search for: openinterest

...n :4609 Median :4631 Median :4594 Median :4614 Median :14439 Mean :4620 Mean :4640 Mean :4599 Mean :4620 Mean :16590 3rd Qu.:4773 3rd Qu.:4796 3rd Qu.:4753 3rd Qu.:4766 3rd Qu.:18294 Max. :4944 Max. :4954 Max. :4912 Max. :4937 Max. :73559 openInterest direction volatility volumeXdirection Min. : 0 Min. :-62.00000 Min. : 0.00 Min. :-2795242 1st Qu.:184685 1st Qu.:-19.25000 1st Qu.:30.00 1st Qu.: -248740 Median :193233 Median : -1.50000 Median :38.50 Median : -15905 Mean :188825 Mean...

Hi, I am trying to read the following type of data from a .csv file to form an irregular time series object. I want to use it with the VaR package. How do I read it in correctly to an irregular time series object? Anupam. date,Open,High,Low,Close,Volume,OpenInterest,Contract 1972-08-16,54.25,54.25,54.25,54.25,1,1,KC1973H 1972-08-17,54.25,54.25,54.25,54.25,0,1,KC1973H 1972-08-18,54.25,54.25,54.25,54.25,0,1,KC1973H 1972-08-21,54.25,54.25,54.25,54.25,0,1,KC1973H 1972-08-22,54.25,54.25,54.25,54.25,0,1,KC1973H 1972-08-23,54.25,54.25,54.25,54.25,0,1,KC1973H