SPY market data

Source: R/spy.R

Market data for SPY with 5 minute frequrncy for period from 2018-01-01 to 2020-31-12. Data was generated through Interactive Brokers API.

data(spy)

Format

An object of class "data.frame"

open

Open price

high

High price

low

Low price

close

Close price

volume

Volumme

average

Average price

barcount

Number of low frequent bars

References

Data was collected using Interactive Brokers API

Examples


data(spy)
head(spy)

#>                 index   open   high    low  close volume  average barcount
#> 1 2018-01-02 15:34:00 267.84 267.89 267.46 267.47  25179 267.6620     6055
#> 2 2018-01-02 15:39:00 267.48 267.81 267.40 267.79  17197 267.5822     6235
#> 3 2018-01-02 15:44:00 267.80 267.93 267.78 267.82  14249 267.8626     4562
#> 4 2018-01-02 15:49:00 267.82 267.84 267.65 267.68  14743 267.7590     5182
#> 5 2018-01-02 15:54:00 267.68 267.76 267.60 267.73   6519 267.6934     3297
#> 6 2018-01-02 15:59:00 267.73 268.00 267.65 267.98   9457 267.7854     3479