| dynamic.mar.2007 {tradeCosts} | R Documentation |
Sample dynamic descriptive data
Description
Sample dynamic descriptive data, or data that changes over time such
as price, for a set of securities.
Usage
data(dynamic.mar.2007)
Format
A data frame with 1688 observations on the following 6 variables.
period- a Date
id- a character vector containing a unique security id
price- a numeric vector containing the period's price
vwap- a numeric vector containing the volume-weighted
average price for the period
prior.close- a numeric vector specifying the prior
closing price for the period
adjustment.factor- a numeric vector
Examples
data(dynamic.mar.2007)
[Package
tradeCosts version 0.2-1
Index]