\name{position_returnJumpSize}
\alias{position_returnJumpSize}
\title{Position Return Jump Size}
\usage{position_returnJumpSize(portfolio,symbol)
}
\arguments{
  \item{portfolio}{Portfolio object created using \link[=portfolio_create]{portfolio_create( )} function}
  \item{symbol}{Unique identifier of an instrument}
}

\value{Numeric vector of position return jump values.
}
\description{Computes relative magnitude of jumps in position returns.
}
\author{Kostin Andrey <andrey.kostin@portfolioeffect.com>}
\examples{
\dontrun{
dateStart = "2014-11-17 09:30:00"
dateEnd = "2014-11-30 16:00:00"
portfolio<-portfolio_create(dateStart,dateEnd)
portfolio_settings(portfolio,portfolioMetricsMode="price",windowLength = '3600s',
resultsSamplingInterval='60s')
portfolio_addPosition(portfolio,'AAPL',100)
portfolio_addPosition(portfolio,'C',300) 
portfolio_addPosition(portfolio,'GOOG',150)
util_plot2d(position_returnJumpSize(portfolio,'AAPL'),title="Position Return Jump Size, AAPL")
}}
\keyword{PortfolioEffectHFT}
%\concept{high frequency, intraday analytics, market data, portfolio, portfolio management,realtime analytics, risk, risk management, toolbox tools, trading, trading strategies}
\keyword{position_returnJumpSize}