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]