Hello, I am a basic beginner in R. I'm trying to perform codes below. However ı am taking error like "Error in refreshTime(list(stock1, stock2)) : All the series in pData must contain data for a single day". Is there anybody who can tell the reason of this error. Thank you in advance.
data("sample_tdata");
data("sample_qdata"); #We assume that stock1 and stock2 contain price data on imaginary stocks:
stock1 = sample_tdata$PRICE;
stock2 = sample_qdata$BID; #Previous-tick aggregation to one minute:
mPrice_1min = cbind(aggregatePrice(stock1),aggregatePrice(stock2)); #Refresh time aggregation:
mPrice_Refresh = refreshTime(list(stock1,stock2))
A handy way to supply some sample data is the dput() function. In the case of a large dataset something like dput(head(mydata, 100)) should supply the data we need.
No. Because this dataset is already embedded in Rstudio. All codes are taken from here http://highfrequency.herokuapp.com/. I would like to repeat it but I encountered this kind of error.