Like this: opt<-reqContractDetails(tws,twsOption开发者_StackOverflow社区(local=\"\", expiry=\"20111021\",right=\"\",symbol=\"UCO\"))
I would like to calculate the number of periods that have elapsed since the 200 period high of a univariate time series.For example, here\'s the closing price of SPY:
I\'m looking at http://online.wsj.com/mdc/public/npage/2_3051.html?mod=mdc_h_dtabnk&symb开发者_如何学运维=DJIA#IndexComponents
I have a table of daily closing stock prices and commodity prices such as Gold, Oil, etc. I want to find what stocks move closely with another stock or a commodity.
I\'m particularly looking for something implementing Ve开发者_高级运维ctor AutoRegression (VAR) model, which is available in R (vars package). I believe IMSL Numerical Libraries can do this but it\'s
Suppose there are two types of messages, QUOTE and TRADE.Both have different fields.For example TRADE has only a single price. QUOTE has both a bid and ask price.I want process messages in time or开发
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I can\'t seem to use TTR indicator functions direclty with period.apply() from XTS. Please help me figure out what I\'m doing wrong.
I have some stock data based on daily close va开发者_如何学编程lues.I need to be able to insert these values into a python list and get a median for the last 30 closes.Is there a python library that d
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