9d538618df11079e98265cb55dead3c8 *DESCRIPTION
57b45a48bb69f01ab709d0805239f415 *NAMESPACE
f771fb9211469d401498753307e11633 *R/quantmod_patch.R
27a56af7a6a22cf510409e9234ef6b26 *R/realized.R
a9c70753b6a252e5ac389508000db4cb *README.md
f745058d9dc384d3a1251bb937a19696 *data/datalist
a668fa20ffa2f14a09a607eed4a2ebee *data/lltc.xts.rda
e0e56ec49f1fa5e336d274b571c138ae *data/realized_library.rda
9b5813054a8f9c11138472479ca68353 *data/sample_5minprices.rda
d5b1cf58089ad99d1d88b72871a32c04 *data/sample_5minprices_jumps.rda
e11eca61b6cc63c38dc4679d9d556de7 *data/sample_qdata.rda
ebf4b100f62ca7c060ee8eff78d0d208 *data/sample_qdataraw.rda
0976c984acf8246dcf20be87910bd306 *data/sample_real5minprices.rda
88387e4bdb5b6efe114e827d49e1d74f *data/sample_tdata.rda
e30c59291dd6439ef508695f1fe7773b *data/sample_tdataraw.rda
498a12252728b7e47fd8314de9b76d13 *data/sbux.xts.rda
d979ea4bdad766f92541199444da1720 *highfrequency.pdf
b1660c53214ab58c9310edf46157deef *inst/doc/highfrequency.R
992e67b12a4eccd4de38f2088b18341f *inst/doc/highfrequency.Rnw
e1b196f605d078c42307174d95a991aa *inst/doc/highfrequency.pdf
b48c56b16f55c97da7a6af3b26020520 *man/ExchangeHoursOnly.Rd
d629e25a565b64a7fab174ed3ca05754 *man/TAQload.Rd
5688c551ab57f9f69272cfbf2d1941ff *man/aggregatePrice.Rd
0814d5185d4eb89c91e0da5a979c60a0 *man/aggregateQuotes.Rd
51191bffcd445a84f464155a7a1836c8 *man/aggregateTrades.Rd
c9e6ea88d05cc3c6a662b6f6d676fc76 *man/aggregatets.Rd
3a5dd80018287ca9b61c27682df456f9 *man/autoSelectExchangeQuotes.Rd
12c557c800c9fe253d63ea737b28f6d2 *man/autoSelectExchangeTrades.Rd
31bee0dbedc2a76c30289b9734dc73ef *man/convert.Rd
70091ff5f3f71bcd57bb8329a4a2e5d1 *man/getTradeDirection.Rd
e3d8903f8784f8996317589d4be02e8f *man/harModel.Rd
46f59f4ec633d71a4de0180cef906d5c *man/heavyModel.Rd
decdd0ecae5ecf686a84f8507edd6b7c *man/highfrequency-package.Rd
b4f204867be6b0decd0e3ba3b013b8fd *man/lltc.xts.Rd
c8e9656f6d45cebb091538b7144180d3 *man/makePsd.Rd
23d2a59364a32013747c56010f1c7e44 *man/makeReturns.Rd
565635cc50ddd7ca18af024d8229826b *man/matchTradesQuotes.Rd
5aa8dde8c4b35a6ebb8e9c96f21876b9 *man/medRV.Rd
ac04399c81d5f0148fcf5154c6386fec *man/mergeTradesSameTimestamp.Rd
1b3af7209208335f8cc6afdc326bfb6c *man/mergequotessametimestamp.Rd
5265a6fa0bfe482c087385ab5f1dcc42 *man/minRV.Rd
482a4f26786e7534927087a49d1ca8d1 *man/nozeroprices.Rd
10e57a583c239f72c8ea886df26aabea *man/nozeroquotes.Rd
93494cc92e9770a59c17d18a2909e3ff *man/previoustick.Rd
c9f20b61e8c6ed4ae8952469138e136d *man/quotescleanup.Rd
566803694e670fa3e4150bd1880f7ff4 *man/rAVGCov.Rd
d0bd0135c1c3b920c1f5e1b95a1bbf0d *man/rAccumulation.Rd
9fa0e2364c2778a7313562870699736c *man/rBPCov.Rd
2b6609c4e508ca2adcc9a6718f9db0c6 *man/rCov.Rd
3f38a8c2db04f1055ab9af1e18137779 *man/rCumSum.Rd
ca88e9ec46159a45ddeecc1b9ee1e076 *man/rHYCov.Rd
8a19678054b973e0d0b566b3843d0c2c *man/rKernel.available.Rd
7929fb8db1ac826a182c631ff9966c39 *man/rKernelCov.Rd
21867ddd88c0e12b18f750bb649d8e80 *man/rMarginal.Rd
b9e3b17a1583c4dd7e4bebe309c3acd0 *man/rOWCov.Rd
da3a325ec036f73edc100e1f8a775ca1 *man/rRTSCov.rd
4d220430a78ca7437a85f9c308e76013 *man/rScatterReturns.Rd
11051135825f2a4aee414bc016042fd8 *man/rTSCov.rd
1f00604c197082f3cb120782eb8646ff *man/rThresholdCov.Rd
5ff32aa802375d239bb07feee88a547f *man/rZero.Rd
ef532646bec1f098a1cb5301c7aa8d62 *man/realized_library.Rd
9e3104c863c171bbcff5633ed7ff39fd *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
57e94565538d102a6858ec892daae0a7 *man/sample_qdata.Rd
6883acc2f7f621d55c46bb91450ea0b9 *man/sample_qdataraw.Rd
0c7c1f43d42fbb11e2d2a24fa9ce36e3 *man/sample_real5minprices.Rd
d7823e08d06d4a6701cc43d99c30b857 *man/sample_tdata.Rd
07c2f01e10d1c7c8f7f9dd1bf62cb208 *man/sample_tdataraw.Rd
5392c22144f709e8c022cbe37775a630 *man/sbux.xts.Rd
76edebc4366ebfad39b571039c461abe *man/selectexchange.Rd
4095d00ebb3de555dcdf6f634dc8fce2 *man/spotVol.rd
d4bf9d57f5e748d17b79cf7d3daf455a *man/tqLiquidity.Rd
6a67a4479e6e8d6016ca38196d3c855e *man/tradesCleanupFinal.Rd
f510f84616fe2f48cfadc13a1c96c133 *man/tradescleanup.Rd
b30ba01377a50d13f8bc55daa6684b38 *src/highfrequency.c
815639b4a82ccc2e5b1dde911ce32bdd *src/highfrequency.h
