Collapse intraday event prices to one daily snapshot

Takes the last observation at or before snapshot_hour (local time in tz) of each calendar day — the convention used to align prediction market prices with market closes (e.g. 16:00 New York time for US equities).

Usage

pm_daily(x, tz = "America/New_York", snapshot_hour = 16)

Arguments

x

An event_prices object with intraday timestamps.

tz

Character time zone of the snapshot (default "America/New_York").

snapshot_hour

Numeric, snapshot cutoff hour in tz (default 16).

Value

An event_prices object with one (Date-typed) observation per day.

Details

Seconds are deliberately truncated when comparing against the cutoff: an observation stamped 16:00:59 still counts as 16:00. API bars are typically stamped a few seconds after the full hour they represent, so minute precision is the robust convention for bar data. The stored event_date attribute is coerced to Date to match the collapsed time scale.

Examples

if (FALSE) { # \dontrun{
ep <- pm_prices(tok, from = "2024-06-01", to = "2024-11-06")
daily <- pm_daily(ep)
} # }