FXtrade.transactions


USD/euro FX (foreign exchange) trade: number of worldwide transactions recorded per 5-minute intervals in July 2010. The data set contains four full weekly cycles (plus three days at the beginning of July 2010), a weekly cycle lasting from Sunday, 21:00, to Friday, 20:55. The number of transactions between Friday, 21:00, and Sunday, 20:55, is 0 or close to 0. For these intervals, variable 'active' is FALSE, otherwise TRUE.<p></p><p>Derived from data delivered by Morning Star.
</p>

datasets

Wavelet analysis and reconstruction of time series, cross-wavelets and phase-difference (with filtering options), significance with simulation algorithms.

Angi Roesch

WaveletComp

Computational Wavelet Analysis

FXtrade.transactions function

A data frame of two columns:
  <table><tr><td>
    </td>
<td> date         </td>
<td> : </td>
</tr><tr><td> date and GMT time (resolution: 5 minutes), </td>
<td>
    </td>
<td>              </td>
</tr><tr><td>   </td>
<td> format: "%Y-%m-%d %H:%M:%S" (equivalently, "%F %T") </td>
<td>
    </td>
</tr><tr><td> transactions </td>
<td> : </td>
<td> number of transactions in the 5-minute interval starting with the time indicated  </td>
</tr></table>

Format

Morning Star, <a href="http://www.morningstar.com/">http://www.morningstar.com/</a>

FXtrade.transactions: Series of FX trade transactions

Description

Usage

Arguments

Format

Source

Examples

	date	:
date and GMT time (resolution: 5 minutes),
	format: "%Y-%m-%d %H:%M:%S" (equivalently, "%F %T")
transactions	:	number of transactions in the 5-minute interval starting with the time indicated