GetLastPrice: Retrieve Last Trade Price of Given Instrument
Description
Seek the last trade price happened before given timestamp.
Usage
GetLastPrice(dir = dir, date, time, ticker, market = 'SHSZ')
Arguments
dir
The directory containing the Tick data.
date
date of the tick data.
ticker
ticker of the tick data.
time
timestamp of the wanted price.
market
specifying the sub-function to call depending on the market.
Value
A number, or NA if no entry satisfy the given conditions.