On Sat, 20 Mar 2021, Fianu, Emmanuel Senyo writes:
> Hi Enrico,
>
> thanks for the feedback.
> I am having something different here:
> I would be grateful for your assistance.
>
> res <- strsplit(as.character(my.data$Strike), ":")
> #[[1]]
> #[1] "character(0)"
>
> #[[2]]
> #[1] "c(\"CAP ATM
Hi Enrico,
thanks for the feedback.
I am having something different here:
I would be grateful for your assistance.
res <- strsplit(as.character(my.data$Strike), ":")
#[[1]]
#[1] "character(0)"
#[[2]]
#[1] "c(\"CAP ATM Fwd\", \" -0.49%\")"
#[[3]]
#[1] "c(\"SWT 0.50% fwd\", \" 0.05%\")"
#[[4]]
On Sat, 20 Mar 2021, Fianu, Emmanuel Senyo writes:
> Hello Enrico,
>
> here is a reproducible result:
> As you could see, I have separated CAP ATM Fwd and SWT 0.5% fwd
> Now, I move on to have two separate tables). I would be grateful for any
> support.
> Currently, I want to remove all: "c(\""
Hello Enrico,
here is a reproducible result:
As you could see, I have separated CAP ATM Fwd and SWT 0.5% fwd
Now, I move on to have two separate tables). I would be grateful for any
support.
Currently, I want to remove all: "c(\"" and if necessary have decimals
instead of % symbols.
On Fri, 19 Mar 2021, Fianu, Emmanuel Senyo writes:
> Hello Enrico,
>
> thanks for the feedback: this is what I have:
> As you can see we have to things here:
>
> "CAP ATM Fwd" and SWT 0.50% fwd
>
> strsplit(as.character(df),':', '')# separate the column entry into
> multiples specified but
On Fri, 19 Mar 2021, Fianu, Emmanuel Senyo writes:
> Dear All,
>
> Please, I am working on raw financial data and would like to have the data
> cleaned. I am working on it a bit further and will be very grateful for any
> idea or support. Below are my codes and results.
> I would like to have
Dear All,
Please, I am working on raw financial data and would like to have the data
cleaned. I am working on it a bit further and will be very grateful for any
idea or support. Below are my codes and results.
I would like to have the numbers after the semi-columns separate.
They are different symbols with different tenors, so yes, it is normal
for them to differ.
iirc, IR is a 90-day interbank rate, and YT is a 3-yr bond
It's been a while, so I might have those tenors wrong, but either way
they are futures for different rates. Why would you expect them to be
Hi
I am studying the spread between a couple of interest rate futures on
the ASX using R and IB
The futures are IR and IT.
This data line is produced by a callback looping on them at 4:30 pm when
trade finishes:
time -> 2020-01-21 16:29:59.818593 last IR -> 99.19 last YT -> 99.26
spread
Hello,
I've searched the archives and googled around and haven't found an answer
to what seems like a basic OHLC data adjustment question.
It seems there are 5 options for adjusting data via quantmod:
1. For splits only
2. For non-split adjusted dividends only
3. For split adjusted dividends
Hallo Sebastian,
I bought historical EOD data from 1991 to present from this vendor:
http://eoddata.com/. With a selfmade script I parsed the downloaded
files into a mysql database that I now use for research with R. To
access the data I wrote my own getSymbols function, based on the one
in
I know IBrokers is reasonable and it has top-notch R integration
thanks to Jeff Ryan
(http://cran.r-project.org/web/packages/IBrokers/index.html) -- here's
some of their pricing data:
http://individuals.interactivebrokers.com/en/p.php?f=marketData
Michael
On Wed, Apr 4, 2012 at 3:52 AM,
Rgds,
Julien
From: yuanhangw...@gmail.com
Date: Wed, 11 Jan 2012 22:48:59 +0800
To: r-sig-finance@r-project.org
Subject: Re: [R-SIG-Finance] data manipulation to for quantmod function
Hi,
Not sure if this is the right way to seek assistance, but I'm looking
: ktdservice...@gmail.com
To: r-sig-finance@r-project.org
Date: Tue, 10 Jan 2012 22:30:33 -0600
Subject: [R-SIG-Finance] data manipulation to for quantmod function
I need some help with data manipulation so I can use quantmod.
I have a data frame with three columns: time, price, volume
object
OR use quantmod getSymbols function to download the data straight into the
right format if possible
HTH,
Julien
From: ktdservice...@gmail.com
To: r-sig-finance@r-project.org
Date: Tue, 10 Jan 2012 22:30:33 -0600
Subject: [R-SIG-Finance] data manipulation to for quantmod
( the
subsequent tools such as quantstrat) can read / use
Thanks to update the list with your findings - especially if I am wrong
Rgds,
Julien
From: yuanhangw...@gmail.com
Date: Wed, 11 Jan 2012 22:48:59 +0800
To: r-sig-finance@r-project.org
Subject: Re: [R-SIG-Finance] data manipulation
-project.org
Date: Tue, 10 Jan 2012 22:30:33 -0600
Subject: [R-SIG-Finance] data manipulation to for quantmod function
I need some help with data manipulation so I can use quantmod.
I have a data frame with three columns: time, price, volume. This
data frame is all the trades of a product
into the
right format if possible
HTH,
Julien
From: ktdservice...@gmail.com
To: r-sig-finance@r-project.org
Date: Tue, 10 Jan 2012 22:30:33 -0600
Subject: [R-SIG-Finance] data manipulation to for quantmod function
I need some help with data manipulation so I can use quantmod.
I
quantmod
( the subsequent tools such as quantstrat) can read / use
Thanks to update the list with your findings - especially if I am wrong
Rgds,
Julien
From: yuanhangw...@gmail.com
Date: Wed, 11 Jan 2012 22:48:59 +0800
To: r-sig-finance@r-project.org
Subject: Re: [R-SIG-Finance] data
I need some help with data manipulation so I can use quantmod.
I have a data frame with three columns: time, price, volume. This
data frame is all the trades of a product for about 15 days. What I
want to do is modify the data so that it is in a format that quantmod
can read. Quantmod
On 19 October 2011 at 13:00, Daniel Cegiełka wrote:
| ICANN takes control of Internet Internet Time Zone Database
|
| http://www.icann.org/en/news/releases/release-14oct11-en.pdf
|
| The problem with TZ probably can be considered as solved :)
Not so fast. While this is undoubtedly excellent
http://blog.joda.org/2011/10/time-zone-database-rebooted.html
regards,
daniel
2011/10/7 Jeffrey Ryan jeffrey.r...@lemnica.com:
Posting simple graphs, even raw data is *likely* to be okay for three reasons:
1) No one will care. Yahoo, CME, etc would gain little in preventing
this or
On 7 October 2011 at 10:41, Brian G. Peterson wrote:
| On Fri, 2011-10-07 at 09:48 -0500, Andrew Miller wrote:
| In relation to this subject, does anybody know the protection status on
| historical financial quote data (stocks, futures) and/or the dissemination
| of graphs/analyses based off
On Fri, 2011-10-07 at 11:12 -0500, Dirk Eddelbuettel wrote:
Google/Yahoo actually pay the exchanges. That came up when Google
started to show real-time data in an Ajax-y form (that you can easily
program against) and some news stories at the time reported what deal
Google had struck with the
On 7 October 2011 at 12:05, Brian G. Peterson wrote:
| On Fri, 2011-10-07 at 11:12 -0500, Dirk Eddelbuettel wrote:
| Google/Yahoo actually pay the exchanges. That came up when Google
| started to show real-time data in an Ajax-y form (that you can easily
| program against) and some news
Am 07.10.2011 19:44, schrieb Dirk Eddelbuettel:
Andrew also asked about the dissemination of derived analysis (graphs etc).
which I think that is fine because that is your work rather that their raw
data. IANAL.
Actually that's not entirely the best answer as this again depends on
the data
Thank you for all of your responses, they have helped a lot.
One thing that interests me is how much analysis would have to be done to
distribute the graphs? For example, would posting a simple graph of the
price history, or the spread between two futures be acceptable without
license? Or would
interesting studies:
http://www.techdirt.com/articles/20111006/11532316235/astrolabe-claims-it-holds-copyright-timezone-data-sues-maintainers-public-timezone-database.shtml
http://www.thedailyparker.com/PermaLink,guid,c5f28bae-4b9c-41ea-b7b7-8891ad63c938.aspx
best,
daniel
2011/10/7 Andrew
Posting simple graphs, even raw data is *likely* to be okay for three reasons:
1) No one will care. Yahoo, CME, etc would gain little in preventing
this or tracking it.
2) No one could tell were your data comes from anyway - especially if
it is graph.
3) Fair Use
of course, I am not a lawyer...
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