getTWSE.fiveSecond

It downloads Download 5-second financial index from the Taiwan Stock Exchange.

Offers a menu-driven GUI to support financial and economic time series modelling and enhanced procedures for computing the investment performance indices of Bacon (2004) <DOI:10.1002/9781119206309>.

Ho Tsung-wu

Tools and GUI for Analyzing Time Series Data of Just Finance and
Econometrics

getTWSE.fiveSecond function

<dl> <dt>ymd</dt>
<dd>The year-month-day format of data retrived, for example, "2022-05-03". If unspecified, the default is the Sys.date(); if Saturday, it moves back to Friday; if Sunday, it moves to Monday.</dd>
 <dt>skip</dt>
<dd>The rows to skip, since the web usually contains empty space or notes in the beginning, currently, skip 2 lines is OK, however, it skipped 1. Therefore, the parameter can be checked if it changes again.</dd>
<dt>index.names</dt>
<dd>The colnames (names of index price) of the dataset are originally in Chinese characters, to avoid language problem, we changed it to V1~V34. Users may offer your own colnames here.</dd>
</dl>

Arguments

Ho Tsung-wu &lt;tsungwu@ntnu.edu.tw&gt;, College of Management, National Taiwan Normal University.

Author

Download Download 5-second index price from the Taiwan Stock Exchange — getTWSE.fiveSecond

<dl>

 <dt>ymd</dt>
<dd>The year-month-day format of data retrived, for example, "2022-05-03". If unspecified, the default is the Sys.date(); if Saturday, it moves back to Friday; if Sunday, it moves to Monday.</dd>


 <dt>skip</dt>
<dd>The rows to skip, since the web usually contains empty space or notes in the beginning, currently, skip 2 lines is OK, however, it skipped 1. Therefore, the parameter can be checked if it changes again.</dd>


<dt>index.names</dt>
<dd>The colnames (names of index price) of the dataset are originally in Chinese characters, to avoid language problem, we changed it to V1~V34. Users may offer your own colnames here.</dd>


</dl>

getTWSE.fiveSecond: Download Download 5-second index price from the Taiwan Stock Exchange

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Arguments

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