MiBiAsChTr: Extract Columns of Data from and xts object

Description Usage Arguments Details Value

Description

Extract "Bid", "Ask", "Mid", "Trade", and "Change" columns

Usage

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  Mi(x, symbol.name = NULL)

  Bi(x)

  As(x)

  Ch(x)

  Tr(x)

Arguments

x

a data object with columns containing data to be extracted

symbol.name

used only if the Mid column has to be calculated for creating the column name.

Details

These are similar to the quantmod functions Op, Hi, Lo, Cl, Ad. They use grep to locate the appropriate columns, and are case insensitive.

Mi will calculate the Mid column if it does not exist, but Bid and Ask columns do exist.

Value

an xts object with the appropriately named column


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