BAM: Extract Bid, Ask, Mid columns or Bid, Ask, Mid, Trade columns

In qmao: Quantmod Add-on

Description

Similar to OHLC, but if the ‘Mid’ column does not exist, it will be calculated.

Usage

  BAM(x, symbol.name = NULL)

  BATM(x, symbol.name = NULL)

Arguments

x	xts object that includes at least the columns that are to be extracted.
symbol.name	used only if the Mid column has to be calculated for creating the column name.

Value

xts object

Author(s)

Garrett See, but based on – and mostly copied from – Jeff Ryan's quantmod

See Also

OHLC, BBO is.BAM, is.BATM

qmao documentation built on May 2, 2019, 4:54 p.m.