search for: expiry_day

Displaying 1 result from an estimated 1 matches for "expiry_day".

2008 Aug 26
1
bug in package chron (PR#12599)
Full_Name: Zeng, zhenxing Version: 2.7.1 (2008-06-23) OS: windows XP Submission from: (NULL) (158.182.1.30) Dear Author I have run into a trouble in using chron package The data frame: a date time_fut expiry_day bid ask trade_day 1 2004-09-01 09:45:00 2004-10 12860 12889 38 2 2004-09-01 09:45:01 2004-10 12885 12890 38 3 2004-09-01 09:45:04 2004-10 12883 12887 38 4 2004-09-01 09:45:05 2004-10 12878 12886 38 5 2004-09-01 09:45:06 2004-10 12881 12887 38 6...