volep

generate endpoints for volume bars

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

volep function

<dl><dt>x</dt>
<dd>time series containing 'Volume' column</dd>
<dt>units</dt>
<dd>volume sum to mark for bars</dd></dl>

Arguments

Author

generate endpoints for volume bars — volep

<dl>

<dt>x</dt>
<dd>time series containing 'Volume' column</dd>


<dt>units</dt>
<dd>volume sum to mark for bars</dd>

</dl>

volep: generate endpoints for volume bars

Description

Usage

Value

Arguments

Author