Indexing out a time series is done with common bracketing semantics.
Example | Description | Indexing value |
---|---|---|
[1] |
First row of data only | single integer |
[1:3] |
First through third row only | integer range |
[1:2:10] |
Odd row between first to tenth row | integer range with step |
[[1:3; 8]] |
First through third row and eight row | integer range & single integer |
[end] |
Last row |
Examples in REPL:
using MarketData
ohlc[1]
ohlc[1:3]
ohlc[1:2:10]
ohlc[[1:3; 8]]
ohlc[end]
Example | Description | Indexing value |
---|---|---|
[Date(2000, 1, 3)] |
The row containing Jan 3, 2000 timestamp | single Date |
[[Date(2000, 1, 3), Date(2000, 2, 4)]] |
The rows containing Jan 3 & Feb 4, 2000 | multiple Dates |
[Date(2000, 1, 3):Day(1):Date(2000, 2, 4)] |
The rows between Jan 3, 2000 & Feb 4, 2000 | range of Date |
Examples in REPL:
using MarketData
using Dates
ohlc[Date(2000, 1, 3)]
ohlc[Date(2000, 1, 3):Day(1):Date(2000, 2, 4)]
Example | Description | Indexing value |
---|---|---|
[:Open] |
The column named :Open |
single symbol |
[:Open, :Close] |
The columns named :Open and :Close |
multiple symbols |
[[:Open, :Close]] |
The columns named :Open and :Close |
multiple symbols |
Examples in REPL:
using MarketData
using Dates
ohlc[:Open]
ohlc[:Open, :Close]
cols = [:Open, :Close]
ohlc[cols]
Example | Description | Indexing value |
---|---|---|
[1:3, :Open] |
:Open column & first 3 rows |
single symbol & integer range |
[:Open][Date(2000, 1, 3)] |
:Open column and Jan 3, 2000 |
single symbol & Date |
Examples in REPL:
using MarketData
using Dates
ohlc[1:3, :Open]
ohlc[:Open][Date(2000, 1, 3)]