equity_and_etf_etn/IBM.FullDepth.20140128.csv.zip",zipdata)
dat <- read_algoseek_equity_fullDepth(zipdata)
# Do not run unless the file 20180108.zip is avaliable
# dat <- read_algoseek_equity_fullDepth("20180108.zip", whichData="AMZN.csv")
|
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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