04d0f526eee57769ffd75815434711d3 *DESCRIPTION
162b70e8b61193bc6db66d77708244a1 *NAMESPACE
d5e05bf22867d5baf85df3756db4ab6b *R/aggregate.R
bd9b77ccb77e602be8d07d6253d63bb5 *R/cleanupfunctions.R
20f14c60f9c1b8777276ea235d739253 *R/convert_to_RData.R
b2b8320e49df9a71b34f006f5f63acb7 *R/manipulation.R
d8f2dab5710e4209addb45ff09ae95bb *R/newfunctions_names.R
3bb71865c77ad77d1ac17f42153fe2f4 *R/periodicityTAQ.R
d83411dd155613b9ac059b7557b7bc15 *R/realized.R
2178747e2d6094461b4936aa709e490f *R/thresholdBPCov.R
2291513365628baa698b561ce990d6f7 *R/totalcleanup.R
e271c19b3f297161da4c3ed4c3e75f9c *R/volatility.R
198da7c19ab7920eaad3549fddac3938 *R/zzz.R
63ba3a3513bd5c5cd65cc75b16f520c9 *data/sample_5minprices.RData
f63a9c472463aa2b768bd4000332a7a2 *data/sample_5minprices_jumps.RData
c26a95307c4601587914d318f72db173 *data/sample_qdata.RData
5a9e5424cf583d04981a6e03c3349adc *data/sample_qdataraw.RData
dd41a3cb8bf106081f2ba77d62585a93 *data/sample_real5minprices.RData
0dbb8a6e401bf430c25f642947efc05a *data/sample_tdata.RData
a803431437a72b1a6207b964dc83b6c9 *data/sample_tdataraw.RData
8af325b0f4f1bfedfc0aa47c601b593c *inst/doc/RTAQ.pdf
b48c56b16f55c97da7a6af3b26020520 *man/ExchangeHoursOnly.Rd
849548ab358468567d81e0fb540f0593 *man/MedRV.Rd
c8056b62e652022d6f4e9303c988d994 *man/MinRV.Rd
fc1bc78bdfc6c89a3019484a9164d3b6 *man/RBPCov.Rd
34eb4b7fac2158cbfcb0b1aea2628157 *man/RCov.Rd
391cefc957ceebd54b1f10965cc0430f *man/ROWCov.Rd
9ec568077549c1bb7ae20a21aeb96f76 *man/RTAQ-package.Rd
a9adccfbcbda7e0a4588c15db2f00deb *man/RTSCov.rd
d629e25a565b64a7fab174ed3ca05754 *man/TAQload.Rd
2d774372053d926751f4abefa8afdc3a *man/TSCov.rd
5688c551ab57f9f69272cfbf2d1941ff *man/aggregatePrice.Rd
790fd30fac372cff430b3ffc6322e415 *man/aggregateQuotes.Rd
5570bdaa55487d09ef75bbbc20cddd92 *man/aggregateTrades.Rd
c9e6ea88d05cc3c6a662b6f6d676fc76 *man/aggregatets.Rd
d5fd254945016832c42acf14e9f6a525 *man/as.realizedObject.Rd
3a5dd80018287ca9b61c27682df456f9 *man/autoSelectExchangeQuotes.Rd
12c557c800c9fe253d63ea737b28f6d2 *man/autoSelectExchangeTrades.Rd
a10cfcf6557fbac852fa16a377806441 *man/convert.Rd
e5791ba9d3753e96ef9e37afb4ee5ace *man/getTradeDirection.Rd
c8e9656f6d45cebb091538b7144180d3 *man/makePsd.Rd
aeaa8b6a520549ad54261be5bd47cc02 *man/makeReturns.Rd
8888bc0047f31d295a057014deba1b19 *man/matchTradesQuotes.Rd
2c621c92f2eb9340b456116e0945b73e *man/maxvol.Rd
902e36c6c15135e4dd88a148517295d9 *man/medianN.Rd
ac04399c81d5f0148fcf5154c6386fec *man/mergeTradesSameTimestamp.Rd
1b3af7209208335f8cc6afdc326bfb6c *man/mergequotessametimestamp.Rd
482a4f26786e7534927087a49d1ca8d1 *man/nozeroprices.Rd
10e57a583c239f72c8ea886df26aabea *man/nozeroquotes.Rd
93494cc92e9770a59c17d18a2909e3ff *man/previoustick.Rd
01f9005c6da2950f60c15ab42abd33da *man/quotescleanup.Rd
dee9a3aad2fd4523485a9228e2714ae7 *man/refreshTime.Rd
68c38207243145a53ff3b0c47fd3bbaf *man/rmNegativeSpread.Rd
33cc23b4e25af882053426f2c6d87fc6 *man/rmlargespread.Rd
1adaf90252773c5f3b818e840492f6a5 *man/rmoutliers.Rd
aa996d3313df71271aad4100d26f6bbd *man/rmtradeoutliers.Rd
fe5b1d50697a83ed93d26ca80a87a104 *man/salesCondition.Rd
4efb08152c7ab3268c08d4dceb7602d7 *man/sample_5minprices.Rd
547ba87fd4ca741c4f6bf9e29fc5b877 *man/sample_5minprices_jumps.Rd
6984c3aa6bbe80044f5e8baad0c304a8 *man/sample_qdata.Rd
6883acc2f7f621d55c46bb91450ea0b9 *man/sample_qdataraw.Rd
0c7c1f43d42fbb11e2d2a24fa9ce36e3 *man/sample_real5minprices.Rd
d7823e08d06d4a6701cc43d99c30b857 *man/sample_tdata.Rd
07c2f01e10d1c7c8f7f9dd1bf62cb208 *man/sample_tdataraw.Rd
76edebc4366ebfad39b571039c461abe *man/selectexchange.Rd
19cb3ed0d5e4f2bd69089c130639724a *man/spotVol.rd
33500c5c593289815d21e1c27545be2c *man/sumN.Rd
0b96a51e2c5bd31aba7632056243ef89 *man/thresholdcov.Rd
2617929154950baa01838bd004281b5b *man/tqLiquidity.Rd
3bdadc4eb3c0073a928c25254fc9b468 *man/tradesCleanupFinal.Rd
f510f84616fe2f48cfadc13a1c96c133 *man/tradescleanup.Rd
bceee342678049fa6798e6e18ad0b631 *man/waverage.Rd
ca7c22d1e57d1d69cb8142e97cc8d876 *src/rtaq.c
