read_tick_data: Read tick data

In ylwpaopao/cnquant: Quantitative Analysis Tools in Chinese Stock Market

Description

read_tick_data() reads a certain format csv data as is high frequency stock tick data exported from Wind. A wrapper of read_csv.

Usage

read_tick_data(file, col_types = readr::cols_only(time =
  readr::col_integer(), price = readr::col_integer(), volume =
  readr::col_integer(), turover = readr::col_integer(), match_items =
  readr::col_integer(), bs_flag = readr::col_integer(), accvolume =
  readr::col_integer(), accturover = readr::col_integer(), ask10 =
  readr::col_integer(), ask9 = readr::col_integer(), ask8 =
  readr::col_integer(), ask7 = readr::col_integer(), ask6 =
  readr::col_integer(), ask5 = readr::col_integer(), ask4 =
  readr::col_integer(), ask3 = readr::col_integer(),      ask2 =
  readr::col_integer(), ask1 = readr::col_integer(), bid1 =
  readr::col_integer(), bid2 = readr::col_integer(), bid3 =
  readr::col_integer(), bid4 = readr::col_integer(), bid5 =
  readr::col_integer(), bid6 = readr::col_integer(), bid7 =
  readr::col_integer(), bid8 = readr::col_integer(), bid9 =
  readr::col_integer(), bid10 = readr::col_integer(), asize10 =
  readr::col_integer(), asize9 = readr::col_integer(), asize8 =
  readr::col_integer(), asize7 = readr::col_integer(), asize6 =
  readr::col_integer(),      asize5 = readr::col_integer(), asize4 =
  readr::col_integer(), asize3 = readr::col_integer(), asize2 =
  readr::col_integer(), asize1 = readr::col_integer(), bsize1 =
  readr::col_integer(), bsize2 = readr::col_integer(), bsize3 =
  readr::col_integer(), bsize4 = readr::col_integer(), bsize5 =
  readr::col_integer(), bsize6 = readr::col_integer(), bsize7 =
  readr::col_integer(), bsize8 = readr::col_integer(), bsize9 =
  readr::col_integer(), bsize10 = readr::col_integer(), ask_av_price =
  readr::col_integer(),      bid_av_price = readr::col_integer(),
  total_ask_volume = readr::col_integer(), total_bid_volume =
  readr::col_integer()))

Arguments

file	Path to a file.
col_types	There are two forms. The first is same as read_csv. The second is a character vector which contains variable names you want to use.

Value

A tibble.

See Also

read_csv.

ylwpaopao/cnquant documentation built on Dec. 2, 2019, 10:39 p.m.