| trade.mar.2007 {tradeCosts} | R Documentation |
Sample trading data
Description
Sample trading data from March, 2007.
Usage
data(trade.mar.2007)
Format
A data frame with 413 observations on the following 5 variables.
period- a Date specifying the period of the trade
id- a character vector containing a unique security id
side- a character vector specifying type of trade.
Takes on values
B (buy), S (sell), C (cover)
and X (short sell)
exec.qty- a numeric vector specifying the size of the trade
exec.price- a numeric vector specifying the execution price
Examples
data(trade.mar.2007)
[Package
tradeCosts version 0.2-1
Index]