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]