[R-SIG-Finance] Extracting OHLC from trade price series
Yohan Chalabi
chalabi at phys.ethz.ch
Wed Feb 20 12:56:49 CET 2008
>>>> "JR" == "Jeff Ryan" <jeff.a.ryan at gmail.com>
>>>> on Tue, 19 Feb 2008 18:39:27 -0600
JR> You are probably better off _not_
JR> using timeDate - but I wrote xts so I wouldn't have to - to
JR> each his
JR> own.
Hi Jeff,
I am currently working on the different Rmetrics packages I found
your advice to not use fCalendar interesting.
Could you please give me the reasons why you would not recommend it.
It will help us to improve the package.
regards,
Yohan
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