.to_daily

Extract a single row from each day in an xts object

Provides infrastructure for defining, storing, and managing
financial instrument metadata independently of market data sources.
Models instrument identities, contract specifications, identifiers, and
relationships among financial instruments, including currencies,
equities, funds, bonds, futures, options, spreads, exchange rates, and
synthetic instruments. Supports reusable instrument definitions for
research, portfolio management, trading, and quantitative finance
applications.

Justin M. Shea

FinancialInstrument

Financial Instrument Modeling Infrastructure

Peter Carl

Garrett See

Ross Bennett

.to_daily function

<dl><dt>x</dt>
<dd>xts object of sub-daily data.</dd>
<dt>EOD_time</dt>
<dd>time of day to use.</dd></dl>

Arguments

Author

Extract a single row from each day in an xts object — .to_daily

<dl>

<dt>x</dt>
<dd>xts object of sub-daily data.</dd>


<dt>EOD_time</dt>
<dd>time of day to use.</dd>

</dl>

.to_daily: Extract a single row from each day in an xts object

Description

Usage

Value

Arguments

Author

See Also