selectExchange

an xts object containing the time series data. 
The object should have a column "EX", indicating the exchange by its symbol.

data

The symbol of the stock exchange that should be selected. 
By default the NYSE is chosen (exch="N"). Other exchange symbols are:
<ul><li>A: AMEX</li><li>N: NYSE</li><li>B: Boston</li><li>P: Arca</li><li>C: NSX</li><li>T/Q: NASDAQ</li><li>D: NASD ADF and</li></ul>

exch

Function returns an xts object containing the data of only 1 stock exchange.

The highfrequency package contains an extensive toolkit
        for the use of highfrequency financial data in R. It contains
        functionality to manage, clean and match highfrequency trades
        and quotes data. Furthermore, it enables users to: calculate
        easily various liquidity measures, estimate and forecast
        volatility, and investigate microstructure noise and intraday
        periodicity.

selectExchange: Retain only data from a single stock exchange

Description

Usage

Arguments

Value