The timeseries timestamps can have different representation that are more convenient to the domain of the application. As an example, the study of market data is often done with "Exact" daily timestamps. This allow, among other thing, to align and compare multiple securities, say, Microsoft against the Dow Jones index. In the case that the user would prefer to align and compare the movement over a natural period, say compare the daily 1988 rain precipitation against 1989, the timestamp cannot be "exact" anymore. The alignement shoult use only the month/day field, and the year field should be "mask". The "Wrapped" type allows such timestamps that covers only a natural period. Finally, it is possible to align the data up to a user defined event. As an example, financial contract expiration are not always at a fix moment in time. The timestamps express instead the delta of time until expiration. This is an example of usage of the "Countdown" timestamps.
[Visual Basic] Public Enum TimestampType [C#] public enum TimestampType [C++] public __value enum TimestampType [JScript] public enum TimestampType
| Member Name | Description |
|---|---|
| Exact | Each Timestamps are represented by the field Year, month, day, hour, minute and seconds. |
| Wrapped | Each Timestamps are express with a subset of field to cover a natural period. As an example, a timeseries covering a natural period of an hour will have only the minutes and seconds field to be used for data alignement. The Timeseries property 'NaturalPeriod' must also be initialized to the desired time span. |
| Countdown | The timestamps represent a delta until expiration. The last index will represent the expiration time and represents 0 Year, 0 Month, 0 Day, 0 Hour, 0 Minute and 0 seconds |
Namespace: TA.Lib
Assembly: Timeseries (in Timeseries.dll)