[Blotter-commits] r313 - pkg/RTAQ/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Mar 28 20:53:08 CEST 2010
Author: jonathan
Date: 2010-03-28 20:53:07 +0200 (Sun, 28 Mar 2010)
New Revision: 313
Added:
pkg/RTAQ/man/ExchangeHoursOnly.Rd
pkg/RTAQ/man/autoselectexchange.Rd
pkg/RTAQ/man/autoselectexchangeq.Rd
pkg/RTAQ/man/mergequotessametimestamp.Rd
pkg/RTAQ/man/mergesametimestamp.Rd
pkg/RTAQ/man/nozeroprices.Rd
pkg/RTAQ/man/nozeroquotes.Rd
pkg/RTAQ/man/quotescleanup.Rd
pkg/RTAQ/man/rmlargespread.Rd
pkg/RTAQ/man/rmnegspread.Rd
pkg/RTAQ/man/rmoutliers.Rd
pkg/RTAQ/man/rmtradeoutliers.Rd
pkg/RTAQ/man/salescond.Rd
pkg/RTAQ/man/selectexchange.Rd
pkg/RTAQ/man/tradescleanup.Rd
pkg/RTAQ/man/tradescleanup_finalop.Rd
Log:
cleaning functions help files: first version
Added: pkg/RTAQ/man/ExchangeHoursOnly.Rd
===================================================================
--- pkg/RTAQ/man/ExchangeHoursOnly.Rd (rev 0)
+++ pkg/RTAQ/man/ExchangeHoursOnly.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,33 @@
+\name{ExchangeHoursOnly}
+\Rdversion{1.1}
+\alias{ExchangeHoursOnly}
+\title{
+Extract data from an xts object for the Exchange Hours Only
+}
+\description{
+The function excerpts data within exchange trading hours
+"daybegin" and "dayend".
+}
+
+\usage{
+ExchangeHoursOnly(data);
+}
+
+\arguments{
+ \item{data}{ an xts object containing the time series data. }
+ \item{daybegin}{ character in the format of "HH:MM:SS",
+specifying the starting hour, minute and second of an exhange
+trading day.}
+ \item{dayend}{ character in the format of "HH:MM:SS",
+specifying the closing hour, minute and second of an exhange
+trading day.}
+}
+
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/autoselectexchange.Rd
===================================================================
--- pkg/RTAQ/man/autoselectexchange.Rd (rev 0)
+++ pkg/RTAQ/man/autoselectexchange.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,45 @@
+\name{autoselectexchange}
+\Rdversion{1.1}
+\alias{autoselectexchange}
+\title{
+Retain only data from the stock exchange with the highest trading volume
+}
+\description{
+Function returns an xts object containing only observations of the
+exchange with the highest value for the variable "SIZE",
+i.e. the highest trade volume.
+}
+
+\usage{
+autoselectexchange(tdata)
+}
+
+\arguments{
+ \item{tdata}{ an xts object containing the time series data.
+The object should have at least a column "EX", indicating the exchange symbol and
+"SIZE", indicating the trade volume. The chosen exchange is printed on the console.
+The possible exchanges are:
+\itemize{
+\item A: AMEX
+\item N: NYSE
+\item B: Boston
+\item P: Arca
+\item C: NSX
+\item T/Q: NASDAQ
+\item D: NASD ADF and TRF
+\item X: Philadelphia
+\item I: ISE
+\item M: Chicago
+\item W: CBOE
+\item Z: BATS
+}
+}
+}
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/autoselectexchangeq.Rd
===================================================================
--- pkg/RTAQ/man/autoselectexchangeq.Rd (rev 0)
+++ pkg/RTAQ/man/autoselectexchangeq.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,46 @@
+\name{autoselectexchangeq}
+\Rdversion{1.1}
+\alias{autoselectexchangeq}
+\title{
+Retain only data from the stock exchange with the highest volume
+}
+\description{
+Function returns an xts object containing only observations
+of the exchange with highest
+value for "BIDSIZE" "OFFERSIZE", i.e. the highest volume.
+}
+
+\usage{
+autoselectexchangeq(qdata)
+}
+
+\arguments{
+ \item{qdata}{ an xts object containing the time series data.
+The object should have at least a column "EX", indicating the exchange symbol and
+columns "BIDSIZE" and "OFFERSIZE", indicating the volume
+available at the bid and ask respectively. The chosen exchange is printed on the console.
+The possible exchanges are:
+\itemize{
+\item A: AMEX
+\item N: NYSE
+\item B: Boston
+\item P: Arca
+\item C: NSX
+\item T/Q: NASDAQ
+\item D: NASD ADF and TRF
+\item X: Philadelphia
+\item I: ISE
+\item M: Chicago
+\item W: CBOE
+\item Z: BATS
+}
+}
+}
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/mergequotessametimestamp.Rd
===================================================================
--- pkg/RTAQ/man/mergequotessametimestamp.Rd (rev 0)
+++ pkg/RTAQ/man/mergequotessametimestamp.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,40 @@
+\name{mergequotessametimestamp}
+\Rdversion{1.1}
+\alias{mergequotessametimestamp}
+\title{
+Merge multiple quote entries with the same time stamp
+}
+\description{
+Function replaces multiple quote entries that have the same time stamp
+by a single one and returns an xts object with unique time stamps only.
+}
+
+\usage{
+mergequotessametimestamp(qdata,selection="median")
+}
+
+\arguments{
+ \item{tdata}{ an xts object containing the time series data, with
+at least two columns named "BID" and "OFFER" indicating the bid and ask price
+and two columns "BIDSIZE", "OFFERSIZE" indicating the number of round lots available at these
+prices. }
+ \item{selection}{indicates how the bid and ask price for a certain time stamp
+should be calculated in case of multiple observation for a certain time
+stamp. By default, selection="median", and the median price is taken. Alternatively:
+\itemize{
+\item selection = "maxvolume": use the (bid/ask) price of the entry with
+largest (bid/ask) volume.
+\item selection = "weightedaverage": take the weighted average of all bid (ask) prices,
+weighted by "BIDSIZE" ("OFFERSIZE").
+}
+}
+}
+
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/mergesametimestamp.Rd
===================================================================
--- pkg/RTAQ/man/mergesametimestamp.Rd (rev 0)
+++ pkg/RTAQ/man/mergesametimestamp.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,38 @@
+\name{mergesametimestamp}
+\Rdversion{1.1}
+\alias{mergesametimestamp}
+\title{
+Merge multiple transactions with the same time stamp
+}
+\description{
+Function replaces multiple transactions that have the same time stamp by a single one and returns
+an xts object with unique time stamps only.
+}
+
+\usage{
+mergesametimestamp(tdata,selection="median")
+}
+
+\arguments{
+ \item{tdata}{ an xts object containing the time series data, with
+one column named "PRICE" indicating the transaction price
+and one column "SIZE" indicating the number of shares traded. }
+ \item{selection}{indicates how the price for a certain time stamp
+should be calculated in case of multiple observation for a certain time
+stamp. By default, selection="median", and the median price is taken. Alternatively:
+\itemize{
+\item selection = "maxvolume": use the price of the transaction with
+largest volume.
+\item selection = "weightedaverage": take the weighted average of all prices.
+}
+}
+}
+
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/nozeroprices.Rd
===================================================================
--- pkg/RTAQ/man/nozeroprices.Rd (rev 0)
+++ pkg/RTAQ/man/nozeroprices.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,26 @@
+\name{nozeroprices}
+\Rdversion{1.1}
+\alias{nozeroprices}
+\title{
+Delete the observations where the price is zero
+}
+\description{
+Function deletes the observations where the price is zero.
+}
+
+\usage{
+nozeroprices(tdata);
+}
+
+\arguments{
+ \item{tdata}{an xts object at least containing a column "PRICE".}
+}
+
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/nozeroquotes.Rd
===================================================================
--- pkg/RTAQ/man/nozeroquotes.Rd (rev 0)
+++ pkg/RTAQ/man/nozeroquotes.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,26 @@
+\name{nozeroquotes}
+\Rdversion{1.1}
+\alias{nozeroquotes}
+\title{
+Delete the observations where the bid or ask is zero
+}
+\description{
+Function deletes the observations where the bid or ask is zero.
+}
+
+\usage{
+nozeroquotes(qdata);
+}
+
+\arguments{
+ \item{qdata}{an xts object at least containing the columns "BID" and "OFFER".}
+}
+
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/quotescleanup.Rd
===================================================================
--- pkg/RTAQ/man/quotescleanup.Rd (rev 0)
+++ pkg/RTAQ/man/quotescleanup.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,59 @@
+\name{quotescleanup}
+\Rdversion{1.1}
+\alias{quotescleanup}
+\title{
+Perform a bunch of cleaning procedures on quote data
+}
+
+\description{
+The function performs a bunch of cleaning procedures for quote
+data for all stocks in "ticker" over the interval [from,to] and saves the
+result in the folder datadestination.
+
+The following cleaning functions are performed sequentially:
+\code{\link{nozeroquotes}}, \code{\link{selectexchange}}, \code{\link{rmlargespread}},
+\code{\link{mergequotessametimestamp}}, \code{\link{rmoutliers}}.
+}
+
+\usage{
+quotescleanup(from,to,datasource,datadestination,ticker,exchange)
+}
+
+\arguments{
+\item{from}{character indicating first date to clean, e.g. "2008-01-30".}
+\item{to}{character indicating last date to clean, e.g. "2008-01-31".}
+\item{datasource}{character indicating the folder in which the original data is stored.}
+\item{datadestination}{character indicating the folder in which the cleaned data is stored.}
+\item{ticker}{vector of tickers for which the data should be cleaned.}
+\item{exchange}{vector of stock exchange symbols for all tickers in vector "ticker".
+The possible exchange symbols are:
+\itemize{
+\item A: AMEX
+\item N: NYSE
+\item B: Boston
+\item P: Arca
+\item C: NSX
+\item T/Q: NASDAQ
+\item D: NASD ADF and TRF
+\item X: Philadelphia
+\item I: ISE
+\item M: Chicago
+\item W: CBOE
+\item Z: BATS
+}
+}
+}
+
+\section{Details}{}
+
+\value{For each day an xts object is saved into the folder of that date, containing the cleaned data.
+This procedure is performed for each stock in "ticker".}
+
+\references{
+Barndorff-Nielsen, O. E., P. R. Hansen, A. Lunde, and N. Shephard (2009).
+Multivariate realised kernels: consistent positive semi-denite
+estimators of the covariation of equity prices with noise and non-synchronous trading.
+working paper.
+}
+
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/rmlargespread.Rd
===================================================================
--- pkg/RTAQ/man/rmlargespread.Rd (rev 0)
+++ pkg/RTAQ/man/rmlargespread.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,30 @@
+\name{rmlargespread}
+\Rdversion{1.1}
+\alias{rmlargespread}
+\title{
+Delete entries for which the spread is more than "maxi" times the median
+spread
+}
+\description{
+Function deletes entries for which the spread is more than "maxi" times the median
+spread on that day.
+}
+
+\usage{
+rmlargespread(qdata)
+}
+
+\arguments{
+ \item{qdata}{an xts object at least containing the columns "BID" and "OFFER".}
+ \item{maxi}{an integer. By default maxi="50",
+which means that entries are deleted if the spread is more than 50 times the median spread on that day.}
+}
+
+\section{Details}{NOTE: This function works only correct if supplied input data consists of 1 day!!}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/rmnegspread.Rd
===================================================================
--- pkg/RTAQ/man/rmnegspread.Rd (rev 0)
+++ pkg/RTAQ/man/rmnegspread.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,26 @@
+\name{rmnegspread}
+\Rdversion{1.1}
+\alias{rmnegspread}
+\title{
+Delete entries for which the spread is negative
+}
+\description{
+Function deletes entries for which the spread is negative.
+}
+
+\usage{
+rmnegspread(qdata);
+}
+
+\arguments{
+ \item{qdata}{an xts object at least containing the columns "BID" and "OFFER".}
+}
+
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/rmoutliers.Rd
===================================================================
--- pkg/RTAQ/man/rmoutliers.Rd (rev 0)
+++ pkg/RTAQ/man/rmoutliers.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,49 @@
+\name{rmoutliers}
+\Rdversion{1.1}
+\alias{rmoutliers}
+\title{
+Delete entries for which the mid-quote is outlying with to respect surrounding entries
+}
+\description{
+If type="standard": Function deletes entries for which the mid-quote deviated by more than "maxi"
+median absolute deviations from a rolling centered median (excluding
+the observation under consideration) of "window" observations.
+
+If type="advanced": Function deletes entries for which the mid-quote deviates by more than "maxi"
+median absolute deviations from the value closest to the midquote of
+these three options:
+\enumerate{
+\item Rolling centered median (excluding the observation under consid-
+eration)
+\item Rolling median of the following "window" observations
+\item Rolling median of the previous "window" observations
+}
+
+The advantage of this procedure compared to the "standard" proposed
+by Barndorff-Nielsen et al. (2009) is that it will not incorrectly remove
+large price jumps. Therefore this procedure has been set as the default
+for removing outliers.
+}
+
+\usage{
+rmoutliers(qdata,maxi=10,window=50,type="advanced")}
+
+\arguments{
+ \item{qdata}{an xts object at least containing the columns "BID" and "OFFER".}
+ \item{maxi}{an integer, indicating the maximum number of median absolute deviations allowed.}
+ \item{window}{an integer, indicating the time window for which the "outlyingness" is considered.}
+ \item{type}{should be "standard" or "advanced" (see description).}
+}
+
+\section{Details}{NOTE: This function works only correct if supplied input data consists of 1 day!!}
+
+\value{xts object}
+
+\references{
+Barndorff-Nielsen, O. E., P. R. Hansen, A. Lunde, and N. Shephard (2009).
+Multivariate realised kernels: consistent positive semi-denite
+estimators of the covariation of equity prices with noise and non-synchronous trading.
+working paper.
+}
+
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/rmtradeoutliers.Rd
===================================================================
--- pkg/RTAQ/man/rmtradeoutliers.Rd (rev 0)
+++ pkg/RTAQ/man/rmtradeoutliers.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,34 @@
+\name{rmtradeoutliers}
+\Rdversion{1.1}
+\alias{rmtradeoutliers}
+\title{
+Delete transactions with unlikely transaction prices
+}
+\description{
+Function deletes entries with prices that are above the ask plus the bid-ask spread.
+Similar for entries with prices below the bid minus the bid-ask spread.}
+
+\usage{
+rmtradeoutliers(tdata,qdata)
+}
+
+\arguments{
+ \item{tdata}{ an xts object containing the time series data, with
+at least the column "PRICE" indicating the transaction price.}
+ \item{qdata}{ an xts object containing the time series data,
+with at least the columns "BID" and "OFFER" indicating the bid and
+ask prices.
+}
+}
+
+\section{Details}{
+Note: in order to work correctly, the input data of this function should be
+cleaned trade (tdata) and quote (qdata) data respectively.
+}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/salescond.Rd
===================================================================
--- pkg/RTAQ/man/salescond.Rd (rev 0)
+++ pkg/RTAQ/man/salescond.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,29 @@
+\name{salescond}
+\Rdversion{1.1}
+\alias{salescond}
+\title{
+Delete entries with abnormal Sale Condition.
+}
+\description{
+Function deletes entries with abnormal Sale Condition:
+trades where column "COND" has
+a letter code, except for "E" and "F".
+}
+
+\usage{
+salescond(tdata)
+}
+
+\arguments{
+ \item{tdata}{ an xts object containing the time series data, with
+one column named "COND" indicating the Sale Condition. }
+}
+
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/selectexchange.Rd
===================================================================
--- pkg/RTAQ/man/selectexchange.Rd (rev 0)
+++ pkg/RTAQ/man/selectexchange.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,45 @@
+\name{selectexchange}
+\Rdversion{1.1}
+\alias{selectexchange}
+\title{
+Retain only data from a single stock exchange
+}
+\description{
+Function returns an xts object containing the data of only 1 stock exchange.
+}
+
+\usage{
+selectexchange(data,exch="N");
+}
+
+\arguments{
+ \item{data}{ an xts object containing the time series data.
+The object should have a column "EX", indicating the exchange by its symbol.}
+ \item{exch}{ The symbol of the stock exchange that should be selected.
+By default the NYSE is chosen (exch="N"). Other exchange symbols are:
+\itemize{
+\item A: AMEX
+\item N: NYSE
+\item B: Boston
+\item P: Arca
+\item C: NSX
+\item T/Q: NASDAQ
+\item D: NASD ADF and TRF
+\item X: Philadelphia
+\item I: ISE
+\item M: Chicago
+\item W: CBOE
+\item Z: BATS
+}
+}
+
+}
+
+\section{Details}{}
+
+\value{
+xts object
+}
+\references{
+}
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/tradescleanup.Rd
===================================================================
--- pkg/RTAQ/man/tradescleanup.Rd (rev 0)
+++ pkg/RTAQ/man/tradescleanup.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,62 @@
+\name{tradescleanup}
+\Rdversion{1.1}
+\alias{tradescleanup}
+\title{
+Perform a number of cleaning procedures on trade data
+}
+\description{
+The function performs a bunch of cleaning procedures for trade
+data for all stocks in "ticker" over the interval [from,to] and saves the
+result in the folder datadestination.
+
+The following cleaning functions are performed sequentially:
+\code{\link{nozeroprices}}, \code{\link{selectexchange}}, \code{\link{salescond}},
+\code{\link{mergesametimestamp}}.
+
+Since the function \code{\link{rmtradeoutliers}}
+also requires cleaned quote data as input, it is not incorporated here and
+there is a seperate wrapper called \code{\link{tradescleanup_finalop}}.
+}
+
+\usage{
+tradescleanup(from,to,datasource,datadestination,ticker,exchange)
+}
+
+\arguments{
+\item{from}{character indicating first date to clean, e.g. "2008-01-30".}
+\item{to}{character indicating last date to clean, e.g. "2008-01-31".}
+\item{datasource}{character indicating the folder in which the original data is stored.}
+\item{datadestination}{character indicating the folder in which the cleaned data is stored.}
+\item{ticker}{vector of tickers for which the data should be cleaned.}
+\item{exchange}{vector of stock exchange symbols for all tickers in vector "ticker".
+The possible exchange symbols are:
+\itemize{
+\item A: AMEX
+\item N: NYSE
+\item B: Boston
+\item P: Arca
+\item C: NSX
+\item T/Q: NASDAQ
+\item D: NASD ADF and TRF
+\item X: Philadelphia
+\item I: ISE
+\item M: Chicago
+\item W: CBOE
+\item Z: BATS
+}
+}
+}
+
+\section{Details}{}
+
+\value{For each day an xts object is saved into the folder of that date, containing the cleaned data.
+This procedure is performed for each stock in "ticker".}
+
+\references{
+Barndorff-Nielsen, O. E., P. R. Hansen, A. Lunde, and N. Shephard (2009).
+Multivariate realised kernels: consistent positive semi-denite
+estimators of the covariation of equity prices with noise and non-synchronous trading.
+working paper.
+}
+
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
Added: pkg/RTAQ/man/tradescleanup_finalop.Rd
===================================================================
--- pkg/RTAQ/man/tradescleanup_finalop.Rd (rev 0)
+++ pkg/RTAQ/man/tradescleanup_finalop.Rd 2010-03-28 18:53:07 UTC (rev 313)
@@ -0,0 +1,40 @@
+\name{tradescleanup_finalop}
+\Rdversion{1.1}
+\alias{tradescleanup_finalop}
+\title{
+Perform a final cleaning procedures on trade data}
+
+\description{
+Function performs cleaning procedure \code{\link{rmtradeoutliers}}
+for the trades of all stocks in "ticker" over the interval
+[from,to] and saves the result in "datadestination".
+Note that preferably the input data for this function
+is trade and quote data cleaned by respectively e.g. \code{\link{tradescleanup}}
+and \code{\link{quotescleanup}}.
+}
+
+\usage{
+tradescleanup_finalop(from="2008-01-03",to="2008-01-03",datasource,datadestination,ticker)
+}
+
+\arguments{
+\item{from}{character indicating first date to clean, e.g. "2008-01-30".}
+\item{to}{character indicating last date to clean, e.g. "2008-01-31".}
+\item{datasource}{character indicating the folder in which the original data is stored.}
+\item{datadestination}{character indicating the folder in which the cleaned data is stored.}
+\item{ticker}{vector of tickers for which the data should be cleaned.}
+}
+
+\section{Details}{}
+
+\value{For each day an xts object is saved into the folder of that date, containing the cleaned data.
+This procedure is performed for each stock in "ticker".}
+
+\references{
+Barndorff-Nielsen, O. E., P. R. Hansen, A. Lunde, and N. Shephard (2009).
+Multivariate realised kernels: consistent positive semi-denite
+estimators of the covariation of equity prices with noise and non-synchronous trading.
+working paper.
+}
+
+\author{ Jonathan Cornelissen and Kris Boudt}
\ No newline at end of file
More information about the Blotter-commits
mailing list