R Graphical Manual

Last data update: 2014.03.03

Data Source

R Release (3.2.3)
CranContrib
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Results 1 - 10 of 69 found.
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future_series (Package: FinancialInstrument) : Constructors for series contracts

Constructors for series contracts on instruments such as options and futures

● Data Source: CranContrib
● Keywords:
● Alias: bond_series, future_series, option_series
● 0 images

.to_daily (Package: FinancialInstrument) : Extract a single row from each day in an xts object

Extract a single row from each day in an xts object

● Data Source: CranContrib
● Keywords:
● Alias: .to_daily
● 0 images

buildRatio (Package: FinancialInstrument) : construct price ratios of 2 instruments

Calculates time series of ratio of 2 instruments using available data. Returned object will be ratios calculated using Bids, Asks, and Mids, or Opens, Closes, and Adjusteds.

● Data Source: CranContrib
● Keywords:
● Alias: buildRatio
● 0 images

to_secBATV (Package: FinancialInstrument) : Convert tick data to one-second data

This is like taking a snapshot of the market at the end of every second, except the volume over the second is summed.

● Data Source: CranContrib
● Keywords:
● Alias: alltick2sec, to_secBATV
● 0 images

expires.xts (Package: FinancialInstrument) : xts expires extraction method

determines (or estimates) the expiration from an xts object by either finding the last row that is not NA or by passing the name/symbol of the xts object to expires.character

● Data Source: CranContrib
● Keywords: internal
● Alias: expires.xts
● 0 images

find.instrument (Package: FinancialInstrument) : Find the primary_ids of instruments that contain certain strings

Uses regular expression matching to find instruments

● Data Source: CranContrib
● Keywords:
● Alias: find.instrument
● 0 images

FindCommonInstrumentAttributes (Package: FinancialInstrument) : Find attributes that more than one instrument have in common

Find attributes that more than one instrument have in common

● Data Source: CranContrib
● Keywords:
● Alias: FindCommonInstrumentAttributes
● 0 images

update_instruments.yahoo (Package: FinancialInstrument) : updates instrument metadata with data from yahoo

Adds/updates information in instrument with data downloaded from yahoo

● Data Source: CranContrib
● Keywords:
● Alias: update_instruments.TTR, update_instruments.yahoo
● 0 images

build_series_symbols (Package: FinancialInstrument) : construct a series of symbols based on root symbol and suffix letters

The columns needed by this version of the function are primary_id and month_cycle. primary_id should match the primary_id of the instrument describing the root contract. month_cycle should contain a comma delimited string describing the month sequence to use, e.g. "F,G,H,J,K,M,N,Q,U,V,X,Z" for all months using the standard futures letters, or "H,M,U,Z" for quarters, or "Mar,Jun,Sep,Dec" for quarters as three-letter month abbreviations, etc. The correct values will vary based on your data source.

● Data Source: CranContrib
● Keywords:
● Alias: build_series_symbols
● 0 images

make_spread_id (Package: FinancialInstrument) : Construct a primary_id for a code{spread

Construct a primary_id for a spread instrument from the primary_ids of its members

● Data Source: CranContrib
● Keywords:
● Alias: make_spread_id
● 0 images