Scatter
##
## Attaching package: 'lubridate'
## The following object is masked from 'package:base':
##
## date
Stoxx(Sep16) vs. Euro-FX(Sep16)
## [1] "Stoxx(Sep16) vs. Euro-FX(Sep16) @ 2016-09-16"
Stoxx(Dec16) vs. Euro-FX(Dec16)
## [1] "Stoxx(Dec16) vs. Euro-FX(Dec16) @ 2016-10-06"
Stoxx(Sep16) vs. Bund(Sep16)
## [1] "Stoxx(Sep16) vs. Bund(Sep16) @ 2016-09-10"
Stoxx(Dec16) vs. Bund(Dec16)
## [1] "Stoxx(Dec16) vs. Bund(Dec16) @ 2016-10-06"
Stoxx(Sep16) vs. SPX(Sep16)
## [1] "Stoxx(Sep16) vs. SPX(Sep16) @ 2016-09-16"
Stoxx(Dec16) vs. SPX(Dec16)
## [1] "Stoxx(Dec16) vs. SPX(Dec16) @ 2016-10-06"
NKY(Sep16) vs. JPY(Sep16)
## [1] "NKY(Sep16) vs. JPY(Sep16) @ 2016-09-10"
NKY(Dec16) vs. JPY(Dec16)
## [1] "NKY(Dec16) vs. JPY(Dec16) @ 2016-10-06"
Stoxx(Sep16) vs. Crude(Oct16)
## [1] "Stoxx(Sep16) vs. Crude(Oct16) @ 2016-09-16"
Stoxx(Dec16) vs. Crude(Oct16)
## [1] "Stoxx(Dec16) vs. Crude(Oct16) @ 2016-09-21"
Stoxx(Sep16) vs. HSCEI(Sep16)
## [1] "Stoxx(Sep16) vs. HSCEI(Sep16) @ 2016-09-15"
Stoxx(Dec16) vs. HSCEI(Sep16)
## [1] "Stoxx(Dec16) vs. HSCEI(Sep16) @ 2016-09-30"
SPX(Sep16) vs. HSCEI(Sep16)
## [1] "SPX(Sep16) vs. HSCEI(Sep16) @ 2016-09-16"
SPX(Dec16) vs. HSCEI(Sep16)
## [1] "SPX(Dec16) vs. HSCEI(Sep16) @ 2016-09-30"
A50(Sep16) vs. HSCEI(Sep16)
## [1] "A50(Sep16) vs. HSCEI(Sep16) @ 2016-09-30"
NKY(Sep16) vs. HSCEI(Sep16)
## [1] "NKY(Sep16) vs. HSCEI(Sep16) @ 2016-09-09"
NKY(Dec16) vs. HSCEI(Sep16)
## [1] "NKY(Dec16) vs. HSCEI(Sep16) @ 2016-09-30"
Crude(Oct16) vs. HSCEI(Sep16)
## [1] "crude(Oct16) vs. HSCEI(Sep16) @ 2016-09-20"
Hourly Yields
## TRADE VOLUME NETBUY
## 2016-09-07 10:30:00 9910 446 0
## 2016-09-07 11:00:00 9960 10923 1506
## 2016-09-07 11:30:00 9985 19639 1861
## 2016-09-07 12:00:00 9989 24247 1739
## 2016-09-07 12:30:00 9994 29424 1400
## 2016-09-07 14:00:00 9951 36664 308
## 2016-09-07 14:30:00 9973 42604 713
## 2016-09-07 15:00:00 9992 45662 1001
## 2016-09-07 15:30:00 9968 51051 782
## 2016-09-07 16:00:00 9954 54747 110
## 2016-09-07 16:30:00 9947 62562 -491
## 2016-09-07 17:00:00 9972 69390 -510
## 2016-09-08 10:30:00 9951 80689 -462
## 2016-09-08 11:00:00 9975 88866 -300
## 2016-09-08 11:30:00 9971 92000 -477
## 2016-09-08 12:00:00 9990 97224 -11
## 2016-09-08 12:30:00 9982 101503 -223
## 2016-09-08 14:00:00 9990 105379 -432
## 2016-09-08 14:30:00 9990 107979 -558
## 2016-09-08 15:00:00 10013 113192 -559
## 2016-09-08 15:30:00 9991 117135 -1225
## 2016-09-08 16:00:00 9995 120209 -1205
## 2016-09-08 16:30:00 10011 126013 -1248
## 2016-09-08 17:00:00 9998 131469 -1191
## 2016-09-09 10:30:00 10010 146968 -1256
## 2016-09-09 11:00:00 10084 160640 -310
## 2016-09-09 11:30:00 10078 165841 -786
## 2016-09-09 12:00:00 10086 172520 -715
## 2016-09-09 12:30:00 10130 181900 -746
## 2016-09-09 14:00:00 10129 187789 -1020
## 2016-09-09 14:30:00 10144 193604 -136
## 2016-09-09 15:00:00 10158 205579 8
## 2016-09-09 15:30:00 10116 213442 -1189
## 2016-09-09 16:00:00 10115 220569 -1232
## 2016-09-09 16:30:00 10073 229162 -1441
## 2016-09-09 17:00:00 10065 236459 -1696
## 2016-09-12 10:30:00 9780 259940 -2600
## 2016-09-12 11:00:00 9728 279152 -3351
## 2016-09-12 11:30:00 9704 291745 -3190
## 2016-09-12 12:00:00 9718 299549 -2303
## 2016-09-12 12:30:00 9682 306347 -2417
## 2016-09-12 14:00:00 9682 312198 -2131
## 2016-09-12 14:30:00 9680 319089 -1704
## 2016-09-12 15:00:00 9688 324409 -930
## 2016-09-12 15:30:00 9695 330252 -728
## 2016-09-12 16:00:00 9711 336283 -400
## 2016-09-12 16:30:00 9702 346257 -1148
## 2016-09-12 17:00:00 9647 358630 -2154
## 2016-09-13 10:30:00 9775 381186 -1324
## 2016-09-13 11:00:00 9754 395267 -5
## 2016-09-13 11:30:00 9751 405516 78
## 2016-09-13 12:00:00 9716 411193 274
## 2016-09-13 12:30:00 9703 417413 259
## 2016-09-13 14:00:00 9698 420208 249
## 2016-09-13 14:30:00 9686 425958 77
## 2016-09-13 15:00:00 9687 430499 554
## 2016-09-13 15:30:00 9646 438763 557
## 2016-09-13 16:00:00 9633 446442 794
## 2016-09-13 16:30:00 9562 457748 -132
## 2016-09-13 17:00:00 9563 467607 57
## 2016-09-14 11:30:00 9568 483077 391
## 2016-09-14 12:00:00 9574 486696 460
## 2016-09-14 12:30:00 9526 491604 568
## 2016-09-14 14:00:00 9551 494886 919
## 2016-09-14 14:30:00 9562 499152 593
## 2016-09-14 15:00:00 9538 503471 383
## 2016-09-14 15:30:00 9572 506917 686
## 2016-09-14 16:00:00 9567 511727 426
## 2016-09-14 16:30:00 9543 516456 84
## 2016-09-14 17:00:00 9540 524246 -177
## 2016-09-15 10:30:00 9568 532021 -410
## 2016-09-15 11:00:00 9568 532021 -410
## 2016-09-15 11:30:00 9568 532021 -410
## 2016-09-15 12:00:00 9568 532021 -410
## 2016-09-15 12:30:00 9568 532021 -410
## 2016-09-15 14:00:00 9574 532099 -425
## 2016-09-15 14:30:00 9566 534862 -757
## 2016-09-15 15:00:00 9595 540411 -322
## 2016-09-15 15:30:00 9596 543890 -278
## 2016-09-15 16:00:00 9581 547485 -535
## 2016-09-15 16:30:00 9636 556728 79
## 2016-09-15 17:00:00 9616 566860 -783
## 2016-09-16 10:30:00 9680 578520 -1009
## 2016-09-16 11:00:00 9680 578520 -1009
## 2016-09-16 11:30:00 9680 578520 -1009
## 2016-09-16 12:00:00 9680 578520 -1009
## 2016-09-16 12:30:00 9680 578520 -1009
## 2016-09-19 11:00:00 9734 601393 -1408
## 2016-09-19 11:30:00 9743 606873 -1201
## 2016-09-19 12:00:00 9754 611828 -804
## 2016-09-19 12:30:00 9789 619401 -78
## 2016-09-19 14:00:00 9773 623353 -186
## 2016-09-19 14:30:00 9808 629266 571
## 2016-09-19 15:00:00 9771 633236 315
## 2016-09-19 15:30:00 9777 636618 482
## 2016-09-19 16:00:00 9772 639898 538
## 2016-09-19 16:30:00 9764 646193 810
## 2016-09-19 17:00:00 9766 652304 1152
## 2016-09-20 10:30:00 9713 667428 1286
## 2016-09-20 11:00:00 9703 680547 1649
## 2016-09-20 11:30:00 9703 684719 1612
## 2016-09-20 12:00:00 9718 689511 1959
## 2016-09-20 12:30:00 9752 706440 2514
## 2016-09-20 14:00:00 9739 710862 2447
## 2016-09-20 14:30:00 9728 714669 2532
## 2016-09-20 15:00:00 9739 717923 2907
## 2016-09-20 15:30:00 9746 720821 3224
## 2016-09-20 16:00:00 9744 726816 4395
## 2016-09-20 16:30:00 9733 732174 4535
## 2016-09-20 17:00:00 9751 737669 4784
## 2016-09-21 10:30:00 9731 748482 5761
## 2016-09-21 11:00:00 9737 757114 6417
## 2016-09-21 11:30:00 9722 761265 6267
## 2016-09-21 12:00:00 9745 767517 6637
## 2016-09-21 12:30:00 9793 775224 7367
## 2016-09-21 14:00:00 9824 782707 7114
## 2016-09-21 14:30:00 9859 793725 7150
## 2016-09-21 15:00:00 9875 802090 7214
## 2016-09-21 15:30:00 9855 807470 6477
## 2016-09-21 16:00:00 9881 811362 6775
## 2016-09-21 16:30:00 9865 819324 5883
## 2016-09-21 17:00:00 9856 828944 6450
## 2016-09-22 10:30:00 9991 845973 6490
## 2016-09-22 11:00:00 10070 868609 8156
## 2016-09-22 11:30:00 10073 878264 7841
## 2016-09-22 12:00:00 10067 886367 7809
## 2016-09-22 12:30:00 10045 897943 7497
## 2016-09-22 14:00:00 9995 907133 6411
## 2016-09-22 14:30:00 9948 918203 5572
## 2016-09-22 15:00:00 9869 935352 4375
## 2016-09-22 15:30:00 9893 946494 5345
## 2016-09-22 16:00:00 9903 951633 5381
## 2016-09-22 16:30:00 9888 959653 5146
## 2016-09-22 17:00:00 9903 968275 5660
## 2016-09-23 10:30:00 9922 980804 4400
## 2016-09-23 11:00:00 9917 993333 2971
## 2016-09-23 11:30:00 9891 1001162 2324
## 2016-09-23 12:00:00 9885 1008873 1130
## 2016-09-23 12:30:00 9900 1015913 2025
## 2016-09-23 14:00:00 9871 1021957 1394
## 2016-09-23 14:30:00 9857 1027568 1591
## 2016-09-23 15:00:00 9851 1032689 1826
## 2016-09-23 15:30:00 9847 1038638 478
## 2016-09-23 16:00:00 9857 1042828 175
## 2016-09-23 16:30:00 9822 1048970 -283
## 2016-09-23 17:00:00 9805 1064387 -251
## 2016-09-26 10:30:00 9722 1084851 -4296
## 2016-09-26 11:00:00 9673 1105814 522
## 2016-09-26 11:30:00 9698 1121777 -101
## 2016-09-26 12:00:00 9716 1134363 1269
## 2016-09-26 12:30:00 9719 1145194 482
## 2016-09-26 14:00:00 9725 1149383 327
## 2016-09-26 14:30:00 9726 1156694 -163
## 2016-09-26 15:00:00 9710 1163806 -443
## 2016-09-26 15:30:00 9698 1167915 -422
## 2016-09-26 16:00:00 9654 1177285 -1899
## 2016-09-26 16:30:00 9626 1190829 -3914
## 2016-09-26 17:00:00 9625 1205117 -4523
## 2016-09-27 10:30:00 9631 1229226 -3063
## 2016-09-27 11:00:00 9674 1255236 -2201
## 2016-09-27 11:30:00 9667 1267793 -690
## 2016-09-27 12:00:00 9686 1279177 1083
## 2016-09-27 12:30:00 9710 1297013 1758
## 2016-09-27 14:00:00 9747 1311967 1692
## 2016-09-27 14:30:00 9755 1329525 2468
## 2016-09-27 15:00:00 9752 1337387 2885
## 2016-09-27 15:30:00 9757 1347959 3645
## 2016-09-27 16:00:00 9760 1361440 3966
## 2016-09-27 16:30:00 9749 1383096 2371
## 2016-09-27 17:00:00 9742 1399646 864
## 2016-09-28 10:30:00 9704 1434711 12685
## 2016-09-28 11:00:00 9663 1464657 18932
## 2016-09-28 11:30:00 9663 1494414 27063
## 2016-09-28 12:00:00 9662 1499257 24775
## 2016-09-28 12:30:00 9662 1499257 24775
## 2016-09-28 14:00:00 9662 1499257 24775
## 2016-09-28 14:30:00 9662 1499257 24775
## 2016-09-28 15:00:00 9662 1499257 24775
## 2016-09-28 15:30:00 9662 1499257 24775
## 2016-09-28 16:00:00 9662 1499257 24775
## 2016-09-28 16:30:00 9662 1499257 24775
## 2016-09-28 17:00:00 9662 1499257 24775
## 2016-09-29 10:30:00 9808 1504350 26098
## 2016-09-29 11:00:00 9788 1509166 26825
## 2016-09-29 11:30:00 9800 1510668 26913
## 2016-09-29 12:00:00 9785 1511915 27194
## 2016-09-29 12:30:00 9789 1512398 27228
## 2016-09-29 14:00:00 9802 1512779 27415
## 2016-09-29 14:30:00 9785 1512976 27347
## 2016-09-29 15:00:00 9773 1513695 27218
## 2016-09-29 15:30:00 9778 1515000 26710
## 2016-09-29 16:00:00 9782 1515583 26605
## 2016-09-29 16:30:00 9785 1515885 26696
## 2016-09-29 17:00:00 9784 1516767 27359
## 2016-09-30 10:30:00 9784 1516767 27359
## 2016-09-30 11:00:00 9784 1516767 27359
## 2016-09-30 11:30:00 9784 1516767 27359
## 2016-09-30 12:00:00 9784 1516767 27359
## 2016-09-30 12:30:00 9784 1516767 27359
## 2016-09-30 14:00:00 9784 1516767 27359
## 2016-09-30 14:30:00 9784 1516767 27359
## 2016-09-30 15:00:00 9784 1516767 27359
## 2016-09-30 15:30:00 9784 1516767 27359
## 2016-09-30 16:00:00 9784 1516767 27359
## 2016-09-30 16:30:00 9784 1516767 27359
## 2016-09-30 17:00:00 9784 1516767 27359
