Displaying 2 results from an estimated 2 matches for "g127".
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2012 Oct 12
1
RTAQ - convert function: warning causes incorrect loading of data
...;2010-11-01", to="2010-11-01",datasource=datasource,
datadestination=datadestination,trades=T,quotes=T,ticker="BAC",dir=T,
extention="csv", header=T, tradecolnames=c("SYMBOL", "DATE", "TIME",
"PRICE", "SIZE", "G127", "CORR", "COND", "EX"), quotecolnames=c("SYMBOL",
"DATE", "TIME", "BID", "OFR", "BIDSIZ", "OFRSIZ", "MODE", "EX"))
The only warning returned is:
In `[<-.factor`(`*tmp*`,...
2012 May 20
1
Problem in convert function in RTAQ package
...adestination="C:\\datadestination",trades=T,quotes=F,ticker="SUBX",dir=F)
The problem is that I am not getting the text files named Ticker.trades in
.RData format in the destination folder.The sample data I am using is:
DATE TIME SYMBOL EX PRICE SIZE COND CORR G127
2010-07-01 08:04:28 "SBUX" "Q" "24.9500" " 100" "T" "0" "0"
2010-07-01 08:04:28 "SBUX" "Q" "24.9500" " 100" "T" "0" "0"
2010-07-01 08:04:28 "SBUX" &q...