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]