\name{BasicsData}

\alias{BasicsData}

\alias{audusd}
\alias{bmwres}
\alias{fdax9710}
\alias{fdax97m}
\alias{nyse}
\alias{nyseres}
\alias{usdthb}



\title{fBasics Data Sets}


\description{

	A collection and description of data sets used in the  
	examples. Included are data files for high frequency FX
	data, time and sales data for financial Futures, and 
	market returns for selected stock and market indexes.
	\cr
	
	The data sets are:
	
	\tabular{ll}{	
	\code{audusd.csv} \tab Reuters Tick-by-Tick AUDUSD rates 1997-10, \cr
	\code{usdthb.csv} \tab Reuters Tick-by-Tick USDTHB rates 1997, \cr
	\code{fdax9710.csv} \tab Minute-by-Minute DAX Futures Prices for 1997-10*, \cr
	\code{fdax97m.csv} \tab Minutely Time and Sales DAX Futures for 1997, \cr
	\code{bmwres.csv} \tab Daily log Returns of German BMW Stock Proces, \cr
	\code{nyse.csv} \tab Daily Values of the NYSE Composite Index, \cr
	\code{nyseres.csv} \tab Daily log Returns of the NYSE Composite Index. }
     		
    *The file \code{fdax97m.csv} is too large and therefore not part of 
    the \code{fBasics} distribution. Please contact \emph{inf@rmetrics.org}.
	
}


\details{

	\bold{High Frequency Data for the AUDUSD and USDTHB:}
	\cr\cr
	\code{audusd} and \code{usdthb} archive high frequency exchange rates 
	for the Australian / US Dollar exchange rate in October 1997 and exchange 
	rates for the US Dollar / Thailand Bhat exchange rate in June 1997:
	A comma delimited CSV file with 6 columns. The first column,
	named \code{XDATE}, contains date/time entries in ISO-8601 format 
	as [CCYYMMDDhhmm], the second column, named \code{DELAY}, gives 
	the delay in minutes between the time stamp of Reuter's data
	record and arrival time at the local database, the third column
	named \code{CONTRIBUTOR} is Reuter's identification, a 4 character
	code, the fourth and fifth column, named \code{BID} and \code{ASK}
	are the bid and ask price quotations, and finally the sixth
	column, named \code{FLAG}, is not used and has zeros as entries.
	\cr
	
	\bold{DAX Futures Data:}
	\cr\cr
	\code{fdax9710} archives returns of minute-by-minute prices for 
	Dax Futures in October 1997:
	A comma delimited CSV file with 2 columns. The first column,
	named \code{XDATE}, contains date/time entries in ISO-8601 format 
	as [CCYYMMDDhhmm], the second column, named \code{FDAX}, gives 
	an averaged price of the Dax Futures, i.e. the mean of
	all volume weighted time and sales within the same minute.
	\cr
	\code{fdax97m} archives returns for minute-by-minute prices for Dax 
	Futures in 1997: A comma delimited CSV file with 2 columns. The first 
	column, named \code{XDATE}, contains date/time entries in ISO-8601 
	format as [CCYYMMDDhhmm], the second column, named \code{FDAX}, gives 
	a minutely averaged price during opening hours of the exchange, 
	i.e. the mean of all volume weighted time and sales within the 
	same minute.
	\cr
	
	\bold{Log returns for BMW Shares and NYSE Composite Index:}
	\cr\cr
	\code{bmwres} and \code{nyseres} archive log returns of the German 
	BMW stock listed in the German  DAX30 and log returns of the NYSE 
	Composite Index, both on a daily trading day time scale just numbering 
	the log returns: A one column CSV file with column names \code{BMW} 
	or \code{NYSERES}, respectively. The entries are the differences
	of the logarithmic prices on two succeeding trading days. \code{nyse}
	contains two column data recors, the date and the NYSE Composite Index.
	\cr
	
}


\source{

	
	\code{audusd}\cr
	\code{usdthb}
	\cr
	The data were collected by D. Wuertz and R. Schnidrig from the 
	Reuter's data feed.
	
	\code{fdax9710}\cr
	\code{fdax97m}
	\cr
	The data were extracted from time and sales data records from
	the Frankfurt Futures Exchange.
	
	\code{bmwres}
	\cr
	The data were published in the EVIS software package.
	
	\code{nyse}\cr
	\code{nyseres}
	\cr
	The data were downloaded from the web site of the New York Stock 
	Exchange and the residuals were calculated as logarithmic price 
	differences.\cr
	\emph{http://www.nyse.com}.
	
}


\examples{
## SOURCE("fBasics.A0-SPlusCompatibility")
## SOURCE("fBasics.Z1-BasicsTools")

##  plot -
    xmpBasics("\nStart: Plot Residuals NYSE Composite Index > ")
    data(nyseres)
    x = as.ts(nyseres)
    par(mfrow = c(2, 1), cex = 0.75)
	plot(100*x, type = "l", col = "steelblue4",
	  main = "NYSE Composite Index")
	grid()
	plot(cumsum(x), type = "l", col = "steelblue4",
	  main = "Cumulated NYSE Index")
	grid()
}


\keyword{datasets}