[R-SIG-Finance] Displaying candle data for thinly traded stocks

[Jeffrey Ryan]

In addition to 'nothing to do with R' at present, your affiliation
links back to a private beta, which would make me think you are simply
soliciting opinions for commercial purposes.

While the latter is fine I suppose, you haven't provided anyone
anything to motivate a response.

That said, I'd think (ii) is the best option, since I *am* responding.
 Using R's quantmod, times without any trading would be skipped -
either with a gap in a regularized series, or no gap in an irregular
one.  This is pretty consistent with most every implementation I can
think of.

Jeff

On Wed, Sep 28, 2011 at 2:15 PM, Stefan Petry <spetry at quantbench.com> wrote:
> I would appreciate some advice on how to best display candle data for
> sporadically traded stocks.
> Is there any standard or best practice on how to represent a candle during
> which there were zero trades?
>
> The options I can think of are either (i) to draw a candle where OHLC are
> all the same as the closing price of the previous candle or (ii) to not draw
> a candle at all.
> If (i) turns out to be the right answer, which price would you use for the
> periods prior to the first trade?
>
> Thanks a lot!
> Stefan
>
>        [[alternative HTML version deleted]]
>
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-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com
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