selectexchange: Retain only data from a single stock exchange
In highfrequency: Tools for Highfrequency Data Analysis
Description
Usage
Arguments
Value
Author(s)
Description
Function returns an xts object containing the data of only 1 stock exchange.
Usage
1
selectExchange(data,exch="N");
Arguments
data
an xts object containing the time series data.
The object should have a column "EX", indicating the exchange by its symbol.
exch
The (vector of) symbol(s) of the stock exchange(s) that should be selected.
By default the NYSE is chosen (exch="N"). Other exchange symbols are:
A: AMEX
N: NYSE
B: Boston
P: Arca
C: NSX
T/Q: NASDAQ
D: NASD ADF and TRF
X: Philadelphia
I: ISE
M: Chicago
W: CBOE
Z: BATS
Value
xts object
Author(s)
Jonathan Cornelissen and Kris Boudt
highfrequency documentation built on May 2, 2019, 6:09 p.m.
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Description Usage Arguments Value Author(s)
Description
Function returns an xts object containing the data of only 1 stock exchange.
Usage
1 | selectExchange(data,exch="N");
|
Arguments
data |
an xts object containing the time series data. The object should have a column "EX", indicating the exchange by its symbol. |
exch |
The (vector of) symbol(s) of the stock exchange(s) that should be selected. By default the NYSE is chosen (exch="N"). Other exchange symbols are:
|
Value
xts object
Author(s)
Jonathan Cornelissen and Kris Boudt
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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