Retain only data from the stock exchange with the highest volume
只保留数据量最高的证券交易所
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Function returns an xts object containing only observations of the exchange with highest value for the sum of "BIDSIZ" and "OFRSIZ", i.e. the highest quote volume.
函数返回一个的XTS对象只包含观测的交流与最高值的总和“BIDSIZ”和“OFRSIZ”,即最高报价量。
用法----------Usage----------
autoSelectExchangeQuotes(qdata)
参数----------Arguments----------
参数:qdata
an xts object with at least a column "EX", indicating the exchange symbol and columns "BIDSIZ" and "OFRSIZ", indicating the volume available at the bid and ask respectively. The chosen exchange is printed on the console. The possible exchanges are:
XTS对象至少有一列“EX”,表示交换的符号和列“BIDSIZ”和“OFRSIZ的,说明的买入量,并要求分别。在控制台上打印所选择的交换。可能的交流: